Jiatao Liu PHD

Assistant Professor in Finance

Jiatao is an Assistant Professor in the Department of Finance. He holds Ph.D. in Finance from Bayes Business School (formerly Cass) City, University of London.

Jiatao's primary research fields are asset pricing (theoretical and empirical ) and behavioral finance, with a particular focus on information transmission in financial markets.

He presents his research papers at leading conferences (AEA, FMA, Australasian Finance & Banking Conference, Southwestern Finance Association, and Eastern Finance Association).


  • Ph.D. in Finance at Bayes Business School (formerly Cass), City, University of London - 2021
  • MSc. in Finance at Carey Business School, Johns Hopkins University - 2015
  • B.S, Business Administration (Major in Finance) at Fisher College of Business, Ohio State University - 2013


  • Assistant Professor - April, 2022 to Present
  • Visiting Scholar at HEC Paris- January to April, 2020


  • Asset Pricing (Theoretical and Empirical )
  • Information Economics
  • Behavioral Economics and Finance
  • Market Microstructure
  • Textual Analysis


  • Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3 (with Y. Lyu, X. Zhang, J. Cao and M. Yang), Journal of International Money and Finance, forthcoming
  • Biased News and Irrational Investors: Evidence from Biased Beliefs about Uncertainty and Information Acquisition (Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3697139)
  • Mood Swings and Insufficient Information Acquisition: A Study on Cross-Section of Stock Returns-coauthored with Ian Marsh (Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3170954)
  • Factor Structure in Cryptocurrency Returns and Volatility-coauthored with Ian Marsh, Paolo Mazza and Mikael Petitjean (Link: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3389152)


  • 2022: AEA (Poster Session)
  • 2021: FMA, The 60thSouthwestern Finance Association, The 57th Eastern Finance Association, China International Risk Forum
  • 2019: The 32nd Australasian Finance & Banking Conference, INFINITI Conference on International Finance, 3rdEdinburgh-SUFE Shanghai Fintech Conference, Behavioral Finance & Economics Annual Meeting, 6th Young Finance Scholars Conference, Behavioral Finance & Economics Annual Meeting


  • Session Chair: 2nd European Capital Markets Workshop, INFINITI Conference, 32nd Australasian Finance and Banking Conference, The 57th Eastern Finance Association, CIRF 202
  • Conference Discussions: The 32nd Australasian Finance & Banking Conference, INFINITI Conference on International Finance, 3rdEdinburgh-SUFE Shanghai Fintech Conference, Behavioral Finance & Economics Annual Meeting, FMA European Conference


  • FIN 206 Securities Markets


  • AEA, AFA, FMA, EFA


  • Cass Business School Ph.D. Scholarship, London, UK 2016-2021
  • Introductory Certificate in Teaching in Higher Education, City, University of London, London, UK 2019
  • The Edward J. Stegman CPA Memorial Award for Excellence in the Study of Master Science of Finance, JHU 2015, Baltimore MD, USA 2016
  • Fisher College of Business Merit Scholarship, Columbus OH, USA 2011-2013
  • National Society of Collegiate Scholar, Columbus OH, USA 2011
Jiatao Liu