Miss Wei Liu


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Wei Liu is currently a PhD candidate in Alliance Manchester Business School at the University of Manchester. Having completed a MSc in Economics and Financial Economics at the University of Nottingham (UK), and a MRes in Financial Econometrics at the University of Manchester, she continued to pursue her PhD studies within the Accounting and Finance research area group.


 Wei has broad interests in Applied Financial Econometrics, Empirical Asset Pricing and Macroeconometrics.

 Her current research focuses on exploring the dynamic relationship between macroeconomic information and stock volatility under the high frequency volatility models; empirical application of such realized volatility models for option pricing in financial markets.

Areas of expertise

  • HG Finance - Empirical Asset Pricing, Financial Econometrics, Time Series Econometrics

Education / academic qualifications

  • 2014 - Master of Research, Economics, The University of Manchester (2012 - 2014)
  • 2011 - Master of Economics, Economics and Financial Economics, University of Nottingham (2010 - 2011)

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Prize: Other distinction

Prize: Prize (including medals and awards)

View all prizes (2)