Education Background
2003.09 - 2007.03 Ph.D. in Management, Tianjin University
1994.09-1997.07 Master of Science in Mathematics, Sichuan University
1990.09-1994.07 Bachelor of Science in Mathematics, Qufu Normal University
Journals:
1. Luo Dengyue & Xu Ning. Technical Efficiency of Chinese Securities Companies and its Determinants: Stochastic Frontier Analysis based on Output-Oriented Distance Function. South China Journal of Economics, 2017(1): 13-29.
2. Luo Dengyue. Idiosyncratic Volatility and the Cross-Section of Returns: A Study Based on Fama-French Portfolios. Statistics and Decision, 2013, 29(4), 167-169.
3. Luo Dengyue. A Note on Estimating Managerial Inefficiency with the Three-Stage DEA Model. Statistical Research, 2012, 29(4), 104-107.
4. Luo Dengyue. Enterprise Independent Innovation Capacity Assessment Based on the Factor Analysis. Science and Technology Management Research, 2010, (8), 11-13.
5. Luo Dengyue. Liquidity Risk and Asset Pricing: A Literature Review. Shandong Economy, 2010(2), 41-48.
6. Luo Dengyue. An Enterprise’s Performance Evaluation of Independent Innovation Based on DEA. Science and Technology Management Research, 2009(12), 337-340.
7. Luo Dengyue & Wang Q.. A Study of the Dynamic Relationship between Return and Liquidity Risk in Shanghai Stock Markets. Journal of Haerbin Institute of Technology, 2009, 41(4), 286-288.
8. Luo D.Y., Wang C.F. & Fang Z.M.. Empirical Research into Time-Varying Betas and the Conditional CAPM of the Shenzhen Stock Market, Journal of Industrial Engineering and Engineering Management, 2007, 21(4): 102-109.
9. Luo D.Y., Wang C.F. & Fang Z.M.. Empirical Research into the Relationship between Aggregate Liquidity and Asset Pricing in China's Stock Market, Chinese Journal of Management Science, 2007, 15(2): 33-38.
10. Luo D.Y., Wang C.F. & Fang Z.M.. A New Approach to Testing the Validity of CAPM Based on a System of Equations, Statistics and Decision, 2006, 22(9): 20-21.
11. Luo D.Y. & Wang Y.H.. An Empirical Study on the Long Memory Character in the Returns and Volatility of the Shanghai Stock Market, Journal of Finance, 2005, 26(11): 109-116.
12. Luo D.Y., Wang C.F., Fang Z.M. & Han D.X. An Empirical Study on the Systematic Risk Premium and Liquidity Risk Premium of the Shanghai Stock Market Based on Time Series, Systems Engineering, 2005, 23(7): 48-54.
13. Luo D.Y. & Wang C.F.. An Empirical Analysis of the Relation Between Daily Return Rate, Volatility and Trading Volume of Shanghai Stock Market Comprising of an Index Based on Nonlinear Dynamics. Systems Engineering- Theory & Practice, 2005, 25(7): 41-48.
14. Luo D.Y.. Empirical Research into Commercial Banks’ Efficiency Based on Data Envelopment Analysis., Management Science in China, 2005, 18(2): 39-45.
15. Luo D.Y.. Empirical Research into the Long Memory Character in the Returns and Volatility of Shanghai Stock Market. Statistics and Decision, 2005, 21(5): 106-108.
16. Luo D.Y.. An Empirical Analysis of the Chinese Macro-Economy System’s Movement Based on a Nonlinear Chaotic Dynamics Model., Quantitative & Technical Economics, 2004, 21(10): 136-140
