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 Universityin 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
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), 1, pp 9-19
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), 4, pp 1650023
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
The post-investment relationship between a venture capitalist and its investee companies
Leece, David, Berry, Tony, Miao, Jia and Sweeting, Robert, 2012, (18), 5, pp 587-602
Volatility filter for index tracking and long-short market-neutral strategies
Miao, Jia, 2007, Journal of Asset Management (8), 2, pp 101-111
Trading foreign exchange portfolios with volatility filters: the carry model revisited
Dunis, Christian L. and Miao, Jia, 2007, Applied Financial Economics (17), 3, pp 249-255
Volatility filters for asset management: an application to managed futures
Dunis, Christian and Miao, Jia, 2006, Journal of Asset Management (7), 3-4, pp 179-189
Advanced frequency and time domain filters for currency portfolio management
Dunis, Christian and Miao, Jia, 2006, Journal of Asset Management (7), 1, pp 22-30
Volatility filters for FX portfolios trading: the impact of alternative volatility models
Miao, Jia and Dunis, Christian L., 2006, Applied Financial Economics Letters (2), 6, pp 389-394
Optimal trading frequency for active asset management: evidence from technical trading rules
Dunis, Christian L. and Miao, Jia, 2005, Journal of Asset Management (5), 5, pp 305-326
Volatility filters for dynamic portfolio optimization
Miao, Jia and Dunis, Christian L., 2005, Applied Financial Economics Letters (1), 2, pp 111-119