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Liao, Jingchi, Peng, Cameron and Zhu, Ning (2022) Extrapolative bubbles and trading volume. Review of Financial Studies, 35 (4). 1682 - 1722. ISSN 0893-9454
Liao, Jingchi, Peng, Cameron and Zhu, Ning (2021) Extrapolative bubbles and trading volume. Financial Markets Group Discussion Papers (828). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Gao, Pengjie, Hu, Allen, Kelly, Peter, Peng, Cameron and Zhu, Ning (2020) Exploited by complexity. Financial Markets Group Discussion Papers (816). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Liao, Jingchi, Peng, Cheng and Zhu, Ning (2019) Price and volume dynamics in bubbles. . SSRN, London, UK.