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
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Collaborations and top research areas from the last five years
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Research output
- 2 Article
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Nonstandard errors
Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neusüß, S., Razen, M., Weitzel, U., Fincap Team, Kearney, F., Klein, T. & Mu, L., Jun 2024, In: Journal of Finance. 79, 3, p. 2339-2390Research output: Contribution to journal › Article › peer-review
Open AccessFile9 Citations (Scopus)47 Downloads (Pure) -
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
Open AccessFile3 Citations (Scopus)62 Downloads (Pure)
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2024 FMA European Conference
Mu, L. (Session chair)
12 Jun 2024 → 14 Jun 2024Activity: Participating in or organising an event types › Participation in conference
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University of Manchester
Mu, L. (Visiting researcher)
13 Feb 2024 → 31 Dec 2024Activity: Visiting an external institution types › Visiting an external academic institution
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2023 FMA Europe Conference
Mu, L. (Presenter)
07 Jun 2023 → 09 Jun 2023Activity: Participating in or organising an event types › Participation in conference
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Financial Management Association Asia/Pacific conference 2022
Mu, L. (Presenter)
11 Dec 2022 → 13 Dec 2022Activity: Participating in or organising an event types › Participation in conference
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European Financial Management Association 2022 Annual Meeting
Mu, L. (Presenter)
29 Jun 2022 → 02 Jul 2022Activity: Participating in or organising an event types › Participation in conference