Dr Jia Miao
Faculties, deparments and locations
- Faculty of Business and Social Sciences
- Department of Accounting, Finance and Informatics
- Kingston Business School
- Kingston Hill
Senior Lecturer
- Email:
- j.miao@kingston.ac.uk
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 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
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