Research Interests
Open to PhD applications in:
- Factor investing
- Empirical asset pricing in stock and futures markets
- Currency (FX) market anomalies
- Machine Learning in asset pricing/portfolio optimisation
Public outreach & key achievements
1. “Return Signal Momentum” (with F. Papailias, D. D. Thomakos). Journal of Banking & Finance, 2021.
2. “Momentum and the Cross-section of Stock Volatility” (with M. Fan, F. Kearney, Y. Li). Journal of
Economic Dynamics & Control, 2022.
3. “A Reexamination of Factor Momentum: How Strong Is it?” (with M. Fan, Y. Li, M. Liao). Financial
Review, 2022.
4. “Time Series Reversal in Trend-following Strategies” (with F. Papailias). European Financial Management, 2023.
5. “Optimising Currency Factors” (with M. Fan, F. Kearney and Y. Li). Financial Review, 2025.
Research students
| PhD area | Long-run stock market performance |
| Name | Le Zheng |
| Years of study | 2022 - present |
| Country | China |
Alumni: Where are they now
| PhD area | Empirical asset pricing and data snooping test |
| Name | Minyou Fan |
| Years of study | 2018 - 2022 |
| Country | UK |
| Current position | Lecturer in Finance at Queen's Business School |
| PhD area | Currency market return predictability |
| Name | Ang Li |
| Years of study | 2020 - 2024 |
| Country | China |
Discover More
- Queen's Business School
- Faculty of Arts Humanities and Social Sciences
- https://sites.google.com/view/jiadongliu