Jia Liu

Assistant Professor
Sobey School of Business
Finance Info Sys and Mgmt Science

Faculty Member Information

Biosketch

Dr. Jia Liu is Assistant Professor in the Department of Finance, Information Systems, and Management Science at the Sobey School of Business, where he teaches courses in portfolio management and investment. Jia’s own research is in the areas of financial econometrics and empirical finance. He has two works-in-progress on the subject of bull and bear markets, and in the past five years he has presented his work at conferences in Canada and the US, as well as the UK, China and Australia. He has also been a journal reviewer for the Journal of Empirical Finance and Econometrics and Statistics. Jia received his PhD in finance from McMaster University in 2017; his previous degrees were earned from the University of South Florida, US, and Tianjin University of Finance and Economics, China.

Interests

Financial Econometrics, Empirical Finance

Education

Ph.D., Finance, McMaster University, 2017
M.A., Statistics, University of South Florida, 2011
B.A., Statistics, Tianjin University of Finance and Economics, 2009

Scholarly Contributions

Journal Articles

Liu Jia, Griffin Jim, Maheu John. "Bayesian Nonparametric Estimation of Ex-post Variance", Journal of Financial Econometrics (Fall - 2019)
Liu Jia, Maheu John. "Improving Markov Switching Model using Realized Variance", Journal of Applied Econometrics (Summer - 2018)

Service: Professional or Disciplinary

Journal Reviewer, Econometrics and Statistics 2016/03 - 2018/01
Journal Reviewer, Journal of Empirical Finance 2014/03 - 2018/01