1. 陈海强、倪博,2024,转融券市场化费率高居不下之谜—基于量化交易借券需求的分析视角,《管理世界》,接收待刊。
2. 顾明、熊志涛、陈海强*,聪明的贝塔: 来自A股市场因子动量效应的实证研究,《计量经济学报》,接收待刊。
3. 陈海强,倪博,宋沐青,廖培森,2024,信息披露改革的同伴效应与金融市场稳定—基于创业板注册制改革的实证研究,《经济学》季刊,接收待刊。
4. 文强,陈海强*,袁煜玲,缓解融资约束必然促进企业创新吗?来自信贷扩张准实验的经验证据,《系统工程理论与实践》,接收待刊。
5. 陈海强,李东旭,胡晓雪,2024,金融考核“绿色化”与污染企业绿色并购—基于信号效应的视角,《金融研究》,第2期。
6. 林娟,陈海强*,林青,2024,基于模型平均的中国产出增长和通货膨胀密度预测,《管理科学学报》,27(2),82-94。
7. Haiqiang Chen, Yuling Yuan, 2024, Does digital finance help reduce self-rationing of small and medium-sized enterprises? Evidence from China, Economic and Political Studies, https://doi.org/10.1080/20954816.2023.2292373.
8. Xiaoqun Liu, Chenji Hou, Shinan Zhu & Haiqiang Chen*. The Asymmetric Effect of Information Shock on Overnight and Intraday Expected Returns: Evidence from Chinese A-share Stock Market, Pacific-Basin Finance Journal, Volume 83, February 2024, 102219.
9. 刘晓群,余柳春,陈海强*,金融开放能否有效降低A股股价信息风险—基于“沪港通”推出的准自然实验研究,《系统工程理论与实践》, https://link.cnki.net/urlid/11.2267.N.20231009.1616.016。
10. Gideon Bruce Arkorful, Haiqiang Chen,Ming Gu*, Xiaoqun Liu*,2023.What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis, International Review of Economics and Finance 88, 141–153.
11. Chen, H.Q., Gu, M.* and Ni, B.*, 2023. How Price Limit Affects the Market Efficiency in a Short-sale Constrained Market? Evidence from a Quasi-Natural Experiment. Journal of Empirical Finance, Volume 73, Pages 22-39。
12. 陈海强,陈阳,丁逸非,宋沐青*,2023,股东网络与崩盘风险-基于A股市场的经验证据,《经济学》季刊,第7期。
13. 陈海强,赵潇洋*,李东旭*,股权质押渠道与金融市场稳定—基于股价崩盘风险的视角,《管理科学学报》,2023,第6期。
14. 杨炳铎#,杨子晖#,陈海强,2023. 带有泡沫与崩盘的可预测模型检验,《管理科学学报》,2023,第9期。
15. Cai, Z., Chen, H.Q.* and Liao, X., 2023. A New Robust Inference for Predictive Quantile Regression, Journal of Econometrics,234(1), 227-250.
16. 顾明,曾力,陈海强,倪博*,交易限制与股票市场定价效率——基于创业板涨跌幅限制放宽的准自然实验研究,《金融研究》,2022,第11期。
17. 陈海强, 陈丽琼, 李迎星, 罗祥夫,2021,高频数据是否能改善股票价格预测?——基于函数型数据的实证研究,《计量经济学报》,第2期,426-436.(2021-2022下载次数前十)。
18. Chen, Haiqiang, Wenlan Qian, and Qiang Wen. 2021. The Impact of the COVID-19 Pandemic on Consumption: Learning from High-Frequency Transaction Data. AEA Papers and Proceedings, 111: 307-11. (获VoxChina 2021/5/26日转载,Google应用次数超400次)
19. Chen, Haiqiang, Ye Guo and Qiang Wen*, 2021. For Goodwill or Resources? The Rationale behind Firms’ Corporate Philanthropy in an Environment with High Economic Policy Uncertainty. China Economic Review, 65,10580.
20. Gideon Bruce Arkorful, Haiqiang Chen*, Xiaoqun Liu*, Chuanhai Zhang, 2020. The Impact of Options Introduction on the Underlying Stock: Evidence from Chinese Stock Markets, Quantitative Finance 20, 2015-2024.
21. 陈海强,姜盼,2020,股市流动性综合指标构建与流动性溢价检验—基于A股高频数据的实证研究,厦门大学学报(哲学社会科学版),257,145-157.
22. 陈海强、方颖*、王方舟,2019,融资融券交易制度对股市尾部系统风险的非对称影响—基于A股市场极值相关性的研究,《管理科学学报》,第5期,99-109。
23. 汪寿阳,洪永淼,霍红,方颖,陈海强*,大数据时代下计量经济学若干重要发展方向,《中国科学基金》,4,1-8.
24. Zheng, H. and Chen, H.Q., 2019. Price Informativeness and Adaptive Trading, Journal of Evolutionary Economics, 29, 4, 1315–1342. .
25. Zhu, Y.L. and Chen, H.Q*., Lin, M., 2019. Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules. Studies in Nonlinear Dynamics & Econometrics, .23(5), pages 1-17.
26. Liao, X., Cai, Z. and Chen, H.Q., 2018. A perspective on recent methods on testing predictability of asset returns. Applied Mathematics-A Journal of Chinese Universities, 33, 2, 127–144.
27. Chong, T. L., Chen, H.Q., Wong, T.N. and Yan, K.M., 2018. Estimation and Inference of Threshold Regression Models with Measurement Errors. Studies in Nonlinear Dynamics & Econometrics, 22, 2, 1-16.
28. Ke, X., Chen, H.Q., Hong, Y. and Hsiao, C., 2017. Do China's high-speed-rail projects promote local economy?—New evidence from a panel data approach, China Economic Review, 44,203-226. The Best paper published on China Economic Review in 2017 (2017年度 China Economic Review最佳论文)
29. Zhu, Y.L. and Chen, H.Q*., 2017. The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values. Physica A: Statistical Mechanics and its Applications, 473, 522-535.
30. 陈海强、韩乾、吴锴,2015,融资约束抑制技术效率提升吗?—基于制造业微观数据的实证研究,《金融研究》,第10期,148-162。
31. 陈海强、范云菲,2015,融资融券交易制度对中国股市波动率的影响——基于面板数据政策评估方法的分析,《金融研究》,第6期,159-172。
32. Chen, H.Q. and Yanli Zhu, 2015. An empirical study on the threshold cointegration of Chinese A and H cross-listed shares. Journal of Applied Statistics, 42(11), 2406-2419.
33. Chen, H.Q., 2015. Robust Estimation and Inference for Threshold Models with Integrated Regressors. Econometric Theory, 31(4), 778-810.
34. Chen, H.Q., Fang, Ying* and Li, YingXing*, 2015, Estimation and Inference for Varying-coefficient Models with Nonstationary Regressors using Penalized Splines. Econometric Theory, 31(4), 753-777.
35. 陈海强、张传海*,2015,股指期货交易会降低股市跳跃风险吗?《经济研究》,第1期, 第153-167页。
36. Chen, H.Q., Chong, T.L., and She, Y.N., 2014. A Principal Component Approach to Measuring Investor Sentiment in China. Quantitative Finance, 14, 573-579.
37. He, Qing and Chen, H.Q.*, 2014. Recent Macroeconomic Stability in China. China Economic Review, 30, 505–519.
38. Chen, H.Q., Han, Qian.*, Li, YingXing and Wu, Kai, 2013. Does the Introduction of Stock Index Futures Reduce Chinese Stock Market Volatility? A Panel Data Evaluation Approach. Journal of Futures Markets, 33,12,1167-1190.
39. Chen, H.Q., Choi, M.S.* and Hong, Y., 2013. How Smooth is Price Discovery, Evidence from Cross-listed Stock Trading. Journal of International Money and Finance (32) 668-699.
40. 陈海强、韩乾、吴锴,2012,现金流波动、盈利稳定性与公司价值:基于沪深上市公司的实证研究。《金融研究》,第9期,第181-194页。
41. Chen, H.Q. and Choi, M.S., 2012. Does Information Vault Niagara Falls? Cross-listed Trading in New York and Toronto. Journal of Empirical Finance 19, 175-199.
42. Chen, H.Q., Chong,T.L. and Bai, J.,2012. Theory and Applications of TAR Model with two Threshold Variables. Econometric Reviews, 31, 142–170.
43. Chen, H.Q., Chong,T.L. and Duan X., 2010. A Principal-Factor Approach to Measuring Investor Sentiment. Quantitative Finance 10(4), 339-347.
44. Bai, J., Chen, H.Q., Chong,T.L. and Wang, X., 2008. Generic Consistency of the Break-Point Estimator under Specification Errors in a Multiple-Break Model. Econometrics Journal 11, 287-307.