Xiaoquan Liu

Biography

I am an Associate Professor in Finance. Prior to joining the University of Nottingham Ningbo in September 2014, I was Lecturer and Senior Lecturer in Finance with Essex Business School, University of Essex, UK. I have also held visiting positions in the Stephen M. Ross School of Business of the University of Michigan, Ann Arbor, and the Department of Finance and Statistics of the University of Science and Technology of China.  My research is mainly in the areas of asset pricing, derivatives, and applied financial econometrics. I have published a number of articles in leading international journals, including the Journal of Economic Dynamics and Control, the Journal of Banking and Finance, and the European Journal of Operational Research.  I have taught a range of modules at both undergraduate and postgraduate levels. These include asset pricing, derivative securities, risk management, financial intermediaries, and quantitative methods. I have also supervised a number of PhD students to completion in the broad areas of option pricing, financial engineering, and credit risk modeling.

Research Interest

Asset pricing, derivatives, applied financial econometrics