Selected Publications
- Zhang, Xili;Zheng, Yiran;Lien, Donald;Yu, Xiaojian,Can mutual fund investors benefit from volatility managing? Evidence from China,Pacific-Basin Finance Journal,2024
- Yu, Xiaojian;Zhang, Xiaoqian;Lien, Donald,Robust approach to earnings forecast: A comparison,Journal of Forecasting,2024
- Huang, Yinzhong;Xiao, Weilin;Yu, Xiaojian,Statistical inference for the first-order autoregressive process with the fractional Gaussian noise,Quantitative Finance,2024
- Yu, Xiaojian;Li, Zhiyong;Lien, Donald;Hu, Jinqiang,Identifying crucial financial markets in the flows of cross-border capital - evidence from China's financial risk network,International Review of Economics & Finance,2024
- Yu, Xiaojian;Liu, Jianlin;Lien, Donald,A new measure of fund window dressing and its application to Chinese mutual fund market,Quarterly Review of Economics and Finance,2023
- 于孝建;刘国鹏;刘建林;肖炜麟,基于LSTM网络和文本情感分析的股票指数预测,中国管理科学,2023
- 于孝建;廖至楠,上证50ETF期权隐含尾部风险信息对未来收益的预测研究,华南理工大学学报(社会科学版),2023
- 于孝建;李祥辉,我国科技企业孵化器投融资现状、差异与完善建议,科技与金融,2023
- 于孝建;廖至楠,上证50ETF期权隐含尾部风险信息对未来收益的预测研究,华南理工大学学报(社会科学版),2023
- Yu Xiaojian;Liu Jianlin;Lien Donald,A new measure of fund window dressing and its application to Chinese mutual fund market,Quarterly Review of Economics and Finance,2023
- Lien Donald;Zhang Jiewen;Yu Xiaojian,Effects of economic policy uncertainty: A regime switching connectedness approach,Economic Modelling,2022
- 于孝建;程宇;肖炜麟,中国股市泡沫破裂临界时点动态置信区间研究,中国管理科学,2022
- Hong, Jiawei;Yu, Xiaojian;Xiao, Weilin;Zhang, Xili,The dispersion of beta estimates and the investors' heterogeneous Beliefs:Evidence from the stock market in China,International Review of Economics & Finance,2022
- 于孝建;刘昕宇,基金ESG评价的国际比较与借鉴,金融市场研究,2022
- Lien, Donald;Zhang, Jiewen;Yu, Xiaojian,Effects of economic policy uncertainty: A regime switching connectedness approach,Economic Modelling,2022
- 徐维军;金今;于孝建;张卫国,粤港澳大湾区打造具有国际竞争力的金融产业集群研究,城市观察,2022
- Hong Jiawei;Yu Xiaojian;Xiao Weilin;Zhang Xili,The dispersion of beta estimates and the investors’ heterogeneous Beliefs：Evidence from the stock market in China,International Review of Economics and Finance,2022
- 于孝建;梁柏淇;徐维军,基于MRS的股指期货最优分位数套期保值研究,系统工程学报,2022
- 于孝建;廖至楠,期权隐含尾部风险信息能否预测现货市场异常变化?,贵州商学院学报,2022
- 于孝建;万梦玥;梁柏淇;肖炜麟,气候变化、绿色转型与农业贷款不良率——基于压力测试的实证,金融监管研究,2022
- 于孝建;刘建林,基金业绩、选股能力与窗口粉饰,金融理论与实践,2022
- Lien, Donald;Wang, Ziling;Yu, Xiaojian,Quantile information share under Markov regime-switching,Journal of Futures Markets,2021
- Lien, Donald;Wang, Ziling;Yu, Xiaojian,Optimal quantile hedging under Markov regime switching,Empirical Economics,2021
- 于孝建;詹爱娟,基于碳税冲击的我国商业银行气候转型风险压力测试分析,南方金融,2021
- 于孝建;戴宇,股票持仓集中度与基金选股绩效研究,华南理工大学学报(社会科学版),2021
- 钟薇薇;高海;徐维军;于孝建,多聚类视角下的碳达峰路径探索与趋势研判——基于广东省21个地级市面板数据的分析,南方经济,2021
- 于孝建;梁柏淇,商业银行气候相关金融风险与管理研究,南方金融,2020
- Fong W.-M.;Liu M.;Yu X.,A Loan-level Investigation of Chinese Credit Guarantee,The Chinese Economy: Translation and Studies,2020
- 于孝建;黄敏宜;徐维军,粤港澳大湾区开放银行发展战略研究,城市观察,2020
- Yu, Xiao-Jian;Wang, Zi-Ling;Xiao, Wei-Lin,Is the nonlinear hedge of options more effective?-Evidence from the SSE 50 ETF options in China,North American Journal of Economics and Finance,2020
- Junhui Fu;Yufang Liu;Rongda Chen;Xiaojian Yu;Wen Tang,Trade openness, internet finance development and banking sector development in China,Economic Modelling,2020
- 于孝建;曾文正;邹倩倩,成份股信息能否预警股市崩盘？,金融发展研究,2020
- 于孝建;郑嘉榆,证交所问询监管有效性研究——基于问询函的实证检验,金融监管研究,2020
- 于孝建;冯小涛;陈曦,模糊是低特质波动率异象的成因吗?——来自中国股市的证据,华南理工大学学报(社会科学版),2020
- Fu, Junhui;Liu, Yufang;Chen, Rongda;Yu, Xiaojian;Tang, Wen,Trade openness, internet finance development and banking sector development in China,Economic Modelling,2020
- 于孝建;王秀花;徐维军,基于滚动经济回撤约束和下半方差的最优投资组合策略,系统工程理论与实践,2018
- 于孝建;陈曦,中国股指期货市场的日内不对称波动性研究,广西财经学院学报,2018
- Yu, Xiaojian;Wang, Xiuhua;Xu, Weijun,Optimal portfolio strategy under rolling economic drawdown constraints with lower semi-variance,Systems Engineering-Theory & Practice,2018
- 于孝建;陈曦,高阶矩风险平价模型能否改善投资绩效?——来自中国市场的验证,金融发展研究,2018
- Xu, Weijun;Liu, Guifang;Yu, Xiaojian,A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World,International Journal of Uncertainty Fuzziness and Knowledge-Based Systems,2018
- 于孝建;邹倩倩,基于OU过程的商品期货市场配对交易策略,南方金融,2018
- 于孝建;王秀花,基于混频已实现GARCH模型的波动预测与VaR度量,统计研究,2018
- 于孝建;彭永喻,中国股指期货日内不对称流动性调整VaR度量,华南理工大学学报(社会科学版),2017
- Yu, Xiaojian;Chen, Zewei;Xu, Weidong;Fu, Junhui,Forecasting Bull and Bear Markets: Evidence from China,Emerging Markets Finance and Trade,2017
- 于孝建;彭永喻,人工智能在金融风险管理领域的应用及挑战,南方金融,2017
Honor
- 第七届全国金融硕士教学案例大赛,经济与金融学院,张洁文、黄敏宜,2021-10-01,国家级,优秀案例
- 美国大学生数学建模竞赛（含全国与省赛）,经济与金融学院,Renfei Zhang、Xinzhou Jin、Wei Shi,2021-04-01,国际级,Honorable Mention
- 美国大学生数学建模竞赛（含全国与省赛）,经济与金融学院,Huailong Cheng、Zhuoying Deng、Zhiyang Zhang,2021-04-01,国际级,Honorable Mention
- 美国大学生数学建模竞赛（含全国与省赛）,经济与金融学院,Xiaotong Xu、Yupeng Wang、Xin Xu,2021-04-01,国际级,Honorable Mention
- 美国大学生数学建模竞赛（含全国与省赛）,经济与金融学院,XIAOMIN REN、GUOPENG LIN、MENGDIE LI,2021-04-01,国际级,Honorable Mention
- 第一届“大湾区杯”粤港澳金融数学建模竞赛,经济与金融学院,关铖添、张洁文、陈曼莲,2020-12-01,省级（含区域赛）,创新银奖
- 第一届“大湾区杯”粤港澳金融数学建模竞赛,经济与金融学院,王心怡、王建伟、周晓静,2020-12-01,省级（含区域赛）,一等奖
- 第一届“大湾区杯”粤港澳金融数学建模竞赛,经济与金融学院,邓耀铭、薛朝阳、钟子琴,2020-12-01,省级（含区域赛）,一等奖
- 第六届全国金融硕士教学案例大赛,经济与金融学院,曾文正、梁柏淇,2020-10-01,国家级,优秀案例
- 美国大学生数学建模竞赛（含全国与省赛）,经济与金融学院,唐烨、周华晋、孙艺函,2020-04-01,国际级,Outstanding Winner
- “教师教学荣誉体系”教学优秀奖,经济与金融学院,于孝建,2020
- 全国大学生数学建模竞赛广东赛区,经济与金融学院,刘建林、袁浩轩、张泽坤,2019-11-01,省级（含区域赛）,一等奖
- 第十五届“挑战杯”广东大学生课外学术科技作品竞赛,经济与金融学院,陈开湟、杜雨锐、叶淑瑜、范远聪、李震星,2019-11-01,省级（含区域赛）,特等奖
- 2017年学生科技创新优秀指导教师三等奖,经济与金融学院,于孝建,2017年,学生科技创新优秀指导教师三等奖
- 2017学年度本科毕业设计（论文）优秀指导教师奖,经济与金融学院,于孝建,2017学年度,本科毕业设计（论文）优秀指导教师奖
- 2016学年度本科毕业设计（论文）优秀指导教师奖,经济与金融学院,于孝建,2016学年度,本科毕业设计（论文）优秀指导教师奖
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