个人简历

教育经历

2016  英国杜伦大学University of Durham 金融学博士

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

2012  国际工商管理学学士，英国诺丁汉特仑特大Nottingham Trent University

工作经历

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

研究方向

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

讲授课程

金融工程学

研究成果

科研论文

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. 


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.

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.

荣誉与奖励

Nottingham Trent University Scholarship，2009-2010.

Nottingham Trent University “Outstanding Student”，2010.

University of Durham Travel Grant，2013-2016.

社会服务

学术兼职

China Economic Review杂志匿名审稿人