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Author

Zhenya Liu

Observed name: Liu, Zhenya
Observed institutions: Aix-Marseille Université, Southwest Forestry University, EM Normandie Business School, Centre d'Etudes et de Recherche en Gestion d'Aix-Marseille, Métis-Lab, Renmin University of China
ORCID: 0000-0003-2237-3257
Observed ORCID: 0000-0003-2237-3257
OpenAlex ID: A5035056160
Customer relationships, corporate social responsibility, and stock price reaction: Lessons from China during health crisis times
2022 · Sabri Boubaker, Zhenya Liu, et al. · Finance research letters · 79
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Digital transformation driving green innovation: Evidence from Chinese A-Share firms
2024 · Hemei Li, Zhenya Liu, et al. · International Review of Economics & Finance · 58
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Big data, news diversity and financial market crash
2021 · Sabri Boubaker, Zhenya Liu, et al. · Technological Forecasting and Social Change · 40
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Carbon dioxide emissions and environmental risks: Long term and short term
2024 · Sabri Boubaker, Zhenya Liu, et al. · Risk Analysis · 32
When did global warming start? A new baseline for carbon budgeting
2022 · Hachmi Ben Ameur, Xuyuan Han, et al. · Economic Modelling · 29
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A R-Vine Copula Analysis of Non-ferrous Metal Futures with Application in Forecasting Value-at-Risk
2020 · Xuyuan Han, Zhenya Liu, et al. · Journal of commodity markets · 25
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The mirror of history: How to statistically identify stock market bubble bursts
2022 · Sabri Boubaker, Zhenya Liu, et al. · Journal of Economic Behavior & Organization · 15
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Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach
2020 · Hemei Li, Zhenya Liu, et al. · International Journal of Finance & Economics · 15
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Asymmetry, tail risk and time series momentum
2021 · Zhenya Liu, Shanglin Lu, et al. · International Review of Financial Analysis · 11
Big data analytics and investment
2023 · Sabri Boubaker, Zhenya Liu, et al. · Technological Forecasting and Social Change · 10
Decomposing anomalies
2021 · Sabri Boubaker, Bo Li, et al. · Economics Letters · 9
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Digital finance, institutional quality, and air pollution: Evidence from China
2025 · Bo Li, Xuemei Jia, et al. · Research in International Business and Finance · 7
International capital flow in a period of high inflation: The case of China
2023 · Qiming Liu, Zhenya Liu, et al. · Research in International Business and Finance · 6
Conditional autoencoder pricing model for energy commodities
2023 · Zhenya Liu, Hanen Teka, et al. · Resources Policy · 5
Risk management for crude oil futures: an optimal stopping-timing approach
2021 · Sabri Boubaker, Zhenya Liu, et al. · Annals of Operations Research · 5
Industry momentum with correlation consolidation: evidence from China
2021 · Sabri Boubaker, Lechuan Du, et al. · Journal of Asset Management · 4
Detecting turning points in high-frequency financial data analysis
2025 · Yaosong Zhan, Zhenya Liu · Annals of Operations Research · 3
The Fortune and crash of common risk factors in Chinese commodity markets
2023 · Hemei Li, Zhenya Liu, et al. · Journal of commodity markets · 3
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The Evolvement of Momentum Effects in China: Evidence from Functional Data Analysis
2022 · Bo Li, Zhenya Liu, et al. · SSRN Electronic Journal · 3
Fee structure and equity fund manager’s optimal locking in profits strategy
2024 · David Dickinson, Xuyuan Han, et al. · International Review of Financial Analysis · 2
Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China
2022 · Bo Li, Sabri Boubaker, et al. · Computational Economics · 2
Optimal filter rules for selling stocks in the emerging stock markets
2021 · Sabri Boubaker, Xuyuan Han, et al. · Annals of Operations Research · 2
Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
2025 · Lajos Horváth, Emese Lazar, et al. · Journal of Business and Economic Statistics · 1
Noncausal AR ‐ ARCH Model and Its Applications to Financial Time Series
2025 · Yaosong Zhan, Shiqing Ling, et al. · International Journal of Finance & Economics · 1
The optimal time to buy and hold stock in a reversal
2023 · Xuyuan Han, Zhenya Liu · International Journal of Finance & Economics · 1
Works count: 32
Citation count: 369
H-index: 10
I10-index: 10
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