個(gè)人簡(jiǎn)歷

教育經(jīng)歷

2016  英國(guó)杜倫大學(xué)University of Durham 金融學(xué)博士

2012  英國(guó)萊斯特大學(xué)University of Leicester 金融學(xué)碩士

2012  國(guó)際工商管理學(xué)學(xué)士，英國(guó)諾丁漢特侖特大Nottingham Trent University

工作經(jīng)歷

2016.07-2017.07 意大利特倫托大學(xué)University of Trento 博士后研究員

研究方向

市場(chǎng)微觀結(jié)構(gòu)Market microstructure、高頻交易High frequency trading、利率衍生品Interest Rate Derivatives、市場(chǎng)流動(dòng)性Liquidity等

講授課程

金融工程學(xué)

研究成果

科研論文

1.Nie, J., Zhang, Z, Zhang, Z, & Zhou, S. (2015). Currency Exposure in China under the New Exchange Rate Regime: National Level Evidence. China and World Economy 23(3): 97-109.

2.Miao, B., Zhou, S., Nie, J. & Zhang, Z. (2013). Renminbi Exchange Rate Exposure: Evidence from Chinese Industries. Journal of Chinese Economic and Business Studies, 11(4): 229-250.

工作論文

1. Nie, J., Malagon, J. & Williams, J. High-speed Quoting, Excess Volatility and Execution Risk Dynamics: Evidence from Money Market Futures on the Impact of Algorithmic Trading.

2. Nie, J. High-frequency Price Discovery and Price Efficiency on Interest Rate Futures.

3. Nie, J., & Williams, J. The Term Structure of Trading on the Eurodollar Futures Market.

4. Massacci, F., Ngo, N., Nie, J., Venturi, D. & Williams, J. FuturesMEX: Secure Distributed Futures Market Exchange.

5. Nie, J., Massacci, F. & Williams, J. Assessing outcome perspectives in multi-disciplinary projects: A network analysis off all EU funded security and trust R&D Projects. ?

6. Nie, J., Allodi, L. Massacci, F. & dos Santos W. M. On Checking the Practical (In)Significance of Regressions over Digital Trails: A Comment on Differential Effects of Prior Experience on the Malware Resolution Process. ?

著作與書(shū)籍

1. Pan, Y., Nie, J., Zhou, S., Wu, X. & Zhang, Z. (2013). The Options for Reforming the Renminbi Exchange Rate Regime. In Financial Systems at the Crossroads. Woo, W.T., Pan, Y., Sachs, J.D. & Qian, J. World Scientific Publishing.

參與會(huì)議及學(xué)術(shù)報(bào)告

1. Participant of the 2016 Annual Meeting of the American Economic Association (AEA 2016) in San Francisco, CA, January, 2016.

2. High frequency Price Discovery and Price Efficiency on Interest Rate Futures, presented at the 28th European Conference on Operational Research (EURO 2016), at Poznan University of Technology, July 2016.

3. Intelligent Methods For Processing and Analysing Historical Order Book Data - The Case of Money Market Futures, seminar at Department of Information Engineering and Computer Science, University of Trento, Italy, January 26, 2016. ?

4. High-speed Quoting, Excess Volatility and Execution Risk Dynamics: Evidence from Money Market Futures on the Impact of Algorithmic Trading, presented at Royal Economic Society PhD Conference, in Westminster Business School, January 2016.

5. Participant of the 2016 Annual Meeting of the American Economic Association (AEA 2016) in San Francisco, CA, January, 2016.

6. A Population Study of the Impact of High Speed Trading: Execution Risk Measurements on Eurodollar Future Market, presented at Big Data Application on Market Microstructure and Computational Finance Seminar for the China State Administration of Taxation Delegation, in Durham University Business School, September 2015. ?

7. Participant of the 42nd Annual Meeting of the European Finance Association (EFA 2015) in Vienna, Austria, August 2015. ?

8. Foreign Exchange Exposure of China: National Level Evidence, presented at 5th International Finance and Banking Society Conference (IFABS 2013) in Nottingham, United Kingdom, June 2013.

榮譽(yù)與獎(jiǎng)勵(lì)

Nottingham Trent University Scholarship，2009-2010.

Nottingham Trent University “Outstanding Student”，2010.

University of Durham Travel Grant，2013-2016.

社會(huì)服務(wù)

學(xué)術(shù)兼職

China Economic Review雜志匿名審稿人