Personal profile

Overview

Jiayu Jin is a final-year Ph.D. candidate in Finance at Alliance Manchester Business School, supervised by Kevin Aretz and Yifan Li. She is now on the 2023-2024 academic job market. Please find her CV here.

Research interests

My research interests mainly lie in empirical asset pricing and financial econometrics. My current research focuses on forecasting and exploring the implications of asset skewness.

 

Working Papers:

  1. "Estimating and Forecasting Skewness with Affine Stochastic Volatility Models", with Kevin Aretz and Yifan Li.

  2. "The Skewness of Discrete Single-Stock Returns: New Evidence Derived from Structural Estimations", with Kevin Aretz and Yifan Li.

Teaching

Master's courses:

  • BMAN70141 Derivative Securities
  • BMAN71111 Asset Pricing

Undergraduate courses:

  • BMAN 21011 Financial Markets and Institutions
  • BMAN30091 Financial Derivatives

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