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
  • High-frequency Data
  • Derivatives
  • Risk Management
  • International Finance


  1. Fan, R., Taylor, S., Sandri, M. Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices Journal of Futures Markets 38 1 83 103
  2. Fan, R., Talavera, O., Tran, V. Social media bots and stock markets European Financial Management
  3. Fan, R., Talavera, O., Tran, V. Social media, political uncertainty, and stock markets Review of Quantitative Finance and Accounting


  • MN-2505 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 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.


  • Untitled (current)

    Student name:
    Other supervisor: Dr Vineet Upreti