• Journal Papers

1. Sun, B., Gang, Y.*, 2019. Market Liquidity and Macro Announcement around Intraday Jumps: Evidence from Chinese Stock Index Futures Markets. Physica A: Statistical Mechanics and Its Applications, accept. (SCI,
2. Nishimura, Y., Sun, B.*, 2018. The Intraday Volatility Spillover Index Approach and an Application in the Brexit Vote. Journal of International Financial Markets, Institutions & Money 55, 241-253. (SSCI)
3. Nishimura, Y., Sun, B.*, 2018. China's Exchange-rate Regime Reform and the China-Eurozone Trades. Emerging Markets Finance and Trade 54(2), 450-467. (SSCI)
4. Gao, Y., Sun, B.*, Wang, C., 2018. Introduction Impact of Index Futures Based on Panel Data Evaluation Approach. Operations Research and Management Science(运筹与管理) 27(8), 162-171. (CSSCI)
5. Sun, Z., Sun, B.*, 2017. Impact of Monetary Supply on Chinese Nonferrous Metal Price Movement. Asian Economic Journal 31(1), 17-37. (SSCI)
6. Nishimura, Y., Sun, B.*, 2016. Intraday Volatility and Volume in China’s Stock Index and Index Futures Markets. Asia-Pacific Journal of Financial Studies 44, 932-955. (SSCI)
7. Liu, W., Sun, B., Wang, M.*, 2016. Dynamic Volatility Models based on High, Low, Open, and Close Prices. Journal of Management Sciences in China(管理科学学报) 19(1), 60-71. (CSSCI)
8. Nishimura, Y.*, Sun, B., 2015, Intraday Information Transmission between Chinese and Japanese Stock Markets: The Channel of China-Related Stocks. The Journal of World Economy(世界经济) 8, 28-36. (CSSCI)
9. Chen, K.*, Luo, P., Sun, B., Wang, H., 2015. Which Stocks Are Profitable? A Network Method to Investigate the Effects of Network Structure on Stock Returns. Physica A: Statistical Mechanics and Its Applications 436,
224-235. (SCI)
10. Sun, Z.*, Sun, B., Lin, X., 2013. The Impact of Monetary Liquidity on Chinese Aluminum Prices. Resources Policy 38(4), 512-522. (SSCI)
11. Nishimura, Y.*, Sun, B., 2014. Intraday Risk Contagion among Stock Markets under the Global Stock Market Panic: Evidence from the European Sovereign Debt Crisis. Journal of Industrial Engineering and Engineering
Management(管理工程学报) 4, 28-36. (CSSCI)
12. Sun, B., Wang, M.*, 2013. A New Class GARCH Model based on Price Range. Applications of Statistics and Management(数理统计与管理) 32(2), 259-267. (CSSCI)
13. Sun, B.*, Nishimura, Y., 2012. Intraday Dynamic Characteristics of CSI 300 Index Futures. Shanghai Finance(上海金融) 12, 80-83. (CSSCI)

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