Items where Kingston Author is "Miao, Jia"

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Number of items: 12.


Zhao, Jinsha and Miao, Jia (2023) Is Bitcoin used to evade financial sanction? Finance Research Letters, ISSN (print) 1544-6123 (Epub Ahead of Print)

Miao, Jia (2016) The long-run effects of the Fed's monetary policy on the dynamics among major asset classes. International Journal of Management and Economics, 51(1), pp. 9-19. ISSN (print) 2299-9701

Miao, Jia and Laws, Jason (2016) Profitability of a simple pairs trading strategy : recent evidences from a global context. International Journal of Theoretical and Applied Finance, 19(04), p. 1650023. ISSN (print) 0219-0249

Zheng, Mei and Miao, Jia (2012) Comparing the forecastability of alternative quantitative models: a trading simulation approach in financial engineering. Systems Engineering Procedia, 4, pp. 35-39. ISSN (print) 2211-3819

Leece, David, Berry, Tony, Miao, Jia and Sweeting, Robert (2012) The post-investment relationship between a venture capitalist and its investee companies. International Journal of Entrepreneurial Behavior & Research, 18(5), pp. 587-602. ISSN (print) 1355-2554

Miao, Jia (2007) Volatility filter for index tracking and long-short market-neutral strategies. Journal of Asset Management, 8(2), pp. 101-111. ISSN (print) 1470-8272

Dunis, Christian L. and Miao, Jia (2007) Trading foreign exchange portfolios with volatility filters: the carry model revisited. Applied Financial Economics, 17(3), pp. 249-255. ISSN (print) 0960-3107

Dunis, Christian and Miao, Jia (2006) Volatility filters for asset management: an application to managed futures. Journal of Asset Management, 7(3-4), pp. 179-189. ISSN (print) 1470-8272

Dunis, Christian and Miao, Jia (2006) Advanced frequency and time domain filters for currency portfolio management. Journal of Asset Management, 7(1), pp. 22-30. ISSN (print) 1470-8272

Miao, Jia and Dunis, Christian L. (2006) Volatility filters for FX portfolios trading: the impact of alternative volatility models. Applied Financial Economics Letters, 2(6), pp. 389-394. ISSN (print) 1744-6546

Dunis, Christian L. and Miao, Jia (2005) Optimal trading frequency for active asset management: evidence from technical trading rules. Journal of Asset Management, 5(5), pp. 305-326. ISSN (print) 1470-8272

Miao, Jia and Dunis, Christian L. (2005) Volatility filters for dynamic portfolio optimization. Applied Financial Economics Letters, 1(2), pp. 111-119. ISSN (print) 1744-6546

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