Shanglin Lu
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University of International Business and Economics (UIBE)
Research profile
author of:
- Sequential Monitoring of Changes in Housing Prices (RePEc:arx:papers:2002.04101)
by Lajos Horv'ath & Zhenya Liu & Shanglin Lu - Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market (RePEc:cup:etheor:v:38:y:2022:i:2:p:209-272_1)
by Horváth, Lajos & Liu, Zhenya & Lu, Shanglin - Time series momentum and reversal: Intraday information from realized semivariance (RePEc:eee:empfin:v:72:y:2023:i:c:p:54-77)
by Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan - Asymmetry, tail risk and time series momentum (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002581)
by Liu, Zhenya & Lu, Shanglin & Wang, Shixuan - Local media sentiment towards pollution and its effect on corporate green innovation (RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002643)
by He, Yu & Lu, Shanglin & Wei, Ran & Wang, Shixuan - Trading signal, functional data analysis and time series momentum (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000143)
by Boubaker, Sabri & Liu, Zhenya & Lu, Shanglin & Zhang, Yifan - Trading signal, functional data analysis and time series momentum (RePEc:hal:journl:hal-03323675)
by Boubaker, S. & Liu, Z. & Lu, S. & Zhang, Y. - Sequential monitoring of changes in dynamic linear models, applied to the US housing market (RePEc:hal:journl:hal-03323683)
by Horváth, L. & Liu, Z. & Lu, S. - Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market (RePEc:hal:journl:hal-03511409)
by Lajos Horváth & Zhenya Liu & Shanglin Lu - Asymmetry, tail risk and time series momentum (RePEc:hal:journl:hal-03511436)
by Zhenya Liu & Shanglin Lu & Shixuan Wang - Trading signal, functional data analysis and time series momentum (RePEc:hal:journl:hal-04455593)
by Sabri Boubaker & Zhenya Liu & Shanglin Lu & Yifan Zhang