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.
Economics, econometrics, and finance.
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).
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
Financial econometrics (Postgraduate)
Financial economics (Postgraduate)
Financial statistics and econometrics (Postgraduate)
English for finance (MBA module)
Corporate finance (MBA module)
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*)
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*)
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*)
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*)
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
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
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
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
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
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.
Economics, econometrics and finance.
- 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
- Commodity shocks and the macroeconomy IEEE Symposium on Analytics and Risk 2015-08-14