Lanbiao Liu

Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns

Dehua Shen, Yongjie Zhang, Lanbiao Liu, 2018 .

The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market

Dehua Shen, Yongjie Zhang, Zuochao Zhang, 2017 .

The time-varying bond risk premia in China

Lanbiao Liu, Han Zhang, Bin Guo, 2021, Journal of Empirical Finance.

Predicting financial crises with machine learning methods

Lanbiao Liu, Chen Chen, Bo Wang, 2021, Journal of Forecasting.

COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and Sina Weibo

Yuejiao Duan, Lanbiao Liu, Zhuo Wang, 2021, Research in International Business and Finance.

Heterogeneous Traders, the Leverage Effect and Volatility of the Chinese P2P Market

Yong Song, Lanbiao Liu, Xing Fang, 2018 .

The belt and road initiative and the over-leverage of securities companies

Lanbiao Liu, Yuejiao Duan, Jingjia Zhang, 2024, Pacific-Basin Finance Journal.