Dr Jia Miao

About

I joined Kingston University in 2011 and am currently a Senior Lecturer in Accounting and Finance in Kingston Business School. Prior to that I was a Senior Lecturer in Finance and Financial Economics in Coventry Business School. I received my PhD in Finance from Liverpool John Moores University in the area of Portfolio Management and Applied Investment Analysis. I then worked as a Postal Doctoral Research Fellow at Manchester Metropolitan University Business School.

I have several papers published in academic refereed journals. My main research interests are in the areas of Portfolio Management, Applied Investment Analysis and International Finance.

Academic responsibilities

Senior Lecturer

Qualifications

  • PhD in Accounting and Finance

Teaching and learning

Course Directors for the following PG programs:

MSc Banking and Finance

MSc Financial and Business Management

MSc Finance

MSc Investment and Financial Risk Management

Teaching modules in Financial Management, Risk Financing and Fixed Income Analysis

Postgraduate courses taught

Research

Areas of specialism

  • Portfolio Management
  • Applied Investment Analysis
  • Applied Financial Economics

Publications

Jump to: Article
Number of items: 12.

Article

Zhao, Jinsha and Miao, Jia (2023) Is Bitcoin used to evade financial sanction? Finance Research Letters, ISSN (print) 1544-6123 (Epub Ahead of Print)

Miao, Jia (2016) The long-run effects of the Fed's monetary policy on the dynamics among major asset classes. International Journal of Management and Economics, 51(1), pp. 9-19. ISSN (print) 2299-9701

Miao, Jia and Laws, Jason (2016) Profitability of a simple pairs trading strategy : recent evidences from a global context. International Journal of Theoretical and Applied Finance, 19(04), p. 1650023. ISSN (print) 0219-0249

Zheng, Mei and Miao, Jia (2012) Comparing the forecastability of alternative quantitative models: a trading simulation approach in financial engineering. Systems Engineering Procedia, 4, pp. 35-39. ISSN (print) 2211-3819

Leece, David, Berry, Tony, Miao, Jia and Sweeting, Robert (2012) The post-investment relationship between a venture capitalist and its investee companies. International Journal of Entrepreneurial Behavior & Research, 18(5), pp. 587-602. ISSN (print) 1355-2554

Miao, Jia (2007) Volatility filter for index tracking and long-short market-neutral strategies. Journal of Asset Management, 8(2), pp. 101-111. ISSN (print) 1470-8272

Dunis, Christian L. and Miao, Jia (2007) Trading foreign exchange portfolios with volatility filters: the carry model revisited. Applied Financial Economics, 17(3), pp. 249-255. ISSN (print) 0960-3107

Dunis, Christian and Miao, Jia (2006) Volatility filters for asset management: an application to managed futures. Journal of Asset Management, 7(3-4), pp. 179-189. ISSN (print) 1470-8272

Dunis, Christian and Miao, Jia (2006) Advanced frequency and time domain filters for currency portfolio management. Journal of Asset Management, 7(1), pp. 22-30. ISSN (print) 1470-8272

Miao, Jia and Dunis, Christian L. (2006) Volatility filters for FX portfolios trading: the impact of alternative volatility models. Applied Financial Economics Letters, 2(6), pp. 389-394. ISSN (print) 1744-6546

Dunis, Christian L. and Miao, Jia (2005) Optimal trading frequency for active asset management: evidence from technical trading rules. Journal of Asset Management, 5(5), pp. 305-326. ISSN (print) 1470-8272

Miao, Jia and Dunis, Christian L. (2005) Volatility filters for dynamic portfolio optimization. Applied Financial Economics Letters, 1(2), pp. 111-119. ISSN (print) 1744-6546

This list was generated on Wed Sep 13 07:15:52 2023 BST.