Home Faculty Bianxia Sun

Bianxia Sun

Associate Professor(Teaching)

Homepage: https://faculty.sustech.edu.cn/sunbx/en/


  • Sep 2004--Jan 2011 Peking University Guanghua School of Management Department of Business Statistics and Econometrics PhD in Economics
  • Sep 1998--Jul 2002 Dalian University of Technology Department of Electrical Engineering Bachelor of Engineering

Work Experience

  • May 2020--present SUSTech Department of Finance Associate Professor (Teaching)
  • Jan 2017--Apr 2020 SUSTech Department of Finance Lecturer
  • Dec 2013--Dec 2016 SUSTech Department of Finance Visiting Assistant Professor
  • Jul 2011--Nov 2013 Shanghai Futures Exchange Postdoctoral Research Fellow

Research Interest

  1. Market Microstructure Financial Econometrics Risk Management Commodities and Macroeconomics


  1. The Teaching Reform Project of Higher Education in Guangdong Province “Research and Practice on the Training of Financial Innovation Talents under the Impact of New Technology” RMB 80000 PI 2018-2019.
  2. The Teaching Reform Project of Higher Education in Guangdong Province “Research and Practice on the Training of Financial Innovation Talents under the Impact of New Technology” RMB 80000 PI 2018-2019.
  3. Research Fund of SUSTC “Studies on the Abnormal Volatilities of Shanghai Shenzhen and Hong Kong Stock Markets” RMB 300000 PI 2015.
  4. China Postdoctoral Science Fund (first-class) “Study on the Risk Transmission Mechanism between Stock and Futures Markets under the Financialization Process of Commodities” RMB 80000 PI 2013.
  5. National Natural Science Fund of China “Volatility Models based on Price Range” RMB 550000 co-investigator 2013-2016.

Selected Papers

  1. “President's Tweets US-China Economic Conflict and Stock Market Volatility: Evidence from China and G5 Countries” with Yusaku Nishimura. North American Journal of Economics and Finance 2021 accepted.
  2. “Trump's tweets: Sentiment stock market volatility and jumps” with Yusaku Nishimura and Xuyi Dong. Journal of Financial Research 2021 Vol 44 497–512.
  3. “Hedging stock market risks: Can gold really beat bonds? ” with Rufei Ma Pengxiang Zhai and Yi Jin Finance Research Letters 2021 Vol 42 101918.
  4. “Market liquidity and macro announcement around intraday jumps: Evidence from Chinese stock index futures markets” with Yang Gao Physica A: Statistical Mechanics and its Applications 2020 Vol 541 123308.
  5. “The Intraday Volatility Spillover Index Approach and an Application in the Brexit Vote” with Yusaku Nishimura Journal of International Financial Markets Institutions & Money 2018 Vol 55 241-253.
  6. “Impacts of Introducing Index Futures on Stock Market Volatilities: New Evidences from China” with Yang Gao Review of Pacific Basin Financial Markets and Policies 2018 Vol 21 1850024.
  7. “China's Exchange-rate Regime Reform and the China-Eurozone Trades” with Yusaku Nishimura Emerging Markets Finance and Trade 2018 Vol 54 450-467.
  8. “Impact of Monetary Supply on Chinese Nonferrous metal Price Movement” with Zesheng Sun Asian Economic Journal 2017 Vol 31 17-37.
  9. “Volatility Forecasting based on Daily Frequency Prices” with Weiyi Liu and Mingjin Wang Journal of Management Sciences in China (管理科学学报) 2016 Vol 19 60-71.
  10. “Intraday Volatility and Volume in China’s Stock Index and Index Futures Markets” with Yusaku Nishimura Asia-Pacific Journal of Financial Studies 2015 Vol 44 932-955.
  11. “Intraday Information Transmission between Chinese and Japanese Stock Markets: The Channel of China-Related Stocks” with Yusaku Nishimura The Journal of World Economy (世界经济) 2015 No. 8 150-167.
  12. “Intraday Risk Contagion among Stock Markets under the Global Stock Market Panic:Evidence from European Sovereign Debt Crisis” with Yusaku Nishimura Journal of Industrial Engineering and Engineering Management (管理工程学报) 2014 No. 4 28-36.
  13. “A New Class GARCH Model based on Price Range” with Mingjin Wang Journal of Applied Statistics and Management (数理统计与管理) 2013 Vol 32 259-267.
  14. “The Impact of Monetary Liquidity on Chinese Aluminum Prices” with Zesheng Sun and Sharon X. Lin Resources Policy 2013 Vol 38 512-522.