Biography

Dr. Jiajing Sun holds a PhD (Management Studies) from the University of Liverpool, a MSc (Economics) from the University of Edinburgh. Prior to joining the School of Economics and Management of the University of the Chinese Academy of Sciences, she worked for one year as an assistant professor in the Management School, University of Liverpool. Her research interests incorporate econometrics, and its application in finance and economics, and a diverse range of issues connected to the society and governance of China. She holds the Chartered Financial Analyst (CFA) credential and possesses a strong understanding of advanced investment analysis and real-world portfolio management skills. 


部门/实验室:经济与管理学院

Research Areas

Economics, econometrics, and finance. 

Education

October 2007 - July 2011, Management School, University of Liverpool, PhD Management Studies (Econometrics). 

September 2004 - November 2005, College of Humanities and Social Science, MSc in Economics.   

September 2001 - July 2004, Tianjin University of Finance and Economics, Bachelor's Economics (I finished four years undergraduate programme within three years).

Experience


Work Experience

November 2018 –, Associate Professor at School of Economics and Management, University of Chinese Academy of Sciences

February 2016 – January 2017, Visiting Fellow at Department of Economics and Related Studies, University of York

March 2013 – November 2018, Assistant Professor at School of Economics and Management, University of Chinese Academy of Sciences

September 2011 – December 2012, Assistant professor at Management School, University of Liverpool

March 2006 – September 2007, Assistant Professor at School of Economics and Management, Tianjin University of Science and Technology



Teaching Experience

Financial econometrics (Postgraduate)

Financial economics (Postgraduate)

Financial statistics and econometrics (Postgraduate)

English for finance (MBA module)

Corporate finance (MBA module)


Publications


Papers

  1. Sun, J., Cole, M., Huang, Z., & Wang, S. (2018). Chinese leadership: Provincial perspectives on promotion and performance. Environment and Planning C: Politics and Space, DOI: 10.1177/2399654418791580. Available at https://journals.sagepub.com/doi/abs/10.1177/2399654418791580 (SSCI, ABS 3*) 

  2. Cui, W., Cheng, H., & Sun, J. (2018). An RKHS-based approach to double-penalized regression in high-dimensional partially linear models. Journal of Multivariate Analysis, 168, 201-210. Available at https://www.sciencedirect.com/science/article/pii/S0047259X17301513 (SCI, ABS 3*)

  3. Sun, J., & McCabe, B. P. (2013). Score statistics for testing serial dependence in count data. Journal of Time Series Analysis, 34(3), 315-329. Available at https://onlinelibrary.wiley.com/doi/abs/10.1111/jtsa.12014 (SCI, ABS 3*)

  4. Li, Z., Sun, J., & Wang, S. (2013). An information diffusion-based model of oil futures price. Energy Economics, 36, 518-525. https://www.sciencedirect.com/science/article/pii/S0140988312002587 (SSCI, ABS 3*)

  5. Sun, J., Chernick, M. R., & LaBudde, R. A. (2011). A bootstrap test for comparing two variances: simulation of size and power in small samples. Journal of biopharmaceutical statistics, 21(6), 1079-1093. Available at https://www.tandfonline.com/doi/abs/10.1080/10543406.2011.611082

  6. Gunter, L., Chernick, M., & Sun, J. (2011). A simple method for variable selection in regression with respect to treatment selection. Pakistan Journal of Statistics and Operation Research, 7(2-Sp). Available at http://www.pjsor.com/index.php/pjsor/article/view/311

  7. Tickle, A. J., Sun, J., Smith, J. S., & Wu, Q. H. (2008, April). Feasibility of a morphological forensic document recovery system for burnt documents on field programmable gate arrays (FPGA). In Visual Information Processing XVII (Vol. 6978, p. 69780W). International Society for Optics and Photonics. Available at https://www.spiedigitallibrary.org/conference-proceedings-of-spie/6978/69780W/Feasibility-of-a-morphological-forensic-document-recovery-system-for-burnt/10.1117/12.777391.short

  8. Tickle, A. J., Sun, J., Gan, L., & Smith, J. S. (2008, September). Feasibility of an encryption and decryption system for messages and images using a Field Programmable Gate Array (FPGA) as the portable encryption key platform. In Optical Design and Engineering III (Vol. 7100, p. 71002N). International Society for Optics and Photonics. Available at https://www.spiedigitallibrary.org/conference-proceedings-of-spie/7100/71002N/Feasibility-of-an-encryption-and-decryption-system-for-messages-and/10.1117/12.797732.short


Book Chapters

  1. Li, Z., Sun, J., & Cole, M. (2015). Mechanisms and Performance of Chinese Bear Markets and Policy Suggestions. In: Li, Z., & Cheng, S. (eds.) The Chinese Stock Market Volume II (pp. 125-189). Palgrave Macmillan, London, UK. Available at https://link.springer.com/chapter/10.1057/9781137464699_3

  2. Li, Z., & Sun, J. (2015). Mechanisms and Performance of Chinese Bear Markets and Policy Suggestions. In: Li, Z., & Cheng, S. (eds.) China's stock market review and outlook: 2002-2013; Science Press, Beijing, China.




Research Interests

Economics, econometrics and finance. 

Conferences

  1. RKHS-based approach to SCAD-penalized regression in high-dimensional partially linear models   9th of ERCIM WG on Computational and Methodological Statistics; 10th International Conference on Computational and Financial Econometrics   2016-12-09
  2. Commodity shocks and the macroeconomy    IEEE Symposium on Analytics and Risk   2015-08-14

Collaboration

   

Students

   

Honors & Distinctions