Projects per year
Personal profile
Biography
Dr Yin Liao is Associate Professor in Finance and Research Director at Department of Applied Finance. She joined Macquarie University from July, 2019. Prior to that, she held position at the Australian National University and Queensland University of Technology. She received a Mater in Economics and a PhD in Financial Econometrics from the Australian National University in 2011.
Dr Liao's main research interests are in the areas of FinTech, Household Finance, Sustainable Finance, and Financial Econometrics. Her research publications have appeared in internationally renowned academic journals, including Management Science, Journal of Financial and Quantitative Analysis, Journal of Business and Economic statistics, Journal of Development Economics, Journal of Banking and Finance, Journal of Economic Dynamics and Control, and Energy Economics, etc. She has worked extensively in analysing personal and small businesses' big data, has collaborated with many industry partners, such as brokerage house and FinTech firms.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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MQ FCRC: Privacy Analyses for Financial Transaction Data Communications Protocol
Fernandes, N., Liao, Y. & Bu, D.
31/08/23 → 31/08/24
Project: Research
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MQBS-e61RPS: Measuring and Monitoring Australian Household Financial Distress in Real Time
Liao, Y., Bu, D., Haliassos, M., Pagel, M., Zhang, X., La Cava, G. & Garvin, N.
10/08/23 → 10/08/24
Project: Research
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MQ Industry LP: Educating Retail Investors for Impact Investing
Bu, D., Liao, Y., Smith, T., Linnenluecke, M., Cai, C., Mollica, V., Singh, A., Cao, L. & Peng, C.
1/09/22 → 31/12/25
Project: Research
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MQRAS R1 22: The Feedback Effect of Banks’ Personal Carbon Tracking Solution
1/08/22 → 31/12/23
Project: Research
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ARC LP: Creating Sustainability-Oriented Fintech Lending Platforms in Australia
Smith, T., Linnenluecke, M., Liao, Y. & Bu, D.
28/08/21 → 2/08/24
Project: Research
Research Outputs
- 31 Article
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Deferred pay: compliance and productivity with self-selection
Sheedy, E., Zhang, L. & Liao, Y., Sept 2023, In: Journal of Banking and Finance. 154, p. 1-24 24 p., 106657.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)4 Downloads (Pure) -
Dynamic Tobit models
Harvey, A. & Liao, Y., Apr 2023, In: Econometrics and Statistics. 26, p. 72-83 12 p.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus) -
The geopolitical risk premium in the commodity futures market
Cheng, D., Liao, Y. & Pan, Z., Aug 2023, In: Journal of Futures Markets. 43, 8, p. 1069-1090 22 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)27 Downloads (Pure) -
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W., Bu, D., Gibberd, A., Liao, Y., Wen, T. & Li, E., Sept 2023, In: Journal of Empirical Finance. 73, p. 220-237 18 p.Research output: Contribution to journal › Article › peer-review
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An oil futures volatility forecast perspective on the selection of high-frequency jump tests
Li, X., Liao, Y., Lu, X. & Ma, F., Dec 2022, In: Energy Economics. 116, p. 1-18 18 p., 106358.Research output: Contribution to journal › Article › peer-review
4 Citations (Scopus)
Impacts
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Creating Sustainability-Oriented Fintech Lending Platforms in Australia
Di Bu (Participant), Tom Smith (Participant), Martina Linnenluecke (Participant) & Yin Liao (Participant)
Impact: Environment impacts
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Empowering Retail Investors for a Greener Future: The Pivotal Role of Environmental Literacy Education in Sustainable Investing
Di Bu (Participant), Yin Liao (Participant), Tom Smith (Participant), Vito Mollica (Participant), Cynthia Cai (Participant) & Abhay Singh (Participant)
Impact: Environment impacts, Policy impacts, Economy impacts