Fan, M., Kearney, F., Li, Y. and Liu, J., 2025. Rethinking Currency Factors: The Case for Mean-Variance Optimisation. Journal of International Money and Finance, 167, 103636. [DOI]

• 2021 FMA European Doctorial Consortium, 2024 IAF Conference, 2024 FMA European Conference, 2024 FMA Asia/Pacific Conference, 2024 CES Annual Meeting, 2025 AsianFA Annual Conference, 2025 EFMA Annual Meeting, 2025 Nanchang Annual International Finance Conference.

Fan, M., Kearney, F., Li, Y. and Liu, J., 2025. Optimizing Currency Factors. Financial Review, 60(4), pp.1389-1414. [DOI]

• 2024 IAF conference, 2024 FMA Europe conference, 2024 FMA Asia Conference, and 2024 CES Annual Meeting

Fan, M., Han, X., Li, A. and Liu, J., 2025. Understanding the Performance of Currency Basis‐Momentum. European Financial Management, 31(5), pp.1652-1678. [DOI] 

• 2024 EFMA conference

Fan, M., Kearney, F., Li, Y. and Liu, J., (2022). Momentum and the Cross-section of Stock Volatility. Journal of Economic Dynamics and Control, p.104524. [DOI]

• The paper was nominated as a Semifinalist in the Best Paper Awards (Category: Investments) at the FMA 2020 Annual Meeting.

Fan, M., Li, Y., Liao, M. and Liu, J., (2022). A reexamination of factor momentum: How strong is it?. Financial Review, 56(3), pp.585-615.  [DOI]

Fan, M., Li, Y. and Liu, J., (2018). Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches. Research in International Business and Finance, 46, pp.131-140. [DOI]

`Hacking' Multiple Hypothesis Testing Frameworks, with Fearghal Kearney, Youwei Li, and Jiadong Liu.

• 2022 FMA European conference, BAFA 2022, 2023 FMA European conference, XJTLU AI and Big Data in A&F Research, 2023 CES Annual Meeting 

Inflation Momentum, with Xing Han and Jiadong Liu.

Long-run Return Factors: Let's Trace Back to the Victorian Era, with Gareth Campbell, Jiadong Liu, and Le Zheng

Macroeconomic Conditioning of Momentum Profits: Evidence from 155 Years of UK Equity Markets, with Gareth Campbell, Jiadong Liu, and Le Zheng

Do Momentum Crashes Need a Market Index? Evidence from 155 Years of UK Data, with Gareth Campbell, Jiadong Liu, and Le Zheng