Southern University of Science and Technology (SUSTech) is a public university founded in the Shenzhen Special Economic Zone of China.
SUSTech offers an unparalleled learning and research experience at the scientific and technological frontiers.
SUSTech offers unprecedented opportunities for undergraduate and graduate students to work alongside the faculty to explore and tackle both fundamental and practical problems.
The Global Engagement Office (GEO) is responsible for forming and implementing a coherent strategy to promote the University’s international development and global profile.
The undergraduate admission of SUSTech adopts comprehensive evaluation enrollment mode based on national college entrance examination.The graduate admission of SUSTech currently adopts joint training mode.
The main duties of SUSTCEF is to accept the donations from the domestic and foreign associations, enterprises, trading companies and individuals, and establish the funding projects depending on the demands of the university and the wishes of the donors.
Dec 2013 – present, SUSTC, Assistant Professor
Jul 2011 – Nov 2013, Shanghai Futures Exchange, Postdoctoral Research Fellow
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
Market Microstructure, Financial Econometric, Risk Management, Commodities and Macroeconomics
 National Natural Science Fund of China, “Liquidity Measures of Limit Order Book and Their Predictive Powers on Market Volatilities”, RMB 170,000, PI, 2017-2019.
 Research Fund of SUSTC, “Studies on the Abnormal Volatilities of Shanghai, Shenzhen, and Hong Kong Stock Markets”, RMB 300,000, PI, 2015.
 China Postdoctoral Science Fund (first-class) “Study on the Risk Transmission Mechanism between Stock and Futures Markets under the Financialization Process of Commodities”, RMB 80,000, PI, 2013.
 National Natural Science Fund of China, “Volatility Models based on Price Range”, RMB 550,000, co-investigator, 2013-2016.
1.Yusaku Nishimura and Bianxia Sun*. China's Exchange-rate Regime Reform and the China-Eurozone Trades. (R&R)
2.Zesheng Sun and Bianxia Sun*. The Impact of Monetary Supply on Chinese Nonferrous Metal Price Movements. (R&R)
3.Yang Gao and Bianxia Sun*. Impacts of introducing index futures on stock market volatilities: New evidences from China. (under review)
4.Bianxia Sun* and Yang Gao. Market Liquidity and Macro Announcement around Intraday Jumps: Evidence from China (under review)
5.Weiyi Liu, Bianxia Sun and Mingjin Wang* (2016). Volatility forecasting based on daily frequency prices. Journal of Management Sciences in China 19(1), 60-71.
6.Yusaku Nishimura and Bianxia Sun* (2015). Intraday Volatility and Volume in China’s Stock Index and Index Futures Markets. Asia-Pacific Journal of Financial Studies 44(6), 932-955.
7.Yusaku Nishimura* and Bianxia Sun (2015). Intraday Information Transmission between Chinese and Japanese Stock Markets: The Channel of China-Related Stocks. The Journal of World Economy 8, 150-167.
8.Yusaku Nishimura* and Bianxia Sun (2014). Intraday Risk Contagion among Stock Markets under the Global Stock Market Panic: Evidence from European Sovereign Debt Crisis. Journal of Industrial Engineering and Engineering Management 28(4), 28-36.
9.Zesheng Sun*, Bianxia Sun and Sharon X. Lin (2013). The Impact of Monetary Liquidity on Chinese Aluminum Prices. Resources Policy 38(4), 512-522.
10.Bianxia Sun and Mingjin Wang* (2013). A New Class GARCH Model based on Price Range. Applications of Statistics and Management 32(2), 259-267.
11.Bianxia Sun* and Yusaku Nishimura (2012). Intraday Dynamic Characteristics of CSI 300 Index Futures. Shanghai Finance 12, 80-83.
12.Yusaku Nishimura*, Bianxia Sun and Ming Men (2012). Financial Crisis and Volatility Jumps: A Comparative Analysis Based on High- Frequency Data among Mainland China，Hong Kong and the US Stock Markets. Journal of Industrial Engineering and Engineering Management 26(1), 106-112.