Back to Research Profiles Index
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