Research output per year
Research output per year
Personal profile
Research Interests
Jiadong is a senior lecturer in finance at Queen's Business School, Queen's University Belfast. He joined the department as a lecturer (assistant professor) in 2018. Jiadong received his PhD degree in Finance from Queen's University Belfast in 2018. Prior to that, he gained his Master of Finance and Bachelor of Economics from Newcastle University (UK) and Shanghai University, respectively. Jiadong has industrial experience as a commodity research analyst specialising in trading strategies and technical analyses. His research interests include momentum and other factor investing, currency market anomaly, climate finance, and other topics in empirical asset pricing.
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Collaborations and top research areas from the last five years
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Research output
- 7 Article
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Time series reversal in trend‐following strategies
Liu, J. & Papailias, F., 01 Jan 2023, In: European Financial Management. 29, 1, p. 76-108 33 p.Research output: Contribution to journal › Article › peer-review
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A reexamination of factor momentum: How strong is it?
Fan, M., Li, Y., Liao, M. & Liu, J., Aug 2022, In: The Financial Review. 57, 3, p. 585-615 31 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile43 Downloads (Pure) -
Momentum and the cross-section of stock volatility
Fan, M., Kearney, F., Li, Y. & Liu, J., Dec 2022, In: Journal of Economic Dynamics and Control. 144, 30 p., 104524.Research output: Contribution to journal › Article › peer-review
Open AccessFile16 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
Open AccessFile100 Downloads (Pure) -
Return signal momentum
Papailias, F., Liu, J. & Thomakos, D. D., 09 Feb 2021, In: Journal of Banking & Finance. 124, 106063.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)102 Downloads (Pure)
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Syracuse University
Jiadong Liu (Advisor)
21 Mar 2023 → 04 May 2023Activity: Visiting an external institution types › Visiting an external academic institution
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Martijn Boons
Jiadong Liu (Host)
20 Feb 2023Activity: Hosting a visitor types › Hosting an academic visitor
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Pedro Barroso
Jiadong Liu (Host)
11 Jan 2023Activity: Hosting a visitor types › Hosting an academic visitor
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Southwestern University of Finance and Economics (Seminar)
Jiadong Liu (Speaker)
12 Oct 2022Activity: Talk or presentation types › Invited talk
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Nankai University (PhD Seminar)
Jiadong Liu (Speaker)
14 Jul 2022Activity: Talk or presentation types › Invited talk