Research output per year
Research output per year
Personal profile
Research Interests
I am a Lecturer in Finance at Queen's Business School, Queen's University Belfast. My research primarily focuses on empirical asset pricing, foreign exchange markets, financial econometrics, and FinTech. I possess an MSc in Risk and Investment Management from Queen's University Belfast, which I earned with distinction in 2017. Then, I completed my doctoral degree at Queen's Management School in 2022. My research works have been published in prestigious economics and finance journals, including the Journal of Economic Dynamics and Control and the Financial Review. Furthermore, I serve as a reviewer for academic journals such as the Energy Journal, International Journal of Finance & Economics, International Review of Financial Analysis, and Quantitative Finance.
PhD student:
Ms. Ang Li, Topic in Foreign Exchange Market Return Predictability (Co-supervise with Dr Jiadong Liu)
Ms. Le Zheng Topic in Long-run Market Anomalies (Co-supervisor with Dr Jiadong Liu)
Teaching
FIN2020 Excel and VBA (Undergraduate second year)
Keywords
- HG Finance
- Asset pricing
- FinTech
- Financial Econometrics
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Collaborations and top research areas from the last five years
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Research output
- 3 Article
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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 AccessFile6 Citations (Scopus)105 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 AccessFile3 Citations (Scopus)192 Downloads (Pure) -
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 AccessFile13 Citations (Scopus)438 Downloads (Pure)
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2024 CES China Annual Conference
Fan, M. (Advisor)
05 Jul 2024 → 07 Jul 2024Activity: Talk or presentation types › Oral presentation
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2024 FMA European Conference
Fan, M. (Advisor)
12 Jun 2024 → 14 Jun 2024Activity: Talk or presentation types › Oral presentation
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2024 Irish Academy of Finance conference
Fan, M. (Participant)
15 May 2024 → 17 May 2024Activity: Talk or presentation types › Oral presentation
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International Review of Financial Analysis (Journal)
Fan, M. (Peer reviewer)
May 2024 → Jun 2024Activity: Publication peer-review and editorial work types › Publication peer-review
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Quantitative Finance (Journal)
Fan, M. (Peer reviewer)
Mar 2024 → Apr 2024Activity: Publication peer-review and editorial work types › Publication peer-review
Thesis
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Risk-adjusted momentum, portfolio optimisation and multiple hypothesis testing controls in financial markets
Fan, M. (Author), Kearney, F. (Supervisor) & Liu, J. (Supervisor), Jul 2022Student thesis: Doctoral Thesis › Doctor of Philosophy
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