Fan, M., Kearney, F., Li, Y., & Liu, J. (2025). Optimising Currency Factors. Financial Review, early view. [DOI]

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

Fan, M., Han, X., Li, A., & Liu, J. (2025). Understanding the Performance of Currency Basis‐Momentum. European Financial Management. [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 

Rethinking Currency Factors: The Case for Mean-Variance Optimisation, with Fearghal Kearney, Youwei Li, and Jiadong Liu.

• 2025 EFMA conference, 2025 AsiaFA conference

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