Projects per year
Personal profile
Research Interests
- Empirical asset pricing
- Chinese financial markets
- Applied time series econometrics
Personal profile
Dr Ying Jiang is Associate Professor in Finance. She has a BA in Economics from Jilin University, China; an MSc in International Finance and a PhD in Finance from the University of Essex, UK. Before pursuing an academic career, Ying worked for a health product company in Israel, South Africa, Nigeria and China.
Her main research interests lie in the fields of empirical asset pricing and applied time series econometrics. In particular, she is interested in stock return predictability, return-based trading strategies, volatility modelling and forecasting in financial markets. She publishes on leading journals such as Journal of International Money and Finance, European Journal of Finance, International Journal of Forecasting and so on. Ying is currently the associate editor of Research in International Business and Finance. She has obtained several research funding including two grants from the Ministry of Education of China.
Teaching
Dr Ying Jiang is teaching the following courses:
- International Finance (UG-Y4)
- Quantitative Research Methods for Finance and Investment (PG)
- Contemporary Topics in Finance (PhD)
Person Types
- Staff
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Collaborations and top research areas from the last five years
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Projects
- 1 Finished
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The price impact of order book events and stock volatility on the Chinese market
Jiang, Y. (PI)
1/07/17 → 30/06/20
Project: Government Funded Projects › Vertical-National Government Funded Projects
Research output
- 29 Article
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Day-night anomaly returns in China: The role of institutions
Qiu, J., Huang, W. & Jiang, Y., Mar 2025, In: Research in International Business and Finance. 75, 102776.Research output: Journal Publication › Article › peer-review
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Short-selling restriction and return predictability: Evidence from China
Jiang, Y., Qiu, J. & Sun, Q., Jan 2025, In: European Financial Management. 31, 1, p. 219-264 46 p.Research output: Journal Publication › Article › peer-review
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Uncertainty and cross-sectional stock returns: Evidence from China
Deschamps, B., Fei, T., Jiang, Y. & Liu, X., Feb 2025, In: Journal of Banking and Finance. 171, 107374.Research output: Journal Publication › Article › peer-review
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Bond return predictability: Macro factors and machine learning methods
Jiang, Y., Liu, X., Liu, Y. & Zhu, F., 12 Mar 2024, In: European Financial Management. 32 p.Research output: Journal Publication › Article › peer-review
3 Citations (Scopus) -
Commodity tail risk and equity risk premia
Lu, Z., Jiang, Y. & Liu, X., 16 Oct 2024, (Published Online) In: Journal of Financial Research. 58 p.Research output: Journal Publication › Article › peer-review