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 hold an MSc in Risk and Investment Management from Queen's University Belfast, graduating with distinction in 2017. Then, I completed my doctoral degree at Queen's Business School in 2022. My research works have been published in prestigious economics and finance journals, including the Journal of Economic Dynamics and Control, European Financial Management, and the Financial Review. Furthermore, I serve as a reviewer for academic journals such as the Energy Journal, the Financial Review, International Journal of Finance & Economics, International Review of Financial Analysis, and Quantitative Finance.
PhD student:
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
- 5 Article
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Optimizing currency factors
Fan, M., Kearney, F., Li, Y. & Liu, J., Nov 2025, In: The Financial Review. 60, 4, p. 1389-1414 26 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile36 Downloads (Pure) -
Understanding the performance of currency basis-momentum
Fan, M., Han, X., Li, A. & Liu, J., 13 Apr 2025, (Early online date) In: European Financial Management. 27 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)91 Downloads (Pure) -
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 AccessFile10 Citations (Scopus)317 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 AccessFile4 Citations (Scopus)424 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 AccessFile15 Citations (Scopus)537 Downloads (Pure)
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The Financial Review (Journal)
Fan, M. (Peer reviewer)
13 Aug 2025 → 12 Sept 2025Activity: Publication peer-review and editorial work types › Publication peer-review
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EFMA 2025 Annual Meetings
Fan, M. (Presenter)
25 Jun 2025 → 28 Jun 2025Activity: Talk or presentation types › Oral presentation
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2024 CES China Annual Conference
Fan, M. (Presenter)
05 Jul 2024 → 07 Jul 2024Activity: Talk or presentation types › Oral presentation
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2024 FMA European Conference
Fan, M. (Presenter)
12 Jun 2024 → 14 Jun 2024Activity: Talk or presentation types › Oral presentation
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2024 Irish Academy of Finance conference
Fan, M. (Presenter)
15 May 2024 → 17 May 2024Activity: Talk or presentation types › Oral presentation
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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