Qianqiu Liu

Qianqiu Liu is Professor and Chair of the Department of Finance at the Shidler College of Business, University of Hawaii. Holding a PhD in Finance from the Kellogg School of Management, Northwestern University (2003), an MS in Statistics (1996), and a BS in Mathematics (1993) from Wuhan University, he specializes in empirical finance and econometric modeling.

• Education: PhD (Finance) - Kellogg School of Management, Northwestern University (2003); MS (Statistics) - Wuhan University (1996); BS (Mathematics) - Wuhan University (1993)

His research focuses on Empirical Asset Pricing, Financial Econometrics, and Market Microstructure, with recent work analyzing gold as a hedge, short-term return reversals, and momentum strategies. Publications span journals like the Journal of Empirical Finance and Management Science.

Key article trends include high-frequency data applications, commodity-market interactions, and behavioral finance phenomena such as lunar calendar anomalies. Awards highlight both research excellence and teaching recognition in the Master of Financial Engineering program.

• Scientific Awards: DUFE Outstanding Research Achievement Award (2022), CFA Institute Asia Pacific Capital Markets Research Best Paper Award (2014), Mega Holdings Best Paper Award (2012), InFRE Best Paper Award (2010), Shirley M. Lee Research Award (2009), CFP Board of Standards Best Paper Award (2008)

He teaches courses including BUS 314 Business Finance and FIN 655 Financial Forecasting, and his work bridges theoretical finance with practical investment strategies.