Dr. Fei Su

Faculty of Finance

City University of Macau, Macao SAR, China

Associate Professor
Email: [email protected]

Qualifications

2018 Ph.D., Finance, UTS Business School, University of Technology Sydney, Australia

2009 M.Sc., Economics, Faculty of Social Sciences, University of Macau, Macao SAR, China

2007 B.Sc., International Economics and Trade, School of Economics and Management, Huaqiao University, China

Research Interests

Risk Management, Risk Modelling, Climate Risk, Big Data Analysis and Machine Learning

Selected Publications

1. Zhao, J. and Su, F.* (2026). A Cholesky-parameterized path integration method for transient multi-peak probability densities in nonlinear dynamical systems. Nonlinear Dynamics, 2026, 114, No. 766. DOI: 10.1007/s11071-026-12670-x
2. Tang, S., Shu, K. and Su, F.* (2026). The Use of Euphemisms in Non-site Visits in China. Asia-Pacific Journal of Financial Studies, 2026, 55(2), pp. 155–209. DOI: 10.1111/ajfs.70026
3. Su, F, Wang, F., Zhai, L., Zhou, Y. and Zhang, J. (2026). Asymmetric attention and asymmetric overnight momentum in China’s stock market. Asia-Pacific Journal of Accounting and Economics, 2026, 33(2), pp. 339–363. DOI: 10.1080/16081625.2025.2479509
4. Zhang Z., Gang, Z. and Su, F.* (2025). Geographic diversification and bank efficiency: Evidence from China’s commercial banks. International Review of Economics and Finance, 2025, 104, 104706. DOI: 10.1016/j.iref.2025.104706
5. Liu, J., Chen, S. Su, F.*, and Liu, J. (2025). Digital Transformation Disclosure and Bank Loans: An Information Heterogeneity Perspective. International Journal of Finance and Economics, 2025, 30(4), pp. 4004–4038. DOI: 10.1002/ijfe.3105
6. Zhang, Z., Xu, Y. and Su, F.* (2025). Climate policy uncertainty and dynamic volatility spillovers in Chinese stock market: Based on sectoral evaluation. Journal of Management Science and Engineering, 2025, 10(3), pp. 332–347. DOI: 10.1016/j.jmse.2025.05.001
7. Su, F.*, Wang, F. and Xu, Y. (2025). Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. Asia-Pacific Financial Markets, 2025, 32(1), pp. 237–266. DOI: 10.1007/s10690-024-09452-z
8. Tang, S., Liu, C., Su, F.*, and Zhu, P. (2025). Inside the black box of ESG-related terms in corporate site visits and ESG ratings improvement. Asia-Pacific Journal of Accounting and Economics, 2025, 32(5), pp. 925–947. DOI: 10.1080/16081625.2025.2489459
9. Tang, S., He, L., Su, F.*, and Zhou, X. (2024). Does directors’ and officers’ liability insurance improve corporate ESG performance? Evidence from China. International Journal of Finance and Economics, 2024, 29(3), pp. 3713–3737. DOI: 10.1002/ijfe.2849
10. Su, F.*, Guan, M., Liu, Y., and Liu, J. (2024). ESG performance and corporate fraudulence: Evidence from China. International Review of Financial Analysis, 2024, 93, 103180. DOI: 10.1016/j.irfa.2024.103180
11. Su, F.*, Zhai, L., Zhou, Y., Zhuang, Z., and Wang, F. (2024). Risk contagion in financial markets: A systematic review using bibliometric methods. Australian Economic Papers, 2024, 63(1), pp. 163–199. DOI: 10.1111/1467-8454.12301
12. Su, F.*, Wang, X., and Yuan, Y. (2022). The intraday dynamics and intraday price discovery of bitcoin. Research in International Business and Finance, 2022, 60, 101625. DOI: 10.1016/j.ribaf.2022.101625

Profile Details

WoS ResearcherID: GZL-6004-2022

ORCID: 0000-0002-9477-858X

Scopus Author ID: 57207256679