Profile
Dr Jiayu Jin
Lecturer in Finance
- Personal Website: https://sites.google.com/view/jiayu-jin
- Address: Frederick Douglass Centre 3.53
Helix Science Square
Newcastle upon Tyne
United Kingdom
NE4 5TG
Background
Jiayu Jin joined Newcastle University Business School as a Lecturer in Finance in 2024. Prior to this, she completed her PhD and Master's at the University of Manchester. Her research interests lie in empirical asset pricing and financial econometrics, with a current focus on higher moments implied by stochastic volatility models.
Research
Research Interests
- Empirical Asset Pricing
- Financial Econometrics
Working Papers
- "Estimating and Forecasting Skewness Using Affine Stochastic Volatility Models", joint with Kevin Aretz and Yifan Li
- "The Skewness of Discrete Single-Stock Returns", joint with Kevin Aretz and Yifan Li
Teaching
Current Academic Year
- NBS8203 Retail and Investment Banking (M.Sc.)
- ACC3006 International Financial Management (B.S.; Seminar)
- ACC2002 Managerial and Business Economics (B.S.; Seminar)