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Zhangqiang

Professor PHD

Department: School of Economics and Management

Fields: Microstructure of Financial Markets, Financial Economics (Rational Expectations Equilibrium - REE), Asset Pricing

Email: zhangqiang@mail.buct.edu.cn

Office: Room 235, Arts and Sciences Building, Changping Campus, Beijing University of Chemical Technology

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DBLP:

10 Visits

Introduction

Engaged in research related to Financial Economics, focusing on the microstructure of financial markets and Rational Expectations Equilibrium (REE) theory. Published over forty papers in journals such as Journal of the Royal Statistical Society Series B, Journal of Systems Science and Complexity, Economics Letters, Finance Research Letters, Applied Economics Letters, Journal of Management Science and Engineering,Journal of Management Science of China,Journal of Financial Research,System Engineering Theory and Practice,Chinese Journal of Management Science,Management Review,Journal of Systems Engineering etc. Led one National Natural Science Foundation project and three central university fund projects, participated in several national projects.

Education Work Experience

Social Position

Social Activities

Research

Microstructure of Financial Markets, Financial Economics (Rational Expectations Equilibrium - REE), Asset Pricing, Venture Capital

Teaching

Monetary Finance , Financial Engineering, Venture Capital (Bilingual), Time Series, Stochastic Processes

Postgraduates

Funding

Central University Fund: Study on the Asymmetric Information Feedback Effect of Financial Markets on the Real Economy (No. PT2015), 2020-2021, ¥35,000

Central University Fund: High-frequency Trading and Liquidity Risk Prevention in the Securities Market (No. PTRW1808), 2018-2019, ¥25,000

National Natural Science Foundation Project: The information risk monitoring and screening of market manipulation in the stock market (71371024/G0115), 2014-2017, ¥500,000

Central University Fund: Study on the Market Constraint of Listed Companies' Fund-Raising Behavior (zz1319), 2013-2014, ¥50,000

Vertical Project

Horizontal Project

Publications

[1] Zhigang Zhanga, Qiang Zhang*, Shancun Liu, Jiarui Wang. How does an online influencer manipulate the stock marketFinancel Reserch Letters, Volume 58, Part A, 2023, 104331. (ISSN 1544-6123, https://doi.org/10.1016/j.frl.2023.104331.JCR Q1)

[2] Zhang Qiang, Zudi Lu, Liu Shancun, Yang Haijun*, Pan Jingrui, An MA-MRR Model for Transaction-level Analysis of High-frequency Trading Processes, Journal of Management Science and Engineering, 2024,volume 9, issue 1, 53-61.JCR Q1

[3] Zeng QingduoZhang Qiang* (corresponding author)Liu ShancunYang YaodongIlliquidity comovement and market crisisJournal of Systems Science and Complexity, 202235: 1863-1874. JCR Q1

[4] Zhenyu Jiang & Nengxiang Ling & Zudi Lu & Dag Tjstheim & Qiang Zhang, 2020. On bandwidth choice for spatial data density estimation, Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(3), pages 817-840, July.

[5]Qiang Zhang, Order Execution Probability and Order Queue in Limit Markets, Journal of Systems Science and Complexity, 2020, 33(5)1545-1557.DOI: 10.1007/s11424-020-9100-5JCR Q1

[6]corresponding author,Costly information acquisition and public disclosure: implications for investor welfare,Applied Economics Letters, 2020, 27(11):880-885.

[7]corresponding author, Common Sentiment and Price Contagion. Journal of Systems Science & Complexity, 2019, 32(5):1426-1437.

[ 8 ]corresponding author, Information Acquisition: Fundamental and Non-FundamentalJournal of Management Science and Engineering, 2018, 3(2), 59-75.

[9] corresponding author, Market manipulation with sentiment traders, Applied Economics Letters, 2018, 25(4): 239-243 (1350-4851)

[10] corresponding authorA New Estimation for PIN Based SSNF MethodJournal of Systems Science and Complexity, 2018, 31:988-1002.

 [11]Binbin Chen, Shancun Liu, Qiang Zhang, Can Public Information Promote Market Stability? Economics Letters, 2016, vol. 143, June, 103-106.



Awards

Received the Outstanding Supervising Teacher Award for Excellent Graduation Thesis in 2022 from Beijing Municipal Universities (awarded by Beijing Municipal Education Commission).

patent

Honor Reward

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