1. Fei Ren, Mei-Ling Cai, Sai-Ping Li, Xiong Xiong, and Zhang-HangJian Chen, A multi-market comparison of the intraday lead-lag relations among stock index-based spot, futures and options, Computational Economics, accepted on 24 March 2022, https://doi.org/10.1007/s10614-022-10268-0.
2. Mei-Ling Cai, Zhang-HangJian Chen, Sai-Ping Li, Xiong Xiong, Wei Zhang, Ming-Yuan Yang, and Fei Ren, New volatility evolution model after extreme events, Chaos, Solitons & Fractals, 2022, 154: 111608.
3. 陈张杭健, 吴粤, 李世炳, 任飞. 股吧个体信息交互对股价联动关系的影响研究. 管理科学学报, 2021, 24 (5): 47-69.
4. 任飞, 罗靖怡, 陈张杭健, 熊熊, 李世炳. 分析师深度研究报告向市场传递的信息含量——基于新”、“旧”信息的文本分解. 系统工程理论与实践, 2020, 40 (12): 3034-3058.
5. Zhang-HangJian Chen, Sai-Ping Li, Mei-Ling Cai, Li-Xin Zhong, Fei Ren, Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks, North American Journal of Economics and Finance, 2021, 58: 101451.
6. Ming-Yuan Yang, Fei Ren, and Sai-Ping Li, Stock network stability after crashes based on entropy method, accepted in Frontier in Physics, 2020, 8:631.
7. Ming-Yuan Yang, Sai-Ping Li, Yue Wu, Jingtai Tang and Fei Ren, Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market, Finance Research Letters, 2019, 29:117-124.
8. Ming-Yuan Yang, Sai-Ping Li, Li-Xin Zhong, and Fei Ren, A minority game with expected returns for modeling stock correlations, EPL, 2018, 123(1): 18001.
9. Fei Ren, Shen-Dan Ji, Mei-Ling Cai, Sai-Ping Li, and Xiong-Fei Jiang, Dynamic lead-lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets, Physica A, 2019, 513(1): 709-723.
10. Ya-Jing Xu, Sai-Ping Li, Xiong Xiong, and Fei Ren, Intraday Volatility Spillover between Shanghai and Hong Kong Stock Markets——Evidence from A+H Shares after the Launch of Shanghai-Hong Kong Stock Connect, Journal of Management Science and Engineering,2017, 2(4): 290-317.
11. Ya-Nan Lu, Sai-Ping Li, Li-Xin Zhong, Xiong-Fei Jiang, and Fei Ren, A clustering-based portfolio strategy incorporating momentum effect and market trend prediction, Chaos, Solitons & Fractals, 2018, 117: 1-15.
12. Li-Ling Su, Xiong-Fei Jiang, Sai-Ping Li, Li-Xin Zhong, and Fei Ren, Dynamic structure of stock communities: A comparative study between stock returns and turnover rates, Eur. Phys. J. B, (2017) 90(7): 127.
13. 任飞,任腾飞. 全球股指期货市场流动性共性研究. 南方金融, 2017(3):46-55.
14. Fei Ren, Ya-Nan Lu, Sai-Ping Li, Xiong-Fei Jiang, Li-Xin Zhong, and Tian Qiu, Dynamic portfolio strategy using clustering approach, PLOS ONE 12(2017), e169299.
15. Fei Ren, Sai-Ping Li, and Chuang Liu, Information spreading on mobile communication networks: A new model that incorporates human behaviors, Physica A, 2017, (469): 334–341.
16. Chen-Chen Gong, Shen-Dan Ji, Li-Ling Su, Sai-Ping Li, and Fei Ren, The lead–lag relationship between stock index and stock index futures: A thermal optimal path method, Physica A 444 (2016) 63-72.
17. Ren F and Zhou W X，Dynamic evolution of cross-correlations in the Chinese stock market, PLOS ONE 9 (2014),e97711.
18. Gao-Feng Gu, Xiong Xiong, Fei Ren, Wei-Xing Zhou, and Wei Zhang, The position profiles of order cancellations in an emerging stock market, Journal of Statistical Mechanics: Theory and Experiment (2013) P04027.
19. Meng H, Ren F, Gu G F, Xiong X, Zhang Y J, Zhou W X, and Zhang W, Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations, EPL 98 (2012) 38003.
20. Ren F and Zhong Li-Xin, The Price impact asymmetry of institutional trading in Chinese stock market, Physica A 391 (2012) 2667-2677.
21. Ren F and Zhou W X, Analysis of trade packages in Chinese stock market, Quantitative Finance 13 (2013) 1071-1089.
22. 任飞,顾高峰,蒋志强,周炜星. 复杂金融系统的重现时间间隔分析[J]. 上海理工大学学报,2011,33(5):433-443.
23. L.-X. Zhong, T. Qiu, F. Ren, P.-P. Li, B.-H. Chen, Time scales of epidemic spread and risk perception on adaptive networks, EPL (Europhysics Letters) 94 (2011)，18004.
24. Ren F and Zhou W X, Recurrence interval analysis of trading volumes, Phy.Rev. E 81 (2010), 066107.
25. Ren F and Zhou W X, Recurrence interval analysis of high-frequency financial returns and its application to risk estimation, New J. Phys. 12 (2010), 075030.
26. Ren F, Zheng B, and Chen P, Modeling interactions of trading volumes in financial dynamics, Physica A 389（2010）, 2744-2750.
27. Jiang Z Q, Ren F, Gu G F, Tan Q Z, and Zhou W X, Statistical properties of online avatar numbers in a massive multiplayer online role-playing game, Physica A 389 (2010), 807-814.
28. Zhong L X, Ren F, Qiu T, Xu J R, Chen B H, Effects of attachment preferences on coevolution of opinions and networks, Physica A 389 (2010), 2557-2565.
29. Gu G F, Ren F, Xiao-Hui Ni, Wei Chen, and Zhou W X, Empirical regularities of opening call auction in Chinese stock market, Physica A 389 (2010), 278-286.
30. Ren F, Gu G F, and Zhou W X, Scaling and memory in return intervals of realized volatility, Physica A 388 (2009), 4787-4796.
累计发表50余篇SSCI/SCI论文和3篇中文A类期刊论文，其中JCR一区论文15篇，H因子20，总引文700余次，他引400多次。担任中国复杂学会会员、上海市金融工程研究会会员，并担任Annals of Operations Research、Quantitative Finance和管理科学学报等多个国内外重要学术期刊匿名审稿人。
