Liang Ding: Research
“Conditional Correlation between Exchange Rates and Stock Prices,” The Quarterly Review of Economics and Finance, 2021
“Asymmetric News Effect in Foreign Exchange Market”, with Qianyi Yang (‘12) , 2017, Applied Economics
“School Quality and Real Estate Prices in China”, with Wanyi Li (‘12), 2016, International Journal of Housing Markets and Analysis
“Portfolio Reallocation and Exchange Rate Dynamics”, with Jun Ma, Journal of Banking and Finance, 2013, pages 3100-3124.
“Exchange Rates and Oil Prices: A Multivariate Stochastic Volatility Analysis”, with Minh Vo, Quarterly Review of Economics and Finance, 2012, pages 15-37.
“Semi-Transparency, Dealership Market and Foreign Exchange Market Quality”, with Vittorio Addona and Hao Zou (‘10), Review of Financial Economics, 2012, pages 1–13.
“Thursday Effect of the Forward Premium Puzzle”, International Review of Economics and Finance, 2012, pages 302–318.
“Asymmetric Correlations in Equity Returns: A Fundamental-based Explanation”, with Hiro Miyaki (‘09) and Hao Zou (‘10), Applied Financial Economics, March 2011, pages 389 – 399.
“The Electronic Trading Systems and Bid-ask Spreads in the Foreign Exchange Market”, with Jonas Hiltrop (‘08), Journal of International Financial Markets, Institutions & Money, October 2010, 323-345.
· 2010 FMA Best Market Microstructure Paper, Semi Final list.
“The Forward Premium Puzzle across Maturities”, with Linh To (‘07), Economics Bulletin, 2010, Vol. 30 no.2, 1113-1119.
“Bid-ask Spread and Order Size in the Foreign Exchange Market: An Empirical Investigation”, International Journal of Finance and Economics, 2009, Volume 14, Issue 1, 98-105.
“Market Structure and Dealer’s Quoting Behavior in the Foreign Exchange Market”,
Journal of International Financial Markets, Institutions & Money, 2008, Volume 18, issue 4, pp. 313-325.