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聂晶

金融工程系

博士、助理教授

办公地点:博学楼708

办公电话:86-10-64492533

电子邮箱:jing.nie@uibe.edu.cn

 

教育背景

金融学博士,英国杜伦大学University of Durham,2016

金融学硕士,英国莱斯特大学University of Leicester,2012

国际工商管理学学士,英国诺丁汉特仑特大Nottingham Trent University,2010

 

工作经历

博士后研究员,意大利特伦托大学University of Trento,2016.07-2017.07

 

研究兴趣

市场微观结构Market microstructure、高频交易High frequency trading、利率衍生品Interest Rate Derivatives、市场流动性Liquidity等

 

 

论文发表

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.

 

著作与书籍

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.

 

工作论文

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. 


 

参与会议及学术报告

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.

 

教学课程

金融工程学

 

学术兼职

China Economic Review杂志匿名审稿人

 

所获奖励

Nottingham Trent University Scholarship,2009-2010.

Nottingham Trent University “Outstanding Student”,2010.

University of Durham Travel Grant,2013-2016.