School for Business and Society
Kexin Liu
- PhD student
Profile
Thesis supervisors
Thesis Title
The impact of policy uncertainty on the stock market and cryptocurrency market and finding factors affecting cryptocurrency
Biography
Biography
Kexin Liu graduated with an MSc in Investments from the University of Birmingham in 2020. After that, she entered HSBC and held the position of Universal Banker in 2021. Currently, Kexin is a PhD candidate at the University of York, focusing on the relationship between the stock market and the cryptocurrency market based on geopolitical instability factors, and she uses traditional time series and machine learning models to predict cryptocurrency prices. In addition, she has studied the signals of ESG tokens in Initial Coin Offerings.
Research
Research Topic
Stock and cryptocurrency market volatility spillovers
Research interests
- Volatility Spillover Effect
- Prediction
- Hedge
- Safe Haven
- ICO
Publications
Publications
Papers
Liu,K., Manahov,V.,Stafylas,D. (2025). A note on the relationship between stock market volatility and cryptocurrencies: New evidence from China – U.S. trade frictions. Journal of Futures Markets (3*)
Liu,K., Manahov,V.,Stafylas,D. (2025). An investigation into the relationship between cryptocurrency active addresses and prices during major geopolitical conflicts. The European Journal of Finance (3*), accepted – forthcoming
Book
Liu,K., Manahov,V.,Stafylas,D. (2025). China-US Trade Frictions, Stock Markets, and Cryptocurrencies. Eliva Press. ISBN-13: 978-9999331845.
