The Probability of Informed Trading Based on VAR Model. - Min Xu; Shancun Liu (BIFE, 2009)

The effects of market depth on the arrival rate of orders. - Qiang Zhang; Shancun Liu; Wanhua Qiu (J. Syst. Sci. Complex., 2014)

A New Estimation for Informed Trading Based on SSNF Method. - Tao Bing; Shangmei Zhao; Qiang Zhang; Shancun Liu (J. Syst. Sci. Complex., 2018)

Common Sentiment and Price Contagion. - Qingduo Zeng; Shancun Liu; Qiang Zhang (J. Syst. Sci. Complex., 2019)

An Agent-Based Approach for Time-Series Momentum and Reversal. - Zhaoyuan Wang; Shancun Liu; Haijun Yang; Harris Wu (J. Syst. Sci. Complex., 2020)

Order Execution Probability and Order Queue in Limit Order Markets. - Qiang Zhang; Chao Wang; Shancun Liu; Yaodong Yang 001 (J. Syst. Sci. Complex., 2020)

Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme. - Yaohu Lin; Shancun Liu; Haijun Yang; Harris Wu (IEEE Access, 2021)

Illiquidity Comovement and Market Crisis. - Qingduo Zeng; Qiang Zhang; Shancun Liu; Yaodong Yang 001 (J. Syst. Sci. Complex., 2022)