發(fā)表的論文(節(jié)選):
李昊驊, 方立兵*, 姚楚涵. 空間溢出與城投債信用風(fēng)險——基于長三角城市群生產(chǎn)要素引力網(wǎng)絡(luò). 管理科學(xué)學(xué)報. 2023,26(1): 83-104
陳軼洲, 劉旭生, 孫林檀, 李文中, 方立兵, 陸桑璐. 基于圖神經(jīng)網(wǎng)絡(luò)的社交網(wǎng)絡(luò)影響力預(yù)測算法[J]. 南京大學(xué)學(xué)報(自然科學(xué)版), 2022, 58(3): 386–397.
方立兵, 丁婧. 透明度與市場效率——基于信息不對稱的適應(yīng)性學(xué)習(xí)研究. 管理科學(xué)學(xué)報, 2017, 20(7): 43-56
步國旬,李心丹,方立兵, 陳君君. 投資者融資融券行為對金融市場的影響. 金融縱橫. 2017 (7): 15-29.
方立兵*, 曾勇. 股市收益率高階矩風(fēng)險的產(chǎn)生機(jī)制檢驗. 中國管理科學(xué). 2016, 24(4): 27-36.
劉燁, 方立兵*, 李冬昕, 李心丹. 融資融券交易與市場穩(wěn)定性:基于動態(tài)視角的證據(jù). 管理科學(xué)學(xué)報. 2016, 19(1): 102-116
Jing Ding, Libing Fang*, Shi Chen. Mitigating free riding in social networks: The impact of underestimating others' ability in financial market. International Review of Economics & Finance, 2020, 70: 582-599
Binqing Xiao, Honghai Yu, Libing Fang*, Sifan Ding. Estimating the Connectedness of Commodity Futures Using a Network Approach, Journal of Futures Markets. 2020, 40,598-616.
Fei Lv, Chen Yang, Libing Fang*. Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks? International Review of Financial Analysis, Volume 71, October 2020, 101537
Libing Fang, Elie Bouri, Rangan Gupta, David Roubaud. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?(ESI高被引) International Review of Financial Analysis. 2019, 61: 29-36.
Xindan Li, Honghai Yu, Libing Fang*, Cheng Xiong, 2019, Do Firm-level Factors Play Forward-looking Role for Financial Systemic Risk: Evidence from China, Pacific-Basin Finance Journal 57, 1-17.
Honghai Yu, Wencong Sun, Xiangting Ye, Libing Fang*, 2019, Measuring the increasing connectedness of Chinese assets with global assets: using a variance decompositions method, Accounting and Finance 58, 1261-1290.
Honghai Yu, Libing Fang*, Boyang Sun, Donglei Du, 2018, Risk contribution of the Chinese Stock Market to Developed Markets in the Post-crisis Period, Emerging Markets Review 34, 87-97.
Libing Fang, Boyang Sun, Huijing Li, Honghai Yu. Systemic risk network of Chinese financial institutions. Emerging Markets Review, Volume 35, June 2018, Pages 190-206.
Libing Fang, Honghai Yu, Yingbo Huang, 2018, The Role of Investor Sentiment in the Long-term Correlation between U.S. stock and bond markets, International Review of Economics and Finance 58, 127-139.