Finance Academics

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Professor

Among the top 1000 authors publishing in the finance literature over the last 50 years, Mike Aitken is also a successful entrepreneur who founded both the CMCRC and its predecessor organisation SIRCA (www.sirca.org.au). Uncanny business acumen led him to establish the SMARTS Group, a private Australian company that set the standard in real-time security market surveillance and sold to NASDAQ-OMX in 2010.

Areas of expertise:Insider Trading, Market Manipulation, Microstructure

Professor

Professor Alex Frino holds a Masters Degree in Finance from the University of Cambridge, England and a PhD in Finance from the University of Sydney. His research specialisation is Mi and he has published almost one hundred articles in scholarly journals including the Journal of Finance, Journal of Banking & Finance, Journal of Portfolio Management and Journal of Futures Markets. He has attracted over $5 million in Australian Research Council funding and leads a successful Cooperative Research Centre funding bid valued at over $100 million.

Areas of expertise:Market Microstructure

Professor

David R. Gallagher is a Professor of Finance at the Macquarie Graduate School of Management, and a Research Director at the Capital Markets CRC Limited. 
 

Areas of expertise:Portfolio management

Professor

Mark Johnson is a Professor of Language Science (CORE) in the Department of Computing at Macquarie University. He was awarded a BSc (Hons) in 1979 from the University of Sydney, an MA in 1984 from the University of California, San Diego and a PhD in 1987 from Stanford University. He held a postdoctoral fellowship at MIT from 1987 until 1988, and has been a visiting researcher at the University of Stuttgart, the Xerox Research Centre in Grenoble, CSAIL at MIT and the Natural Language group at Microsoft Research.

Areas of expertise:Computational Linguisitics

Professor

Frederick (Rick) Harris is the John B. McKinnon Professor of Economics and Finance at the Babcock School, Wake Forest University. Previously, he taught at William and Mary, the University of Texas, and the University of Virginia. Dr. Harris specializes in pricing tactics and security market design and has published in the major journals in economics, finance, and operations.

Areas of expertise:Price discovery, Financial Econometrics

Professor

Professor Steve Satchell is Academic Advisor to Alpha Strategies and numerous other financial organisations, a Fellow of Trinity College, Cambridge, and the Reader in Financial Econometrics at Cambridge University.

Areas of expertise:Econometrics, Risk Measurement, Utility Theory

Professor

Dr. Thomas H. McInish is an author or coauthor of more than one hundred scholarly articles in leading journals such as the Journal of Finance, the Journal of Financial and Quantitative Analysis, the Journal of Portfolio Management, the Review of Economics and Statistics, and the Sloan Management Review.

Areas of expertise:Market Microstructure

Senior Lecturer

Researcher at the Corporate Governance Research Centre (CGRC). My research has specifically focused the effectiveness of recent reforms aimed at improving board independence has affected market liquidity and efficiency. I have also spent some time analysing issues such as board busyness, the information content of director trades, and board diversity.

Supervisor Homepage

Areas of expertise:Corporate Governance, Microstructure, Trading, Valuation

Professor

Professor in Finance and Entrepreneurship • Ontario Research Chair in Economics and Cross Cultural Studies

B.Com. (McGill); M.A. (Queen's); J.D. (UofT); Ph.D (UofT); CFA My research areas span topics that include law and finance, public policy, entrepreneurial finance, venture capital, private equity, IPOs, hedge funds, and exchange regulation and surveillance. I study applied topics and make use of a wide range of empirical methods. My work often involves assessment of regulatory and other policy initiatives towards stimulating market activity.

Areas of expertise:law and finance, public policy, entrepreneurial finance, venture capital, private equity, IPOs, hedge funds, exchange regulation, Surveillance

Professor

Terry Walter is Professor of Finance in the of Discipline of Finance, The University of Sydney Business School and Chief Research Officer and Director of Equities Research at Sirca. His teaching and research interests are in the areas of empirical tests of finance theory as it relates to the behaviour of capital markets, market microstructure, executive compensation, takeovers and mergers and initial public offers, anomalies in empirical capital market evidence, behavioural finance, and the performance and fees structures of mutual funds.

Areas of expertise:Corporate Finance, Market Microstructure

Professor

Professor Lepone completed his Ph.D. at the University of Sydney in 2007. He is actively involved in research in the areas of equity and futures market microstructure, particularly related to the areas of market design and market quality. In particular, he has examined how particular market designs affect market quality, with a significant focus on High Frequency Trading. He has published numerous articles in leading internationally refereed journals, including the Journal of Banking and Finance, Journal of Financial Markets and the Journal of Empirical Finance.

Areas of expertise:Microstructure, Behavioral finance, Derivatives, Event Studies

Professor

Professor Jerry Parwada is the Head of Banking and Finance in the UNSW Business School at the University of New South Wales, Sydney, Australia. Jerry’s doctorate from Edith Cowan University is on the behaviour of asset flows in the investment management industry. His research specialises in funds management and financial markets and has been published in internationally renowned finance journals, including Journal of Accounting ResearchJournal of Financial and Quantitative Analysis and Financial Management.

Areas of expertise:Portfolio management

Associate Professor

Alfonso holds a Laurea in Economia e Commercio (cum laude) from the University of Venice, Italy and an MA and a PhD in Economics, both from the University of California, San Diego. His research interest spans issues in financial econometrics, market design and structure, empirical market microstructure. He has written articles about forecasting models for transaction prices; measures of market liquidity; and methods for comparing and contrasting alternative market structures. Currently, he is studying the effects of market fragmentation on the quality of European markets.

Areas of expertise:Financial Econometrics, Market Microstructure, Regulation

Senior Lecturer

Dionigi holds a Bachelor of Statistics and Actuarial Studies from the University of Calabria, Italy, a Masters in Finance and Economics as well as a PhD in Mathematics from the University of Naples, Federico II, Italy. Dionigi also holds a Diploma in Business and Accounting from the Grimaldi Institute in Italy. Dionigi has held teaching positions at both the University of Sydney, and the University of Calabria. During his time at the University of Sydney, Dionigi taught classes in both Corporate Finance and Derivatives.

Areas of expertise:Corporate Finance, Microstructure

Senior Lecturer

  • Behavioural finance
  • Derivatives
  • Derivatives markets
  • Investor behavior and stock market dynamics
  • Investor trading strategies and behaviour
  • Liquidity
  • Market microstructure
  • Securities market microstructure
  • Stock market liquidity
  • Trading behaviour

Supervisor Homepage

Areas of expertise:Microstructure, Derivatives, Trading

Professor

Stewart Jones' specialist area in research is corporate financial reporting. Over the past decade he has published over 100 scholarly research pieces in financial reporting/accounting, including nearly sixty refereed articles, ten books, and numerous book chapters, working papers and short monographs. Stewart's most recent books are "Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction" published by the Cambridge University Press (UK) and the third edition of "Financial Accounting Theory" published by Cengage Learning, Sydney.

Areas of expertise:Corporate financial reporting

Professor

Petko S. Kalev is a Professor in Finance and the Director of the Centre for Applied Financial Studies (CAFS) — School of Commerce, at the University of South Australia Business School.

Professor Kalev holds a PhD in Financial Econometrics from Monash University, a Master of Science in Statistics from the University of Melbourne and, a Bachelor of Science Degree in Mathematics from the University of Plovdiv. Prior to joining the University of South Australia in February 2010, Professor Kalev worked at the Department of Accounting and Finance, Monash University (1999–2010).

Areas of expertise:Capital Markets, Microstructure, Corporate Finance, Corporate Governance, Market Efficiency, Investments/Funds Management, Behavioural Finance, Quantitative Finance, Special Topics in Time Series, Empirical Economics/Financial Econometrics

Professor

Professor Michayluk obtained his Ph.D. at Louisiana State University in 1998 for his work on intraday price formation and bid-ask spread components of stocks traded on the New York Stock Exchange and the Paris Bourse. David cofounded the International Journal of Managerial Finance and is the current editor.

Areas of expertise:REITs, Market Microstructure

Senior Lecturer

Dr Mollica’s research centres on securities market design, asset selection criteria, quantitative investment research and residential property price dynamics. He is currently working on issues related to high frequency traders, market transparency, institutional execution costs and property marketing strategies.

Supervisor Homepage

Areas of expertise:Market Microstructure, Property, Derivatives

Professor

Professor Fariborz Moshirian is the Director of the Institute of Global Finance (IGF) in the UNSW Australia Business School​, Sydney. The IGF does collaborative research on Systemic risk, financial innovation and global financial stability with NYU, UCLA and has had joint work with the Asian Development Bank, the IMF, the World Bank, PwC and a number of world class research centres. Fariborz was the Bertil Danielsson Professor of Finance for 2006 (the Stockholm School of Economics and Nordea Bank). He is a consultant to the Asian Development Bank.

Areas of expertise:Market Microstructure

Senior Lecturer

Supervisor Homepage

Areas of expertise:Portfolio management

Associate Professor & Chair Discipline

Graham Partington joined the University of Sydney in 2002 and is currently head of the Finance Discipline. He is also a visiting senior research fellow at Bangor University. Over the years he has designed many degree programs in finance and accounting and has taught at universities in Australia, the UK, France, and Canada. He has also developed and run some of the world's largest PhD programs in Finance and Capital Markets. He is a co-author of four textbooks, has published over thirty research papers and has won four best paper prizes.

Areas of expertise:Corporate Finance

Senior Lecturer

Dr. Reuben Segara is a Lecturer of Finance at the University of Sydney. Dr Segara is also a research associate with the Capital Markets Co-Operative Research Centre (CRC) Limited. His research interests and expertise are primarily in the areas of microstructure influences on the performance of equities and derivative markets, investment and risk management and the efficiency of capital markets. Dr. Segara earned his Ph.D. (Finance) from the School of Business at the University of Sydney.

Areas of expertise:Market Microstructure

Professor

Roger is recognised as a leading international auditing researcher whose research interests cover a range of international auditing/assurance issues, aimed at improving audit/assurance quality and making policy recommendations. His current areas of interests include improving the measurement and assurability of corporate reporting, both financial and nonfinancial disclosures. Roger’s research has appeared in the leading journals, including The Accounting Review, Accounting, Organizations and Society, Auditing: A Journal of Practice and Theory and Contemporary Accounting Research.

Areas of expertise:Financial Accounting, Auditor Decision Processes, Financial Disclosure, Accounting, Audit and Assurance standards, Sustainability and Greenhouse Gas Disclosures

Professor

Professor Peter Swan AM FASSA is currently in the School of Banking and Finance, UNSW Australia Business School. He completed his Honours Economics Degree at ANU, his PhD at Monash and after visiting positions at Chicago and Rochester, joined the Economics faculty at ANU, then to a chair at AGSM @ UNSW Business School and established the Finance department at the University of Sydney prior to returning to UNSW.

Areas of expertise:Economics, Market Microstructure, Corporate Governance, Corporate Finance

Associate Professor

P. Joakim Westerholm's teaching and research interests are in the areas of Asset Pricing: with focus on security market microstructure and behavioral finance topics; Corporate Finance: with focus on CEO and Corporate Insider trading strategies and acquisition decisions.

Areas of expertise:Market Microstructure

Senior Lecturer

Dr. Hui Zheng holds a PhD in Finance from the University of Sydney. His research specialization is security market microstructure. He has published in internationally refereed journals including Journal of Banking & Finance, Journal of Futures Markets and The Financial Review. Dr. Zheng has been focusing his research on the latest development of financial markets and practice.

Areas of expertise:Corporate Finance

Professor

Stephen Taylor is Associate Dean - Research and Development and Professor of Financial Accounting at UTS Business School. Prior to joining UTS in 2008, Stephen was a Professor of Accounting at the University of New South Wales (2003-08), where he also served as Acting Associate Dean (Research) in 2005 and 2006. He has previously been a Professor at the University of Sydney, where he served as Director of the Accounting Foundation.

Areas of expertise:Accounting, Corporate Governance, Valuation, Financial Accounting, Accounting disclosure

Professor

Talis Putnins is a Professor in the Finance Discipline Group at UTS and a member of the Quantitative Finance Research Centre. He has also held positions at the Stockholm School of Economics in Riga and the Baltic International Centre for Economic Policy Studies, and has been a Visiting Scholar at Columbia University and New York University. His main research interests include financial markets, market microstructure, market manipulation, insider trading and shadow economies.

Areas of expertise:Microstructure, Price discovery, Short Selling

Senior Lecturer

Senior Lecturer School of Banking & Finance - PhD, University of British Columbia | MSc, University of Southern California | Diploma in Mathematics & Economics, Universität Ulm

Supervisor Homepage

Areas of expertise:Corporate Finance

Lecturer

Sean Foley's research interest lies in the areas of stock market integrity and regulation. Sean's work on integrity has focussed on the impact of insider trading and market manipulation on market quality. His work on regulation has focussed on the impact of the introduction and regulation of dark pools and the impact of high frequency trading on market quality. These research areas are both grounded in the market microstructure literature.

Areas of expertise:Microstructure, dark pools, auctions

Lecturer

Amy Kwan commenced as a Lecturer of Finance at the University of Sydney in 2014. Her research interests are in the areas of market microstructure and corporate finance.

Dr. Kwan received her PhD from the University of New South Wales. She holds Bachelor degrees in Science and Commerce (Honours) from the University of Western Australia. Dr. Kwan has also held visiting research positions at Nasdaq OMX, the Australian Securities and Investments Commission and the University of Memphis.

Areas of expertise:dark pools, Corporate Finance, Market Microstructure

Lecturer

Dr Wong research expertise is in the areas of Accounting and Finance. He specializes in securities market microstructure, bankruptcy and accounting regulations. In particular, he has examined the relationship between cross-border exchanges, the market behaviour of bankrupt firms and how market design and accounting regulation changes affect the quality of securities markets. He has published several articles in leading internationally refereed journals, including the Journal of Business Finance and Accounting.

Areas of expertise:Accounting, Derivatives, Market Microstructure

Professor

Professor Venkataraman specialises in the microstructure of equity, fixed-income and energy markets.  An award winning teacher,  his research has been published in major international finance and accounting journals and featured in industry publications such as The CFA Digest, Wall Street Journal, Barron’s, Financial Times, Economist and Bloomberg News. His work has been influential in guiding regulators in the US and Europe in their policy-making in market microstructure, debt markets and energy markets. His research has won several best paper awards at international conferences.

Areas of expertise:Trading Strategies, Microstructure, Equity, Fixed-Income, Energy Markets

Lecturer

Henry Leung worked as a senior business analyst at BT Financial Group, Deutsche Bank and Commonwealth Securities before joining the University of Sydney. In the process, he has gained extensive knowledge and practical experience in the engineering of large scale trading and dealing systems covering foreign exchange, equities, fixed income and derivatives products. He has published in top tier finance journals such as the Review of Finance and the Journal of Banking and Finance.

Areas of expertise:Corporate Finance, Accounting, Foreign exchange markets

Capital Markets CRC Limited,
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