Concepedia

Shen-Dan Ji

SJ

2

Publications

76

Citations

2

H-Index

2015

Active since

Affiliations

East China University of Science and Technology(Current)

Institute of Physics, Academia Sinica

Shen-Dan Ji is an author at East China University of Science and Technology specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingEconomicsForecastingStock PricesGlobal FinanceFinancial EngineeringTime Series Econometrics

Publications per year

2015–2018

2

Publications

2

The lead–lag relationship between stock index and stock index futures: A thermal optimal path method

Chenchen Gong, Shen-Dan Ji, Li-Ling Su et al. · Physica A Statistical Mechanics and its Applications · 2015 · 48 citations

Asset Pricing, Stock Index Futures, Market Trend +8

Dynamic lead–lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets

Fei Ren, Shen-Dan Ji, Mei-Ling Cai et al. · Physica A Statistical Mechanics and its Applications · 2018 · 28 citations

Dynamic Lead–lag Relationship, Economics, International Finance +10

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