Research output per year
Research output per year
Personal profile
Research Interests
Jiadong Liu joined Queen's Management School as a Lecturer (Assistant Professor) in Finance in Febuary 2018. Jiadong received his PhD degree in Finance from Queen's University Belfast in 2018. Prior to that, he gained his Master in Finance and Bachelor in Economics from Newcastle University, UK and Shanghai University, China, respectively. Jiadong previously worked at Sinochem Group as a commodity research analyst specialising in designing trading strategies and technical analyses. His research interests include financial markets, portfolio management, empirical asset pricing, financial econometrics and forecasting.
Current PhD student:
Mr. Minyou Fan, Topic in Momentum Investing and Data Snooping Bias Tests in Foreign Exchange Markets
Ms. Ang Li, Topic in Foreign Exchange Market Return Predictability
Mr. Ming Liao, Topic in Factor Investing, Visiting PhD student from School of Finance, Nankai University
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Research output
- 6 Article
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A reexamination of factor momentum: How strong is it?
Fan, M., Li, Y., Liao, M. & Liu, J., 09 Jun 2022, (Early online date) In: The Financial Review. 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Downloads (Pure) -
Direction-of-change forecasting in commodity futures markets
Liu, J., Papailias, F. & Quinn, B., Mar 2021, In: International Review of Financial Analysis. 74, 101677.Research output: Contribution to journal › Article › peer-review
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Return Signal Momentum
Papailias, F., Liu, J. & Thomakos, D., 26 Jan 2021, (Early online date) In: Journal of Banking & Finance. 106063.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
Time series reversal in trend‐following strategies
Liu, J. & Papailias, F., 30 Dec 2021, (Early online date) In: European Financial Management. 33 p.Research output: Contribution to journal › Article › peer-review
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Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches
Fan, M., Li, Y. & Liu, J., Dec 2018, In: Research in International Business and Finance. 46, p. 131-140Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)235 Downloads (Pure)
Activities
- 3 Invited talk
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2nd Frontiers of Factor Investing Conference
Jiadong Liu (Advisor)
28 Jan 2021 → 29 Jan 2021Activity: Talk or presentation types › Invited talk
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Financial Management Association 2020 Annual Meeting
Jiadong Liu (Presenter)
14 Oct 2020 → 17 Oct 2020Activity: Talk or presentation types › Invited talk
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INFINITI Finance Conference 2019 in Asia-Pacific
Jiadong Liu (Presenter)
13 Dec 2019 → 15 Dec 2019Activity: Talk or presentation types › Invited talk