主要论文
(1) Fan, R.,Talavera, O., and Tran, V., 2023. Information flows and the law of one price.International Review of Financial Analysis, 85, 102466.
(2)Fan, R.,Talavera, O., and Tran, V.,2023. Social media and price discovery: the case of cross-listed stocks.Journal of Financial Research, 46(1), 151-167.
(3)Fan, R.,Talavera, O., and Tran, V.,2020.Social media, political uncertainty, and stock markets.Review of Quantitative Finance and Accounting, 55, 1137-1153.
(4)Fan, R.,Talavera, O., and Tran, V.,2020. Social media bots and stock markets.European Financial Management, 26(3), 753-777.
(5) Fan, R., Taylor, S. J., and Sandri, M., 2018.Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices.Journal of Futures Markets,38(1), 83-103.
