Lecturer Department of Finance

Dr. SUN Bianxia received her PhD degree from Guanghua School of Management at Peking University in Jan 2011. Before she joined SUSTech in Dec 2013, she had worked as a postdoc research fellow in Shanghai Futures Exchange. Her research field is mainly in market microstructure and financial econometrics. And the courses she lectures includes Econometrics, Analysis of Financial Time Series, Macroeconomics, and Economics of Money & Banking.

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Market Microstructure,Financial Econometrics,Risk Contagion


Econometrics, Analysis of Financial Time Series, Macroeconomics, and Economics of Money & Banking

Publications Read More

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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