刘小泉 博士 诺丁汉大学商学院（中国）金融学教授
宁波诺丁汉大学



联系方式 办公室
行政楼379室

校园
宁波诺丁汉大学

地址
浙江省宁波市泰康东路199号

电话
+86 (0) 转 8207

邮箱
Xiaoquan.Liu@Nottingham.edu.cn



学历
刘小泉博士2014年9月入职，任金融学教授。在加入诺丁汉大学中国商学院以前，她在英国University of Essex任讲师和高级讲师，期间访问过密西根大学（安娜堡）Stephen M. Ross商学院和中国科学技术大学金融统计系。刘小泉博士的研究领域是资产定价，衍生品，和应用计量。她多次在国际顶级金融经济期刊上发表文章，期刊包括the Journal of Economic Dynamics and Control, the Journal of Banking and Finance, and the European Journal of Operational Research.
刘小泉博士教过一系列本科研究生课程，包括资产定价，衍生品，风险管理，金融中介和数理方法。她指导的博士论文涵盖期权定价，金融工程，和信用风险模型等领域。

教学
本科教学金融经济学


研究方向
研究兴趣资产定价
衍生产品
金融计量


发表文章
Jiang, Y., Kellard, N. M., Liu, X., 2020. Night trading and market quality: Evidence from Chinese and U.S. precious metal futures markets, forthcoming Journal of Futures Markets.
Cai, H., Ahmed, S., Jiang, Y., Liu, X., 2020. The impact of US macroeconomic news announcements on Chinese commodity futures, forthcoming Quantitative Finance.
Zhai, J., Cao, Y., Liu, X., 2020. A neural network enhanced volatility component model, Quantitative Finance 20, 783-797.
Yu, L., Liu, X., Fung, H.-G., Leung, W. K., 2020, Size and value effects in high-tech industries: The role of R&D investment, North American Journal of Economics and Finance 51, 100853.
Fei, T., Liu, X., Wen, C., 2019. Cross-sectional return dispersion and volatility prediction, Pacific-Basin Finance Journal 58, 101218.
Jiang, Y., Cao, Y., Liu, X., Zhai, J., 2019. Volatility modeling and prediction: The role of price impact, Quantitative Finance 19, 2015-2031.
Ye, W., Guo, R., Jiang, Y., Liu, X., Deschamps, B., 2019, Professional macroeconomic forecasts and Chinese commodity futures prices, Finance Research Letters 28, 130-136.
Liu, X., Cao, Y., Ma, C., and Shen, L., 2019, Wavelet-based option pricing: An empirical study, European Journal of Operational Research 272, 1132-1142.
Ye, W., Luo, K., and Liu, X., 2017, Time-varying quantile association regression model with applications to financial contagion and VaR, European Journal of Operational Research 256, 1015-1028.
Jiang, Y., Ahmed, S., and Liu, X., 2017, Volatility forecasting in the Chinese commodity futures market with intraday data, Review of Quantitative Finance and Accounting 48, 1123-1173.
Ahmed, S., Liu, X., and G. Valente, 2016, Can currency-based risk factors help forecast exchange rates?, International Journal of Forecasting 32, 75-97.


学术交流
European Finance Association (EFA) conferences
European Financial Management Association (EFMA) conferences
Financial Management Association (FMA) Asian conferences
Research seminars at the Universities of Michigan, Warwick, Manchester, Cass, Exeter, Durham, Xiamen, Fudan,
Southweater U of Finance and Economics, and so on