Research Profiles for School of Banking and Finance Staff

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AITKEN, Prof Michael
CEO - Capital Markets Cooperative Research Centre

  • B Bus (Hons) Massey University M Bus Massey University PhD UNSW
  • Email: aitken@cmcrc.com
  • Research
    • Security Market Design (Microstructure) with a special interest in the design of electronic surveillance systems
  • Start Date:
  • Personal Webpage

BALZER, Prof Les
Professor,
Funds Management Program Co-ordinator,
Finance Coop Program Co-ordinator

  • Phone: +61 2 9385 7931
  • Email: l.balzer@unsw.edu.au
  • Office: QUAD 3025
  • Research
    • Investment risk and utility
    • Optimal portfolio construction involving
      • Downside risk measures
      • Multiple objectives
      • Multiple time periods
    • Optimal execution & transition management in equity markets
    • Hedge funds
      • Return drivers & risk factors
      • Optimal asset allocation to hedge funds
      • Manager selection & funds of hedge funds
    • Application of dynamic systems & control theory to investment
  • Start Date: 27/01/2004

BHAR, A/Prof Ramaprasad
Associate Professor of Finance,
Faculty Research Management Committee

  • BSc (Hons) BTech MTech Calcutta, MASc Waterloo, MBA PhD UTS
  • Phone: +61 2 9385 4930
  • Email: r.bhar@unsw.edu.au
  • Office: QUAD 3056A
  • Research Fields:
    • Quantitative Finance
    • Advanced Econometrics
    • Computational Issues
  • Current Research Interests:
    • Hidden Markov Models
    • Estimation of Stochastic Volatility Models
    • State Space Models with Markov Switching
    • Non-fundamental Component of Asset Price
    • Dynamic Bayesian Algorithm
    • Portfolio Flows and Its Impact on Asset Prices
    • Independent Component Analysis for Factor Models
  • Start Date: 01/07/2000
  • Personal Web Page:

BROWN, Prof Philip
Professor

  • Phone: +61 2 9385 6109
  • Email: philip.brown@unsw.edu.au
  • Office: QUAD 3121
  • Research Fields:
    • Disposition effect
    • Stock price clustering
    • Accuracy and bias in security analysts’ earnings and dividend forecasts

BLANCHFLOWER, Mr Christopher
Adjunct Academic Staff


CHEN, Mr Zhian
Lecturer

  • BEng SHMTU, MCom Syd
  • Phone: +61 2 9385 5878
  • Email: zhianchen@unsw.edu.au
  • Office: QUAD 3051
  • Research
    • Corporate governance
    • Market microstructure
    • Chinese equity market
  • Start Date: 27/01/2004

COLWELL, Dr David
Senior Lecturer

  • BSc MSC Simon Fraser, Ph.D. (maths) Ph.D. (finance), Alberta
  • Phone: +61 2 9385 5851
  • Email: d.colwell@unsw.edu.au
  • Office: QUAD 3065
  • Research
    • Quantitative finance
    • Derivative securities
    • Fixed income securities and interest rate derivatives
    • Financial applications of Stochastic Calculus
  • Start Date: 28/07/1997

CUMMING, A/Prof Douglas
Associate Professor of Finance,
Director of MCom (Hons) Studies


EDWARDS, Mr Vic
Senior Lecturer,
Director of Asia Pacific Financial Research Centre

  • BEc (Hons) Syd, MEc Macq, AAIBF (Snr)
  • Phone: +61 2 9385 5860
  • Email: v.edwards@unsw.edu.au
  • Office: QUAD 3047
  • Research
    • Payment Cards and the Payment System
    • Financial Management of financial institutions
    • The impact of new information technology on financial institutions    
    • Credit monitoring systems
  • Start Date: 10/03/1975

ESTCOURT, Mr Robert
Adjunct Academic Staff


EVANS, A/Prof John
Associate Professor,
Director of Master of Finance Program

  • Phone: +61 2 9385 4924
  • Email: john.evans@unsw.edu.au
  • Office: QUAD 3061A
  • Research
    • Reliability of forward predictions for capital markets
    • Analysis of securitization market in Australia

FELDMAN, A/Prof David
Associate Professor of Financial Economics


FONG, Dr Kingsley
Senior Lecturer

  • BCom (Hons) UNSW, PhD Syd
  • Phone: +61 2 9385 4932
  • Email: k.fong@unsw.edu.au
  • Room: QUAD 3024
  • Research
    • Market microstructure
    • Valuation and behavioural finance
    • Investment strategies
    • Investment funds performance measurement, benchmarking and evaluation
  • Start Date:
  • Personal Webpage

FOSTER, Prof Doug
Professor,
Director of MCom Studies,
Faculty Research Management Committee

  • Phone: +61 2 9385 7313
  • Email: fd.foster@unsw.edu.au
  • Office: QUAD 3061
  • Research
    • Asset pricing
    • Information economics
    • Market design
    • Risk management

GALLAGHER, A/Prof David
Associate Professor of Finance,
Director of Finance Co-op Program,
Funds Management Program Coordinator

  • BEc Macq MCom W'gong PhD Syd
  • Phone: +61 2 9385 4291
  • Email: david.Gallagher@unsw.edu.au
  • Office: QUAD 3031B
  • Research
    • Investment Management
      • Performance measurement
      • Portfolio configuration and trading strategies
      • Risk management
      • Corporate governance and incentive arrangements
    • Market Microstructure
    • Behavioural Finance
  • Start Date: 07/01/2002
  • Personal Web Page

GOSLING, Dr Susan
Adjunct Academic Staff


GUIDO, Dr Ron
Lecturer

  • BEc(Hons) Syd PhD AGSM, UNSW
  • Phone: +61 2 9385 5862
  • Email: r.guido@unsw.edu.au
  • Office: QUAD 3063
  • Research
    • Asset Pricing
    • Market Microsturcture
    • Financial Econometrics
    • Bayesian Statistics and Markov Chain Monte Carlo Methodology
  • Start Date 1/11/2002

HENKER, Mrs Julia
Lecturer,
Career Day, Open Day and HSC Day Co-ordinator

  • BS MBA University of Massachusetts
  • Phone: +61 2 9385 4280
  • Email: j.henker@unsw.edu.au
  • Office: QUAD 3058
  • Research
    • Behavioural finance and asset pricing
    • Characteristics of individual investor trading
    • Individual investor impact on market prices
  • Start Date: 12/07/1999

HENKER, Dr Thomas
Senior Lecturer,
Director of Undergraduate Studies,
Career Day, Open Day and HSC Day Co-ordinator,
Database Development and Management,
Faculty Standing Committee

  • MBA PhD University of Massachusetts
  • Phone: +61 2 9385 5854
  • Email: t.henker@unsw.edu.au
  • Office: QUAD 3060
  • Research
    • Market microstructure
    • Alternative investment instruments
  • Start Date: 15/06/1999
  • Personal Webpage

HOOPER, Dr Vince
Senior Lecturer,
Dean's Unit

  • BA PhD Plymouth
  • Phone: +61 2 9385 4659
  • Email: v.hooper@unsw.edu.au
  • Office: QUAD 2062
  • Research
    • Emerging Capital Markets:
      • Multidimensional scaling applications in asset pricing
      • Country risk rating models using intraday equity and bond data
      • Capital flow reversals across international frontiers
      • Corporate governance/Legal system path dependency with jumps and reversions
      • Supranational, Regional, Governmental, NGO Instititutions for facilitating optimal capital allocation both within a globalised and localised context
      • Small Island and Metro Country financial Sector development
      • Open and closed financial systems, entropy and volatility
  • Start: 01/01/1999
  • Personal Web Page

KIM, A/Prof Suk-Joong
Associate Professor,
Associate Head of School,
Director of Undergraduate Honours Program

  • BEc Macq, MEc PhD Syd
  • Phone: +61 2 9385 4278
  • Email: s.kim@unsw.edu.au
  • Office: QUAD 3061
  • Research
    • International finance
    • Foreign exchange intervention
    • International financial market linkages
  • Start Date: 01/02/1996
  • Personal Web Page

KOHN, Prof Robert
Professor

  • Phone: +61 2 9385 2150
  • Email: r.kohn@unsw.edu.au
  • Office: John Goodsell 222
  • Research
    • Bayesian methodology
    • Variable selection and model averaging; Nonparametric regression models
    • Time series modeling
    • Multivariate Gaussian and non-Gaussian regression
    • Markov chain Monte Carlo simulation algorithms
  • Personal Web Page

LI, Dr Donghui
Senior Lecturer

  • BEc Wuhan, MCom PhD UNSW
  • Phone: +61 2 9385 5873
  • Email: donghui@unsw.edu.au
  • Office: QUAD 3070
  • Research
    • Firm bankruptcy
    • Investment banking
    • International finance
    • Risk and insurance
    • Initial public offerings
    • Chinese capital market
    • Mergers and acquisitions (M&As)
    • Managerial compensation
    • Diversification and globalisation
    • Institutional shareholding and firm value
    • Chinese and Australian Corporate Governance
  • Start Date: 01/12/1997
  • Personal Web Page

LIU, Dr Raymond
Lecturer, Library Liaison Officer

  • Phone: +61 2 9385 5852
  • Email: wmr.liu@unsw.edu.au
  • Office: QUAD 3050
  • Research
    • Market Microstructure
    • Political economy

MOSHIRIAN, Prof Fariborz
Professor of Finance,
International Finance Program Co-ordinator,
Conference Covenor,
Director of Postgraduate Research Studies

  • BA Tas, MEc PhD Monash, DipEc UNE
  • Phone: +61 2 9385 5859
  • Email: f.moshirian@unsw.edu.au
  • Office: QUAD 3064
  • Research
    • International finance
    • Multinational financial management
    • Asian financial markets
  • Start Date: 02/07/1990

NGUYEN, Dr Pascal
Senior Lecturer,
Library Liaison Officer

  • BA, MA Mathematics U. Paris, PhD ESSEC-IAE Aix
  • Phone: +61 2 9385 5773
  • Email: pascal@unsw.edu.au
  • Office: QUAD 3071
  • Research
    • Quantitative Finance
    • Corporate financial decisions
    • Asset allocation and risk management
    • Portfolio Management
  • Start Date: 15/09/2003

OWEN, Dr Sian
Lecturer,
Assistant Directors of Undergraduate Studies,
Career Day, Open Day & HSC Day Coordinators

  • BSc (Hons) Leicester MSc PhD Brunel
  • Phone: +61 2 9385 4412
  • Email: sian.owen@unsw.edu.au
  • Office: QUAD 3057
  • Research
    • Mergers and acquisitions
    • Behavioural Finance
    • Initial Public Offerings
    • Bankruptcy
    • Behavioural finance
  • Start Date: 03/02/2003
  • Personal Web Page

PARWADA, Dr Jerry T
Senior Lecturer,
Library Liaison Officer,
Co-op Programme Co-ordinator

  • B.Com (First Class Hons) NUST (Zimbabwe); MBA Ecowan; PhD ECowan
  • Phone: +61 2 9385 7936
  • Email: j.parwada@unsw.edu.au
  • Office: QUAD 3049
  • Research
    • Investment management industry
    • Investor behaviour
    • Emerging financial markets
  • Start Date: 01/07/2003
  • Personal Web Page

PETERSON, Mr John
Adjunct Academic Staff


PHAM, Dr Peter
Senior Lecturer,
Information Technology Committee,
Database Development and Management,
WWWeb Teaching Resource Co-ordinator

  • Phone: +61 2 9385 5952
  • Email: p.pham@unsw.edu.au
  • Office: QUAD 3040
  • Research
    • Corporate governance
    • Ownership structure
    • Initial Public offerings

PHAM, A/Prof Toan My
Associate Professor of Finance,
Associate Head of School, Banking Program Co-ordinator,
Faculty Timetable Committee,
Interfaculty Timetables and Accommodation Committee,
Database Development and Management,
WWWeb Teaching Resource Co-ordinator

  • BEc Tas, MCom PhD UNSW
  • Phone: +61 2 9385 5869
  • Email: t.pham@unsw.edu.au
  • Office: QUAD 3053
  • Research
    • Corporate finance: capital structure decisions and dividend decisions
    • Term structure of interest rates
    • Derivative securities
    • International corporate leverage
    • Dividend policy, mergers and acquisitions
    • Foreign exchange risk
    • Vietnamese banking and financial system
  • Start Date: 30/08/1974
  • Personal Webpage

POWELL, Dr Ronan
Senior Lecturer,
Database Development and Management

  • BA Ulster, MSc PhD Essex
  • Phone: +61 2 9385 4925
  • Email: r.powell@unsw.edu.au
  • Office: QUAD 3022
  • Research
    • Takeovers and other forms of corporate restructuring
    • Corporate governance and agency theory
    • Economic aspects of accounting and valuation
    • Corporate cash holdings
    • Capital structure and information asymmetry
  • Start Date: 02/01/2001
  • Personal Web Page

REEVES, Dr Jonathan
Senior Lecturer

  • BCom MPhil (Mathematics) Ackl, PhD Queen's
  • Phone: +61 2 9385 5874
  • Email: reeves@unsw.edu.au
  • Office: QUAD 3068
  • Research
    • Empirical finance
    • Financial Econometrics
    • Value-at-Risk
    • Asset pricing
    • International Finance
    • Quantitative Finance
    • Risk Management
  • Start Date: 07/05/2001
  • Personal Web Page

SHARPE, Prof Ian Gayford
Honorary Professor

  • BS, SIl, MA PhD Stan, AAIBF (Snr)
  • Phone: +61 2 9385 5856
  • Email: i.sharpe@unsw.edu.au
  • Office: QUAD 3038
  • Research
    • Banking and bank regulation
    • Corporate finance
    • Determinants of loan/bond contract terms
    • Efficiency of financial institutions
    • Debt structure of Asian firms & Asian banking
  • Start Date: 02/09/1985

SIM, A/Prof Ah-Boon
Associate Professor of Finance,
Director of Undergraduate Studies,
Director of MCom Studies

  • BA (Hons) MA PhD Concordia
  • Phone: +61 2 9385 5868
  • Email: a.sim@unsw.edu.au
  • Office: QUAD 3052
  • Research
    • Financial econometrics
    • International finance
    • Portfolio management
    • Risk management
    • Term structure of interest rates
    • Time series models
    • Stock price dynamics
  • Start Date: 07/08/1989

SUCHARD, Dr Jo-Ann
Senior Lecturer,
Director of MCom (Hons) Studies,
Faculty Standing Committee

  • BCom N’cle (NSW), MCom(Hons) PhD UNSW
  • Phone: +61 2 9385 5876
  • Email: j.suchard@unsw.edu.au
  • Office: QUAD 3063
  • Research
    • Capital raising : IPOs, SEOs, venture capital
    • Corporate governance
  • Start Date: 12/02/1990

SWAN, Prof Peter
Scientia Professor,
ARC Professorial Fellow,
Director of Postgraduate Research Studies

  • BEc (Hons) ANU, PhD Monash, FASSA
  • Phone: +61 2 9385 5871
  • Email: peter.swan@unsw.edu.au
  • Office: QUAD 3042
  • Research
    • Asset pricing
    • Corporate governance
    • Executive compensation
    • Market microstructure
  • Personal Web Page

WALSH, Dr Kathy
Lecturer

  • Phone: +61 2 9385 5884
  • Email: k.walsh@unsw.edu.au
  • Office: QUAD 3031A
  • Research
    • Asset Pricing
    • Bayesian Analysis
    • Regime Switching

WALTER, Prof Terry
Professor,
Head of School,
Director of Postgraduate Research Studies

  • BCom Qld, PhD UWA
  • Phone: +61 2 9385 5858
  • Email: t.walter@unsw.edu.au
  • Office: QUAD 3037
  • Research
    • Empirical tests of finance theory as it relates to the behaviour of capital markets
    • Market microstructure
    • Takeovers and mergers and initial public offers
    • Anomalies in empirical capital market evidence
    • Behavioural finance
    • Performance of mutual funds
    • Changes in shareholder ownership and information releases
  • Start Date: 1/02/2002

WANG, Dr Jian-Xin
Senior Lecturer,
Assistant Director of Undergraduate Honours Program,
Administration of Prizes,
WWWeb Teaching Resource Co-ordinator,
Seminar Series Organiser

  • BS Tsinghua, MA Kansas, PhD Northwestern
  • Phone: +61 2 9385 5863
  • Email: jx.wang@unsw.edu.au
  • Office: QUAD 3074
  • Research
    • Trading mechanisms and price discovery in financial markets
    • Asian emerging capital markets
  • Start Date: 14/02/1994

WONG, Dr Kathryn
Lecturer

  • BBus (Hons) Monash PhD Sydney
  • Phone: +61 2 9385 7886
  • Email: k.wong@unsw.edu.au
  • Office: QUAD 3041
  • Research
    • Role of trading participants in the capital markets
    • Initial public offerings
    • Market microstructure
    • Empirical analysis of capital market anomalies
    • Securities market regulation
    • Behavioural finance
  • Start Date: 12/5/2003

WOOD, Dr Justin
Adjunct Academic Staff


YANG, Dr Li
Senior Lecturer,
Working Paper Co-ordinator,
Grievance Officer

  • MS Tsinghua, PhD Univerisity of Illinois
  • Phone: +61 2 9385 5857
  • Email: l.yang@unsw.edu.au
  • Office: QUAD 3059
  • Research
    • Futures trading and hedging
    • Contract design and its effects on the underlying markets
    • Option valuation
    • Risk management
    • Derivative markets
  • Start Date: 17/10/1996

YAWSON, Dr Alfred
Lecturer,
Working Paper Co-ordinator

  • BSc (Hons) Uni. of Ghana, MSc, PhD (Queen’s, UK)
  • Phone: +61 2 9385 4900
  • Email: a.yawson@unsw.edu.au
  • Office: QUAD 3067
  • Research
    • Corporate finance:
      • Takeovers, Divestitures and Bankruptcies
      • Interrelationship between corporate restructuring events
      • Industry effects in corporate restructuring events
    Start Date: 16/01/2003

YIP, Dr Henry
Lecturer,
International Exchange and Study Abroad Adviser,
OH&S Faculty Committee

  • BEc (Hons) Macq, PhD UNSW
  • Phone: +61 2 9385 5870
  • Email: h.yip@unsw.edu.au
  • Office: QUAD 3062
  • Research
    • Bid-ask spreads
    • Causality
  • Start Date: 16/03/1994

ZEIN, Dr Jason
Lecturer

  • BCom (Hons), PhD UNSW
  • Phone: +61 2 9385 5875
  • Email: j.zein@unsw.edu.au
  • Office: QUAD 3039
  • Research
    • International finance
    • International banking
    • Corporate finance
    • Forecasting volatility in financial markets
  • Start Date: 1/11/2002
  • Personal Web Page