Jiadong Liu

Dr

  • Room 0G.024 - Riddel Hall Block 3

    United Kingdom

Accepting PhD Students

20162019
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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.

Google Site: https://sites.google.com/view/jiadong-liu/home

Current PhD student: Mr. Minyou Fan, Topic in Momentum Investing and Trading Strategies in Foreign Exchange Markets. (Co-supervision with Dr. Fearghal Kearney)

Fingerprint Dive into the research topics where Jiadong Liu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Hedging Mathematics
Forecasting Mathematics
Exercise Mathematics
risk management Social Sciences
commodity Social Sciences
Risk Management Mathematics
regression Social Sciences
economy Social Sciences

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Research Output 2016 2019

Return Signal Momentum

Papailias, F., Liu, J. & Thomakos, D., May 2019, (Unpublished) In : SSRN Electronic Journal.

Research output: Contribution to journalArticle

Time Series Reversal in Trend Following Strategies

Liu, J. & Papailias, F., May 2019, (Unpublished) In : SSRN Electronic Journal.

Research output: Contribution to journalArticle

1 Citation (Scopus)
Open Access
File
Scaling
Momentum strategies
7 Citations (Scopus)

The Baltic Dry Index: cyclicalities, forecasting and hedging strategies

Papailias, F., Thomakos, D. & Liu, J., 06 Apr 2016, In : Empirical Economics. 28 p.

Research output: Contribution to journalArticle

Open Access
File
Hedging
Forecasting
Exercise
risk management
commodity