姜莹 博士 诺丁汉大学商学院（中国）金融学副教授
宁波诺丁汉大学



联系方式 办公室
行政楼375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 8200

邮箱
ying.jiang@nottingham.edu.cn



学历
博士学位艾塞克斯大学，英国
硕士学位 艾塞克斯大学，英国
学士学位 吉林大学

个人简介
姜莹博士（Dr Ying Jiang）现任金融学副教授。她本科毕业于吉林大学，并于英国艾塞克斯大学获得国际金融学硕士及金融学博士学位。 加入学术界之前，姜莹博士就职于一家健康食品公司，曾经在以色列、南非、尼日利亚及中国工作。
姜莹博士的研究方向为实证资产定价和应用计量经济学。特别是股票收益率的预测，收益率为基础的投资策略，金融市场的波动性建模与预测。她的论文发表在Journal of International Money and Finance, European Journal of Finance, International Journal of Forecasting等前沿国际期刊上。姜莹博士现为《国际商业与金融研究》副主编。她主持、参与了包括中国教育部项目在内的多个研究基金。


教学
国际金融 （本科生-四年级）
金融投资计量研究方法 （研究生）
当代金融话题 （博士生）


研究方向
实证资产定价
中国金融市场
应用计量经济学


荣誉职位
诺丁汉大学商学院（中国）研究与知识交流委员会成员


发表文章
Jiang,Y., Kellard, N., Liu, X.Q. (2020). Night trading and market quality: Evidence from Chinese and U.S. precious metal futures markets. Journal of Futures Markets. forthcoming
Ye, W.Y., Guo, R.R., Deschamps, B., Jiang, Y. and Liu, X.Q. (2020). Macroeconomic forecasts and commodity futures volatility.Economic Modelling. forthcoming.
Cai, H.D., Ahmed, S., Jiang, Y. and Liu, X.Q. (2020). The impact of US macroeconomic news announcements on Chinese commodity futures.Quantitative Finance.forthcoming.
Jiang, Y. Cao, Y., Liu, X.Q., Zhai, J. (2019). Volatility modelling and prediction: the role of price impact.Quantitative Finance, 19, 12,2015-2031
Jiang, Y. and Liu, X.Q. (2019). Night trading boosts quality of gold, silver futures market.China Daily. 6May, 2019.
Huang, W., Hua, X.P. (2018) Controlled Currency Regime and Pricing of Exchange Rate Risk - Evidence from China.Journal of Accounting, Auditing and Finance, forthcoming.
Hua, X.P., Jiang, Y., Sun,Q. and Xing, X.Y. (2019). Do antidumping measures affect Chinese export-related firms?Review of Quantitative Finance and Accounting,52, 871-900.
Ye, W.Y., Guo, R.R., Jiang, Y., Liu, X.Q., Deschamps, B. (2019). Professional macroeconomic forecasts and Chinese commodity futures prices.Finance Research Letters, 28, 130-136.
Chen, Q.W., Hua, X.P. and Jiang, Y. (2018) Contrarian strategy and herding behavior in the Chinese stock market.European Journal of Finance, 24,16,1552-1568
Jiang, Y., Liu, X.Q., Ahmed, S., (2017). Volatility forecasting in the Chinese commodity futures market with intraday data.Review of Quantitative Finance and Accounting,48, 1123-1173.
Chortareas, G. and Jiang, Y. (2017) Bank of Japan Interventions and the Volatility of the Dollar / Yen Exchange Rate.Credit and Capital Markets, 50, 25-36
Kellard, N., Jiang, Y. and Wohar, M. (2015) Spurious Long Memory, Uncommon Breaks and the Implied-Realized Volatility Puzzle,Journal of International Money and Finance, 56, 36-54.
Liu, X.Q. and Jiang, Y. (2015) Regulations doing more harm than good to futures market.China Daily, 30 April 2015.
Jiang, Y., Liu, X.Q., and Ye, W.Y. (2015) Do intraday data contain more information for volatility forecasting? Evidence from the Chinese commodity futures market.Applied Economics Letters, 22, 3, 218-222.
Chortareas, G., Jiang, Y., and Nankervis, J.C. (2013) Volatility and spillover effects of Yen Interventions.Review of International Economics. 21,4,671-689.
Chen, Q.W., Jiang, Y., and Li, Y. (2012) The State of the Market and the Contrarian Strategy: Evidence from China’s Stock Market.Journal of Chinese Economic and Business Studies. 10, 1, 89–108.
Chortareas, G., Jiang, Y., and Nankervis, J.C. (2011)Forecasting Exchange Rate Volatility using High-Frequency Data: Is the Euro Different?International Journal of Forecasting, 27,1089–1107.
Chortareas, G., Jiang, Y., and Nankervis, J.C. (2011)The Random-Walk Behavior of the Euro Exchange Rate.Finance Research Letters. 7, 158–162


学术交流
July 2019
The 31^stAsian Finance Association annual conference , Ho Chi Minh City, Vietnam

December 2018
The 31^stAustralasian Finance and Banking Conference, Sydney, Australia

October 2018
The 7^thInternational Conference on Futures and Other Derivatives , Shanghai, China

June 2018
The 30^thAsian Finance Association annual conference, Tokyo, Japan

November 2017
The 6^thInternational Conference on Futures and Other Derivatives, Ningbo, China

September 2014
Chinese Economic Association Annual Conference, Gothenburg, Sweden

May 2014
The 4th Chinese Capital Markets Conference, Ningbo, China

December 2010
The 23^rdAustralasian Finance & Banking Conference, Sydney, Australia



科研项目 / 研究基金
外部研究基金：
“中国证券市场交易指令的价格冲击效应及其对波动性影响”，中国教育部人文社科研究基金一般项目，主持，2017。
“论不确定性与中国经济周期之间的关系”，浙江自然科学基金一般项目，参与，2017。
“基于高频数据的中国商品期货市场波动性预测以及与美国期货场的溢出效应研究”，中国教育部人文社科研究基金青年项目，主持，2012。
“中国股票市场与汇率的关系”，宁波金融协会重点项目科研基金，参与，2011。
内部研究基金：
“夜盘对中国商品期货市场的影响”，诺丁汉大学商学院（中国）研究基金，2017。
‘中国证券市场交易指令的价格冲击效应及其对波动性影响’. 宁波诺丁汉大学配套奖励基金，2017。
“效率与股票收益率-多个国家的实证“，诺丁汉大学商学院（中国）研究基金，2010。