发表论文
1. Xinyue Dong, Rong Ma,
Honggang Li. Stock index pegging and extreme markets. International Review of
Financial Analysis, July 2019, 64: 13-21.
2. 李红刚. 人口渐进缩减下的中国住房市场. 社会科学论坛,2019(1): 64-70.
3. Xinyue Dong, Honggang
Li. The effect of extremely small price limits: Evidence from the early period
of the Chinese stock market. Emerging Markets Finance and Trade, 2019, 55(7):
1516-1530.
4. Yichen Zhou, Honggang
Li. Asset diversification and systemic risk in the financial system. Journal of
Economic Interaction and Coordination, 2019, 14(2): 247-272.
5. Zhou Xuan, Honggang Li.
Buying on margin and short selling in an artificial double auction market.
Computational Economics, 2019, 54(4): 1473-1489.
6. Yangrui Zhang, Honggang
Li. Price volatility on investor’s social network. In: Shu-Heng Chen, Ying-Fang
Kao, Ragupathy Venkatachalam, Ye-Rong Du(eds.) Complex Systems Modeling and
Simulation in Economics and Finance. Springer, 2018.
7. 马榕,李红刚. 基于排名流动性的基金业绩持续性研究. 北京师范大学学报(自然科学版),2018年8月,54(4):476-479.
8. Rong Ma, Yin Zhang,
Honggang Li. Traders’ behavioral coupling and market phase transition. Physica
A, 2017, 486:618-627.
9. 李红刚.收缩型社会的经济发展. 北京大学经济研究所电子期刊《原富》,2017 年第 7 期总第
27 期.
10. 李江,李红刚. 基于流动性配置的银行系统性风险研究. 系统工程理论与实践,2016, 36(5):1128-1135.
11. 张吟,
朱淑媛, 张瑞,
李红刚. 基于投资组合关联的金融系统性风险影响因素研究. 北京师范大学学报(自然科学版),2016年8月,52(4):425-429.
12. Mingjie Ji, Honggang Li. Exploring
price fluctuations in a double auction market. Computational Economics, August
2016, 48(2): 189–209.
13. Tongkui Yu, Shu-Heng Chen, Honggang
Li. Social norms, costly punishment and the evolution of cooperation. Journal
of Economic Interaction and Coordination, 2016(11): 313–343.
14. Yongjie Zou, Honggang Li. Time
spans between price maxima and price minima in stock markets. PhysicaA,
February1, 2014, 395: 303–309.
15. 邹永杰,李红刚. 上证综合指数弱式有效性的时变性研究. 系统工程理论与实践,2014, 34: 32-39.
16. Ting Zhang, Honggang Li. Buying on
margin, selling short in an agent-based market model. Physica A, 2013, 392(18): 4075-4082.
17. Honggang Li, Chensheng Wu, Mingyu
Yuan. An evolutionary game model of financial markets with heterogeneous
players. Procedia Computer Science, 2013, 17: 958–964.
18. 张锋华,
李红刚. 多主体模型下的银行网络流动性转移. 内蒙古大学学报(自然科学版), 2013, 4: 431-434.
19. 邓晶, 张加发, 李红刚. 银行系统性风险研究综述. 系统科学学报,2013, 2: 34-38.
20. 邓晶, 张加发, 李红刚. 基于信贷网络的经济波动和风险传染研究. 北京师范大学学报(自然科学版), 2013, 49(4): 438-442.
21. 张婷,李红刚. 多主体市场模型下的卖空交易. 北京师范大学学报(自然科学版),2013,
5:538-541.
22. 张锋华,李红刚. 基于客户-银行耦合网络的金融危机传染模型. 北京师范大学学报(自然科学版),2013, 5: 534-537.
23. 纪明洁,李红刚. 集市模型:少数者与多数者博弈演化分析. 复杂系统与复杂性科学 2012, 9(3): 82-89.
24. 邓晶,李红刚, 基于羊群效应的银行挤兑和风险传染模型. 复杂系统与复杂性科学 2012, 9(2): 23-30.
25. 王怡,李红刚. 信息不对称引发的银行挤兑和风险传染模型. 北京师范大学学报(自然科学版), 2012, 48(3): 313-317.
26. 李红刚.
从均衡到经济复杂性. 上海理工大学学报,2011, 4;33(2): 117-123.
27. Yu Zhang, Honggang Li. Investors'
risk attitudes and stock price fluctuation asymmetry. Physica A, 2011, 390:
1655-1661.
28. Yan Gao, Honggang Li. A
consolidated model of self-fulfilling expectations and self-destroying
expectations in financial markets. Journal of Economic Behavior and
Organization, 2011, 77: 368–381.
29. Shi-Nan Cao, Jing Deng, Honggang
Li. Prospect theory and risk appetite: an application to traders' strategies in
the financial market. Journal of Economic Interaction and Coordination,
December, 2010, 5 (2): 249-259.
30. 林鸿熙,李红刚. 金融市场中多种交易策略的演化博弈模型. 北京师范大学学报(自然科学版), 2010, 46(6): 744-746.
31. Tongkui Yu, Honggang Li.
Econophyiscs research in China. Science and Culture, 2010, 76(9-10): 391-394.
32. 于同奎,李红刚. 信贷市场不完美,产业转型升级和经济增长. 南方经济,2010,28(9): 53-63.
33. 李红刚.
人口、人口结构与国家安全. 经济观察报,2010-10-11.
34. 王薛,李红刚. 中国股市泡沫的MTAR协整检验.
第六届中国管理科学与工程论坛会议论文集(会议时间2008,上海财经大学),2010年.
35. 李红刚,赖德胜.互联网与收入分配.第六届中国管理科学与工程论坛会议论文集(会议时间2008,上海财经大学),2010年.
36. Jing Deng, Tongkui Yu, Honggang Li.
Bank runs in a local interaction model. Physics Procedia,August 2010, 3(5): 1687-1697.
37. Tongkui Yu, Jiefei Yu, Honggang Li,
Hongxi Lin. Complex dynamics of industrial transferring in a credit-constrained
economy. Physics Procedia, August 2010, 3(5): 1677-1685.
38. 李红刚,张钰. 金融风险管理与物理学家. 物理,2010,
39(1):13-21.
39. 李红刚.
走出“计划生育”背后的计划迷思. 南方论丛,2009,4: 99-103.( 光明网-光明观察2010-03-30)
40. Yan Gao, Honggang Li. Expectations'
self-fulfillment and self-destroying in socio-economic systems. Second
International Conference on Intelligent Computation Technology and Automation,
2009, Volume 4: 310-313.
41. Tongkui Yu, Mingyu Yuan, Honggang
Li. Stylized facts in different dynamic regimes of an agent-based artificial
stock market. 2009 International Joint Conference on Computational Sciences and
Optimization, 2009, Volume 1: 441-445.
42. Shinan Cao, Honggang Li, Handong
Li. The volatility of return, trading volume and amount in different scales.
2009 International Conference on Business Intelligence and Financial
Engineering, 2009:297-301.
43. Tongkui Yu, Honggang Li. Traders’
behavioral propensities and stock market dynamic regimes in a stochastic
multi-agent model. Proceedings of 2009 International Conference on Information
and Financial Engineering.
44. Tongkui Yu, Honggang Li. Dynamic
regimes of a multi-agent stock market model. Lecture Notes of the Institute for
Computer Sciences, Social Informatics and Telecommunications Engineering,
Complex Sciences, Springer Berlin Heidelberg, 2009, Volume 5:1867-8211
45. 李莎,李红刚. 股票市场中技术分析有效性的实证研究. 北京师范大学学报(自然科学版),2009,45(2).
46. Jing Deng, Honggang Li.
Self-fulfillment of expectation in a country fair model. International Joint
Conference on Computational Sciences and Optimization, 2009, Volume 1: 351-354.
47. Honggang Li, Yan Gao. A GDP
fluctuation model based on interacting firms. Physica A, 2008, 387 (21):
5225-5230.
48. 梁玉梅,李红刚. 内幕信息与市场信息效率. 北京师范大学学报(自然科学版),2007, 43(4):471-473.
49. 李红刚.
政府提供服务的性价比与政府供给效率的提升. 改革,2007,2:116-120.
50. Honggang Li, Yan Gao. Statistical
distribution and time correlation of stock returns runs. Physica A, 2007,
377(1): 193-198.
51. 李红刚,梁玉梅. 投资者过度自信对企业信息披露的抑制效应. 经济科学,2007,1:53-60.
52. 李红刚,付茜. NPV、或然决策与实物期权. 北京师范大学学报(自然科学版), 2006, 42(6):649-651.
53. Honggang Li, Yan Gao, Statistical
distribution of stock returns runs, in: Arnab Chatterjee and Bikas K.
Chakrabarti, Econophysics of Stock and other Markets: Proceedings of the
Econophys-Kolkata II, Springer-Verlag, 2006: 80-87.
54. 梁玉梅,李红刚. 信息不对称框架下资产均衡定价模型分析. 北京师范大学学报(自然科学版), 2006, 42(4):437-440.
55. Ehsan Ahmed,Honggang Li , J. Barkley Rosser, Jr. Nonlinear
bubbles in Chinese stock markets in the 1990s. Eastern Economic Journal, 2006,32(1): 1-18.
56. Fagen Xie, Junzhong Yang, Honggang
Li. Wave instability and spatiotemporal chaos in reaction-diffusion system with
oscillatory dynamics. Communication in Theoretical Physics, 2006, 45 (1):
180-188.
57. 叶敏聪,
顾鹏,李红刚. 基本值估计差异与资产市场价格波动. 北京师范大学学报(自然科学版), 2005, 41(5): 544-546.
58. 王大辉,
李红刚. R&D投资与经济增长. 北京师范大学学报(自然科学版), 2005, 41(5): 547-550.
59. 李红刚,戴伟. 市场经济原则与政府治理效率. 改革,2005,4: 113-117.
60. 付茜,周先海,李红刚. 收入流高度不确定企业的股价探讨. 北京师范大学学报(自然科学版), 2004, 40(6): 783-786.
61. 焦晓武,
李红刚. 金融工程与金融创新. 中国统计, 2004, 8: 19-21.
62. Honggang Li, Dahui Wang, Xianggui
Chen. Job match and income distributions. Physica A, 2004, 341C: 569-574.
63. Honggang Li, J. Barkley Rosser Jr.
Market dynamics and stock price volatility. The European Physical Journal B,
2004, 39(3): 409-413.
64. 李红刚.
从均衡到演化:经济分析方法演进的一条道路. 江苏社会科学,2004, 3: 76-79.
65. 谢雯,
李红刚. 羊群行为与资产价格波动. 北京师范大学学报(自然科学版), 2003, 39(6): 771-774.
66. Honggang Li, J. Barkley Rosser Jr.
A market model on asset price volatility. Proceedings of the Fourth
International Conference on Systems Science and Systems Engineering, Hong Kong,
2003: 469-473.
67. Honggang Li. Option pricing by
present value formulas. Journal of Systems Science and Information, 2003, 1(2):
163-166.
68. 李红刚.
消费者权利与政府作为. 改革,2003,
3: 112-115.
69. 李红刚.
洛杉矶判决与关于处罚的经济学. 经济学家茶座,2003, 1: 115-118.
70. 李红刚,侯海东. 风险管理的基本技术与风险报酬. 中国管理科学,2002, 10: 226-228.
71. 李红刚.
风险管理与风险报酬. CCAST workshop series 2002, 142:
123-127.
72. 李红刚.
有效市场理论之后的资产价格波动研究. 经济学动态,2002, 2:71-75.
73. 李红刚,付茜. 中国股市收益率合理范围探析,改革,2002, 2: 103-106.
74. 李红刚,知识经济特征与知识经济时代的管理. 经济管理,2002,
3: 50-52.
75. Honggang Li, J. Barkley Rosser Jr.
Emergent volatility in asset markets with heterogeneous agents. Discrete Dynamics
in Nature and Society, 2001, 6:171-180.
76. 李红刚.
货币、金融与宏观经济均衡模型. 系统工程学报, 2001, 16(5): 394-396.
77. Honggang Li. Investors thinking and
stock price excess volatility. Journal of Systems Science and System
Engineering, 1999, 8(1): 101-105.
78. 李红刚.
预期、政府干预与汇率变动. 数量经济技术经济研究, 1999, 1: 15-18.
79. 李红刚.
资产价格易变性的机制模型. 北京师范大学学报(自然科学版), 1998, 34(1): 135-137.
80. Hongang Li. Opinion formation and
asset price fluctuation. Journal of Systems Science and System Engineering,
1997, 6(2): 160-163.
81. Honggang Li, Fukang Fang. A dynamic
model and numerical experiment on the evolution of macroeconomic systems.
Proceedings of International Conference on the Complexity and Self-organization
in Socioeconomic Systems. Springer-Verlag, 1997: 358-361.
82. Honggang Li, Fukang Fang. A dynamic
model on the excess volatility of asset price. 北京师范大学学报(自然科学版), 1996, 32(3): 358-361.
83. 李红刚.
上海股市价格指数变动随机性及其与市场效率关系研究. 数量经济技术经济研究, 1995, 11: 70-72.
84. 李红刚.
关于系统结构及其演化问题的讨论.自然辩证法研究, 1994, 10(9): 54-58.
85. 李红刚.
农业经济的工业化. 北京师范大学学报(自然科学版), 1994, 30(4): 551-554.
86. 李红刚,姜璐. 二元工业的研究. 北京师范大学学报(自然科学版), 1993, 29(4): 458-464.
87. 李红刚,姜璐. Logistic生产函数. 北京师范大学学报(自然科学版), 1992, No.3, 28(3): 336-340.