PhD Students
All
Yintai DING
Research Topic:
Option Pricing Based Machine Learning ModelsSupervisor: :
Principle Supervisor: Dr. Jia Zhai IBSS Co-supervisor :Dr. Shimeng Shi
Miao HE
Research Topic:
Financial inclusion and firm performance: evidence from Chinese micro, small, and medium-sized enterprises (MSMEs)Supervisor:
Principle Supervisor: Dr. Ye Bai IBSS Co-supervisor: Dr. Fan Liu UoL supervisor: Dr. Michalis P. Stamatogiannis
Haojun JI
Research Topic:
Path-dependent portfolio theory and asset pricingSupervisor:
Dr. Tony He Dr. Jiatao Liu
Shuang LIANG
Research Topic:
Dual-listed A-H shares: Impacts of market integration on share pricing and trading, and the role of the media in differential share price reactions to earnings announcementsSupervisor:
Principle Supervisor: Prof. Stephen Gong IBSS Co-supervisor: Dr. Brian Wright UoL supervisor: Prof. Charlie Cai
Ruochen LU
Research Topic:
Research topic: Investor Attention and Salience Effect in the Chinese marketSupervisor:
Dr. Qing Ye Dr. Xingnong Zhu Dr. Minjoo Kim(UoL)
Yinmin Shan
Research Topic:
Monetary Policy as Market Stabilizer in the COVID-19 Pandemic
Supervisor:
Dr. Yang Chen
Dr. Yajun Xiao
Publication:
- Yimin Shan Shan, Y., Chen, Y. and Xiao, Y., 2023. Monetary policy as market stabilizer in the COVID-19 pandemic. Finance Research Letters, 55, p.103960.
Ao YANG
Research Topic:
Momentum via Machine Learning
Supervisor:
Dr. Qing Ye
Dr. Jia Zhai
Publication:
- Ao Yang Yang, A., Ye, Q., & Zhai, J. (2023). Volatility forecasting with Hybrid-long short-term memory models: Evidence from the COVID-19 period. International Journal of Finance & Economics, 1–21. https://doi.org/10.1002/ijfe.2805