Dr Rui Fan

Lecturer, Accounting and Finance

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Research Links

Available For Postgraduate Supervision

About

Rui Fan is a Lecturer in Finance in the Department of Accounting and Finance, Swansea University School of Management. Before joining Swansea University, Rui did his PhD in Finance in Lancaster University Management School.

Areas Of Expertise

Financial Econometrics
Derivatives
Asset Pricing
Empirical Finance
International Finance

Publications

Research Highlights

Fan, R., Talavera, O., & Tran, V. (2022). Social media and price discovery: The case of cross‐listed firms. Journal of Financial Research, 0
https://doi.org/10.1111/jfir.12310, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa59701
Fan, R., Talavera, O., & Tran, V. (2020). Social media, political uncertainty, and stock markets. Review of Quantitative Finance and Accounting, 55, 1137-1153.
https://doi.org/10.1007/s11156-020-00870-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53078
Fan, R., Talavera, O., & Tran, V. (2020). Social media bots and stock markets. European Financial Management, 26(3), 753-777.
https://doi.org/10.1111/eufm.12245, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa51887
Fan, R., Taylor, S., & Sandri, M. (2017). Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices. Journal of Futures Markets, 38(1), 83-103.
https://doi.org/10.1002/fut.21859, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa33240

All Research

Journal Articles

Fan, R., Talavera, O., & Tran, V. (2022). Social media and price discovery: The case of cross‐listed firms. Journal of Financial Research, 0
https://doi.org/10.1111/jfir.12310, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa59701
Fan, R., Talavera, O., & Tran, V. (2020). Social media, political uncertainty, and stock markets. Review of Quantitative Finance and Accounting, 55, 1137-1153.
https://doi.org/10.1007/s11156-020-00870-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53078
Fan, R., Talavera, O., & Tran, V. (2020). Social media bots and stock markets. European Financial Management, 26(3), 753-777.
https://doi.org/10.1111/eufm.12245, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa51887
Fan, R., Taylor, S., & Sandri, M. (2017). Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices. Journal of Futures Markets, 38(1), 83-103.
https://doi.org/10.1002/fut.21859, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa33240

Supervision

Empirical analysis of the relationship between corporate ESG performance and corporate financial performance in the European market. (current)

PhD

Other supervisor: Dr Vineet Upreti

Taught Modules

MN-2066 Investments: Assets; Equities and Bonds

The module is designed to develop an awareness of investments, specifically the asset classes of equities and fixed-income securities.
MN-M002 Principles of International Finance

This module introduces the fundamental concepts and ideas in finance with an emphasis on the application of concepts and theories to real-world financial decisions. Students will also learn how to make use of financial databases such DATASTREAM.