Research output per year
Research output per year
Personal profile
Research Interests
Liangyi's research primarily focuses on the derivatives market. His specific interests include option-implied information, market microstructure, and recovery theorem.
Teaching
FIN9007 Derivatives
FIN2021 Financial Risk Modelling
Fingerprint
Dive into the research topics where Liangyi Mu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 1 Article
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Detecting Political Event Risk In The Option Market
Kostakis, A., Mu, L. & Otsubo, Y., 05 Aug 2022, (Early online date) In: Journal of Banking & Finance. 106624.Research output: Contribution to journal › Article › peer-review
Activities
- 2 Participation in conference
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European Financial Management Association 2022 Annual Meeting
Liangyi Mu (Presenter)
29 Jun 2022 → 02 Jul 2022Activity: Participating in or organising an event types › Participation in conference
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16th International Conference on Computational and Financial Econometrics
Liangyi Mu (Presenter)
17 Dec 2021 → 19 Dec 2021Activity: Participating in or organising an event types › Participation in conference