Lecturer
Jian joined Hull University Business School in May 2012 following her previous academic appointment at the University of Bradford. Her PhD in Finance, funded by the Economic and Social Research Council, was awarded by the University of Essex. Jian also holds a first class BA (Honours) degree in Accounting and Finance and an MRes (with distinction) in Accounting, Finance and Management from Essex University's Business School.
Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk
Amini, S., Hudson, R., Urquhart, A., & Wang, J. (in press). Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk. The European journal of finance, https://doi.org/10.1080/1351847X.2021.1900888
Commodity futures returns: more memory than you might think!
Coakley, J., Kellard, N., & Wang, J. (2016). Commodity futures returns: more memory than you might think!. The European journal of finance, 22(14), 1457-1483. https://doi.org/10.1080/1351847X.2015.1025989
Commodity futures price behaviour following large one-day price changes
Mazouz, K., & Wang, J. (2014). Commodity futures price behaviour following large one-day price changes. Applied financial economics, 24(14), 939-948. https://doi.org/10.1080/09603107.2014.914140
Long memory and structural breaks in commodity futures markets
Coakley, J., Dollery, J., & Kellard, N. (2011). Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31(11), 1076-1113. https://doi.org/10.1002/fut.20502
The role of long memory in hedging effectiveness
Coakley, J., Dollery, J., & Kellard, N. (2007). The role of long memory in hedging effectiveness. Computational Statistics and Data Analysis, 52(6), 3075 - 3082. https://doi.org/10.1016/j.csda.2007.10.019
Jian is interested in supervising in the area of commodity futures markets, hedge ratios and technique analysis.
Accounting Finance and Economics
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