1. Hao, Han, Chun Liu and Shunzhi Pang. “Geographical Proximity, Cultural Familiarity and Financial Information Production.”, Journal of Empirical Finance, Volume 80，January 2025.
2. Zhisheng Li, Chun Liu, Xiaoran Ni, Jiaren Pang：Stock market liberalization and corporate investment revisited: Evidence from China, Journal of Banking & Finance, Volume 158, 2024，page1175-1210,
3. Chen zhuo, Zhiguo He and Chun Liu, The Financing of Local Government in China: Stimulus Loan Waves and Shadow Banking Waxes, Journal of Financial Economics, Volume 137, Issue 1, 2020, Pages 42-71
4. Jiaxing You, Chun Liu and Guqian Du "On the Economic Integration and Financial Contagion", Emerging Market Finance and Trade, 2014(3).
5. Chun Liu, John Maheu，“Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market”，Pacific Basin Finance Journal, 20 （3）: Page: 329-348， 2012
6. Chun Liu and Qing Liu, "Marginal Likelihood Calculation for Gelfand-Dey and Chib Method”，Economics Letters, 115（2）, P200-203, 2012.
7. Chun Liu, John M Maheu, "Forecasting Realized Volatility: A Bayesian Model Averaging Approach", Journal of Applied Econometrics , No. 5, Vol. 24, pp. 709-733, 2009
8. Chun Liu and John M. Maheu, “Are There Structural Breaks in Realized Volatility?”. Journal of Financial Econometrics 6: 326-360, 2008
In Chinese
1. YOU Jiaxing, WEI Shanshan, LIU Chun. "Running Water Is Never Stale and a Door-Hinge Never Gets Worm-Eaten: Innovative Local Governments and High-Quality Economic Development". Statistical Research, 2021.
2. LIU Chun, HU Jingxiong. "Research on Market-Oriented Approaches to Solving the Financing Difficulty of Small and Micro Enterprises—An Empirical Analysis Based on Listed Companies' Investment in Small Loan Companies". China Journal of Economics, 2019.
3. LIU Chun, ZHANG Jian. "The Impact of Western Development Policy on China's Economy—A Study on Regional Economic Linkages in China Based on Bayesian Latent Variable Model". Journal of Tsinghua University(Science and Technology), 2019.
4. LI Zhisheng, LI Hao, LIU Chun, ZHANG Ting. "Angel or Devil: The Market Effect of Analysts' Stock Recommendations in Media". Journal of Management Sciences in China, 2017.
5. LI Daokui, LIU Chun, PANG Jiaren. "Research on the Promoting Role of Financial Infrastructure in Economic Development". Journal of Financial Research, 2016.
6. CAI Yanhong, ZHANG Chunxia, LIU Chun. "Research on Pricing Strategy of P2P Lending Platforms Under Competitive Conditions". Journal of Tsinghua University(Science and Technology), 2015.
7. FENG Ming, LIU Chun. "Leading Prosperity Index, Demand Forecasting and Consumers' Pre-Purchase Research Behavior Based on Internet Search Volume". Journal of Marketing Science, 2013.
8. ZHANG Chunxia, LIU Chun, LIAO Li. "What Traps Us in Irrationality? A Survival Analysis Based on the Maturity and Investment Experience of Chinese Fund Investors". Statistical Research, 2013.
9. YOU Jiaxing, QIU Shiyuan, LIU Chun. "Research on the 'Face-Changing' Behavior of Securities Analysts' Forecasts". Journal of Management Sciences in China, 2013.
10. LI Zhisheng, XU Qian, LIU Chun. "Marketing Input and Fund Capital Flow—Empirical Evidence from Chinese Open-End Funds". Journal of Tsinghua University(Science and Technology), 2013.
11. ZHANG Chunxia, LIU Chun, LIAO Li. "Determining Investors' Risky Asset Allocation Using Logistic Regression Model—An Empirical Analysis Based on Personal Investor Questionnaire Data". Journal of Tsinghua University(Science and Technology), 2012.
12. LIU Chun, WANG Baolin, JIN Hongfei. "The Impact of Domestic and Foreign Inflation on China's Macroeconomy". Contemporary Finance & Economics, 2012.
13. YOU Jiaxing, LIU Chun. "Entrepreneurs' Social Capital and Cost of Equity Capital from the Perspective of Embeddedness". China Industrial Economics, 2011.
14. WEN Bin, LIU Chun, JIN Hongfei. "The Impact of Macroeconomic Factors on China's Industry Stock Returns". Finance & Trade Economics, 2011.
15. LIU Chun, LIU Qing, ZHANG Han. "Identifying Structural Change Models in Stock Market Using Bayesian Method". Journal of Tsinghua University(Science and Technology), 2011.
16. ZHAO Zhenhua, LIU Chun, LIAO Li. "Who Achieves Higher Fund Investment Returns?". Journal of Financial Research, 2010.
17. LIU Chun, JIN Hongfei, PAN Huifeng. "Identifying Structural Change Models Using Marginal Likelihood Function". Statistical Research, 2010.
18. CHEN Guojin, ZHANG Yijun, LIU Chun. "Are Institutional Investors Boosters of Stock Market Booms and Busts?". Journal of Financial Research, 2010.
19. ZHU Shiwu, LIU Chun. "A Joint Model of Stock Returns and Durations Based on High-Frequency Data". China Soft Science, 2010.
