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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

Chen Qiang 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)

  • Chen Qiang, Song X*. “Crash Risk Matters: An Option-Implied Approach to the Expected Market Return”.《Journal of Futures Markets》, 2025, online
  • Chen Qiang, Yin Zechen*. Zhang Shuai. “Adaptive Learning Expectation, Intermediate Exchange Rate Regime, and Monetary Autonomy: Evidence from China”. 《Economic Modelling》, 2025，151，107209.
  • Chen Qiang*, Han Yu, Huang Ying, George J Jiang. “Jump risk implicit in options market”. 《Journal of Financial Econometrics》, 2025, 23(2): 9-47.
  • Chen Qiang, Yin Zechen*. "Informational differences, adaptive learning, and inflation forecast bias".《International Studies of Economics》, 2025, 20(3): 236-259.
  • Chen Qiang, Han Yu*, Huang Ying. “Market-wide overconfidence and stock market returns”.《Journal of Futures Markets》, 2024, 44, 3-26.
  • Chen Qiang*, Han Yu: “Options market ambiguity and its information content”, 《Journal of Financial Markets》, 2023, 64, 100790.
  • Chen Qiang, Gong Yuting *, Wang Xunxiao: “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.
  • Chen Qiang, Xu Wanzi, Gong Yuting*: “Jump-Robust Testing of Volatility Functions in Continuous Time Models”.《Canadian Journal of Statistics》, 2022，50(3): 1071 - 1095.
  • Gong, Yuting*, Bu, Ruijun , Chen, Qiang: “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.
  • Chen Qiang, Gong Yuting*: “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.
  • Chen Qiang*, Hu Meidi, Song Xiaojun: "A nonparametric specification test for the volatility functions of diffusion processes"，《Econometric Reviews》，2019 , 38 , 557-576.
  • Gong Y*, Chen Q, Liang J. “A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets”. 《Economic Modelling》，2018，68(1): 586-598.
  • Chen Qiang，Zheng Xu*，Pan Zhiyuan: ”Asymptotically Distribution-Free Tests for the Volatility Function of a Diffusion”，《Journal of Econometrics》，2015，184(1): 124-144.
  • Pan Zhiyuan，Zheng Xu，Chen Qiang: ”Testing Asymmetric Correlations in Stock Returns via Empirical Likelihood Method”，《China Finance Review International》，2014，4(1): 42-57.
  • Lin Xiaoqiang，Chen qiang，Tang Zhenpeng: ”Dynamic hedging strategy in incomplete market: evidence from Shanghai fuel oil futures market”，《Economic Modelling》，2014，40: 81-90.
  • Chen Qiang，Chen Daolun，Gong Yuting: ”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.