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Journal of Financial and Economic Dynamics (JFED)

Qiang Chen

Qiang Chen

Professor of Finance

School of Economics

Shanghai University of Finance and Economics

Room 726, No. 777, Guoding Rd. Yangpu District, Shanghai, 200433, P.R. China.

E-mail: chen.qiang@mail.shufe.edu.cn

ORCID: https://orcid.org/0000-0003-1903-5038

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Bio

Qiang Chen is Professor of Finance at the School of Economics, Shanghai University of Finance and Economics. He obtained his Ph.D. from Shanghai Jiao Tong University in 2014 and joined SUFE the same year. His research spans financial econometrics, financial engineering, market microstructure, macro-finance and FinTech.

He has led several projects funded by the National Natural Science Foundation of China and other provincial or ministerial projects, and has published 36 peer-reviewed articles—17 in English-language journals—including the Journal of Econometrics, Journal of Financial Econometrics, Journal of Financial Markets, Journal of Futures Markets, Journal of International Money and Finance, International Review of Economics & Finance, Econometric Reviews, Economic Modelling, Canadian Journal of Statistics and China Finance Review International.

Professor Chen serves as a referee for the Journal of Econometrics, Journal of Financial Econometrics, Econometric Reviews, Journal of International Money and Finance, Economic Modelling, China Finance Review International, Frontiers of Economics in China, and numerous domestic journals.

Publications in English Journals (* indicates the corresponding author)

  • Qiang Chen, Xiaojun Song*. “Crash Risk Matters: An Option-Implied Approach to the Expected Market Return”.《Journal of Futures Markets》, 2025, online
  • Qiang Chen, Zechen Yin*. Shuai Zhang. “Adaptive Learning Expectation, Intermediate Exchange Rate Regime, and Monetary Autonomy: Evidence from China”. 《Economic Modelling》, 2025，151，107209.
  • Qiang Chen*, Yu Han, Ying Huang, George J Jiang. “Jump risk implicit in options market”. 《Journal of Financial Econometrics》, 2025, 23(2): 9-47.
  • Qiang Chen, Zechen Yin*. "Informational differences, adaptive learning, and inflation forecast bias".《International Studies of Economics》, 2025, 20(3): 236-259.
  • Qiang Chen, Yu Han*, Ying Huang. “Market-wide overconfidence and stock market returns”.《Journal of Futures Markets》, 2024, 44, 3-26.
  • Qiang Chen*, Yu Han: “Options market ambiguity and its information content”, 《Journal of Financial Markets》, 2023, 64, 100790.
  • Qiang Chen, Yuting Gong *, Xunxiao Wang: “Empirical-Process-Based Specification Tests For Diffusion Models”,《Canadian Journal of Statistics》,2023, 51(4): 1055–1083.
  • Yuting Gong, Chao Ma, Qiang Chen*: “Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach”, 《Journal of International Money and Finance》,2022, 123: 102597.
  • Qiang Chen, Wanzi Xu, Yuting Gong*: “Jump-Robust Testing of Volatility Functions in Continuous Time Models”.《Canadian Journal of Statistics》, 2022，50(3): 1071 - 1095.
  • Yuting Gong*, Ruijun Bu, Qiang Chen: “What Affects the Relationship between Oil Prices and the U.S. Stock Market? A Mixed-Data Sampling Copula Approach”.《Journal of Financial Econometrics》, 2022，20(2): 253 - 277.
  • Qiang Chen, Yuting Gong*: “The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis”，《International Review of Economics & Finance》, 2019, 64, 102 - 121.
  • Qiang Chen*, Meidi Hu, Xiaojun Song: "A nonparametric specification test for the volatility functions of diffusion processes"，《Econometric Reviews》，2019 , 38 , 557-576.
  • Yuting Gong*, Ruijun Bu, Qiang Chen: “A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets”. 《Economic Modelling》，2018，68(1): 586-598.
  • Qiang Chen，Xu Zheng*，Zhiyuan Pan: ”Asymptotically Distribution-Free Tests for the Volatility Function of a Diffusion”，《Journal of Econometrics》，2015，184(1): 124-144.
  • Zhiyuan Pan，Xu Zheng, Qiang Chen: ”Testing Asymmetric Correlations in Stock Returns via Empirical Likelihood Method”，《China Finance Review International》，2014，4(1): 42-57.
  • Xiaoqiang Lin，Qiang Chen，Zhenpeng Tang: ”Dynamic hedging strategy in incomplete market: evidence from Shanghai fuel oil futures market”，《Economic Modelling》，2014，40: 81-90.
  • Qiang Chen，Daolun Chen，Yuting Gong: ”An Empirical Analysis of Dynamic Relationship Between Stock Market and Bond Market Based on Information Shocks”，《China Finance Review International》.2012，2(3): 265-285.