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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Projects
- 1 Finished
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The price impact of order book events and stock volatility on the Chinese market
1/07/17 → 30/06/20
Project: Government Funded Projects › Vertical-National Government Funded Projects
Research output
- 144 Scopus Citations
- 7 h-Index
- 17 Article
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Controlled Currency Regime and Pricing of Exchange Rate Risk: Evidence From China
Hua, X., Huang, W. & Jiang, Y., Jan 2022, In: Journal of Accounting, Auditing and Finance. 37, 1, p. 39-76 38 p.Research output: Journal Publication › Article › peer-review
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Macroeconomic forecasts and commodity futures volatility
Ye, W., Guo, R., Deschamps, B., Jiang, Y. & Liu, X., Jan 2021, In: Economic Modelling. 94, p. 981-994 14 p.Research output: Journal Publication › Article › peer-review
1 Citation (Scopus) -
Procyclical volatility in Chinese stock markets
Deschamps, B., Fei, T., Jiang, Y. & Liu, X., 29 Sep 2021, (Published Online) In: Review of Quantitative Finance and Accounting. 58, 3, p. 1117-1144 28 p.Research output: Journal Publication › Article › peer-review
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Night trading and market quality: Evidence from Chinese and US precious metal futures markets
Jiang, Y., Kellard, N. & Liu, X., 1 Oct 2020, In: Journal of Futures Markets. 40, 10, p. 1486-1507 22 p.Research output: Journal Publication › Article › peer-review
Open Access7 Citations (Scopus) -
The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, H., Ahmed, S., Jiang, Y. & Liu, X., Dec 2020, In: Quantitative Finance. 20, 12, p. 1927-1966 40 p.Research output: Journal Publication › Article › peer-review
1 Citation (Scopus)