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Lu Zong

Xi’an Jiaotong-Liverpool University (per OpenAlex) · ORCID · OpenAlex

12 papers in scope · 12 published · 1 on the econ.EM arXiv · 80 citations · h-index 4 (over the papers listed here)

Papers

(1 of 12)

Sentiment co-movement and stock returns
published2026 · Research in International Business and Finance
with Yinze Ji, Yi Cao
Research in International Business and Finance
Volatility Spillover of Cross-Border Fund Flow and the Geopolitical Risk Channels
published2025 · Journal of Digital Economy
with Junlong Xu, Conghua Wen
Journal of Digital Economy
Commodity futures option valuation – An ensemble model
published2025 · International Review of Financial Analysis · 1 citations
with Yi Cao, Jia Zhai, Conghua Wen, Ao Yang
International Review of Financial Analysis
Measuring the impact of cyber policy: A news-based cyber policy index and its spillover to U.S. stock sectors
published2025 · Research in International Business and Finance
with Tao Zheng, Jia Zhai, Shimeng Shi
Research in International Business and Finance
BC-PMJRS: A Brain Computing-inspired Predefined Multimodal Joint Representation Spaces for enhanced cross-modal learning
published2025 · Neural Networks · 8 citations
with Jiahao Qin, Feng Liu
Neural Networks
Predicting Chinese bond risk premium with machine learning
published2024 · European Journal of Finance · 2 citations
with Jia Zhai, Jiahui Xi, Conghua Wen
European Journal of Finance
Does machine learning help private sectors to alarm crises? Evidence from China’s currency market
published2023 · Physica A Statistical Mechanics and its Applications · 4 citations
with Peiwan Wang
Physica A Statistical Mechanics and its Applications
An integrated early warning system for stock market turbulence
published2020 · Expert Systems with Applications · 32 citations · first circulated 2019
with Peiwan Wang, Ye Ma
Paper profile Expert Systems with Applications arXiv:1911.12596
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.
published2019 · The North American Journal of Economics and Finance · 23 citations
with Peiwan Wang
The North American Journal of Economics and Finance
Spatially-Aggregated Temperature Derivatives: Agricultural Risk Management in China
published2016 · International Journal of Financial Studies · 4 citations
with Manuela Ender
International Journal of Financial Studies
Comparison of Stochastic and Spline Models for Temperature‐based Derivatives in China
published2016 · Pacific Economic Review · 2 citations
with Manuela Ender
Pacific Economic Review
Model Comparison for Temperature-Based Weather Derivatives in Mainland China
published2015 · Emerging Markets Finance and Trade · 4 citations
with Manuela Ender
Emerging Markets Finance and Trade

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.