Dr Jia Miao
Faculties, departments and locations
- Faculty of Business and Social Sciences
- Department of Accounting, Finance and Informatics
- Kingston Business School
- Kingston Hill
Senior Lecturer
- Email:
- [email protected]
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.
Qualifications
- PhD in Accounting and Finance
Domains
Course Director
- 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
Courses taught
Specialisms
- Portfolio Management
- Applied Investment Analysis
- Applied Financial Economics
Publications
Is Bitcoin used to evade financial sanction?
Zhao, Jinsha and Miao, Jia, 2023, Finance Research Letters, E-pub ahead of print
The long-run effects of the Fed's monetary policy on the dynamics among major asset classes
Miao, Jia, 2016, International Journal of Management and Economics (51), 1pp 9-19, E-pub ahead of print
Profitability of a simple pairs trading strategy: recent evidences from a global context
Miao, Jia and Laws, Jason, 2016, International Journal of Theoretical and Applied Finance (19), 04, Published
Comparing the forecastability of alternative quantitative models: a trading simulation approach in financial engineering
Zheng, Mei and Miao, Jia, 2012, Systems Engineering Procedia (4)pp 35-39, Published
The post-investment relationship between a venture capitalist and its investee companies
Leece, David, Berry, Tony, Miao, Jia and Sweeting, Robert, 2012, International Journal of Entrepreneurial Behaviour and Research (18), 5pp 587-602, Published
Volatility filter for index tracking and long-short market-neutral strategies
Miao, Jia, 2007, Journal of Asset Management (8), 2pp 101-111, Published
Trading foreign exchange portfolios with volatility filters: the carry model revisited
Dunis, Christian L. and Miao, Jia, 2007, Applied Financial Economics (17), 3pp 249-255, Published
Volatility filters for asset management: an application to managed futures
Dunis, Christian and Miao, Jia, 2006, Journal of Asset Management (7), 3-4pp 179-189, Published
Advanced frequency and time domain filters for currency portfolio management
Dunis, Christian and Miao, Jia, 2006, Journal of Asset Management (7), 1pp 22-30, Published
Volatility filters for FX portfolios trading: the impact of alternative volatility models
Miao, Jia and Dunis, Christian L., 2006, Zoologischer Anzeiger (2), 6pp 389-394, Published
Optimal trading frequency for active asset management: evidence from technical trading rules
Dunis, Christian L. and Miao, Jia, 2005, Journal of Asset Management (5), 5pp 305-326, Published
Volatility filters for dynamic portfolio optimization
Miao, Jia and Dunis, Christian L., 2005, Mathematical Medicine and Biology (1), 2pp 111-119, Published