Jing Chen

Hawkes processes in finance: market structure and impact

Steve Y. Yang, N. Taylor, Qian Han, 2022, The European Journal of Finance.

Does the World Smile Together? A Network Analysis of Global Index Option Implied Volatilities

Doojin Ryu, Jing Chen, Qian Han, 2021, SSRN Electronic Journal.

Reexamining the impact of closing call auction on market quality: A natural experiment from the Shanghai stock exchange

Jing Chen, Qian Han, Chengzhi Zhao, 2022, Pacific-Basin Finance Journal.

A novel lethal cuticular structural protein, AaCPR100A and its upstream interaction protein, G12-like, function in cuticle and egg shell formation in the yellow fever mosquito, Aedes aegypti

Z. Tu, G. Cheng, Chenghong Liao, 2023, bioRxiv.

Elongases of Long-Chain Fatty Acids ELO2 and ELO9 Are Involved in Cuticle Formation and Function in Fecundity in the Yellow Fever Mosquito, Aedes aegypti

D. Merkler, Chenghong Liao, Qian Han, 2023, Insects.

Modeling market fluctuations under investor sentiment with a Hawkes-Contact process

Junhuan Zhang, Jing Chen, Jiaqi Wen, 2021, The European Journal of Finance.