Name: Gao Yang
Title: Associate Professor
1.financial time series analysis;
2.financial system engineering.
1.Gao Y, Zhao W, Wang M. The comparison study of liquidity measurements on the Chinese stock markets[J]. Emerging Markets Finance and Trade, 2020, doi: 10.1080/1540496X. 2019.1709819.
2.Gao Y, Zhao K, Wang C, Liu C. The dynamic relationship between Internet attention and stock market liquidity: A thermal optimal path method[J]. Physica A, 2020,550: 124180.
3.Gao Y, Li Y H, Wang Y J, Wang C, Liu C. Asymptotic comparison of three spread estimators based on Roll’s model[J]. Physica A, 2019, 525: 420-432.
4.Gao Y, Wang M, Wang Y. New Moment Estimators of the Effective Spread Based on Daily High and Low Prices[J]. Journal of System Science and Complexity, 2019, 32: 1693-1726.
5.Gao Y, Wang Y J, Wang C, Liu C. Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market[J]. Physica A, 2018, 510: 802-811.
Gao Yang has presided one National Natural Science Foundation of China and several provincial and ministerial projects. He has published more than twenty SCI, SSCI or CSSCI papers on international and domestic major journals, and one academic book.