Michael Aitken
Capital Markets Cooperative Research Centre

Phone 8088 4200

Research Areas: Security market design with a particular interest in market integrity assessment and the design of information systems for real-time fraud detection

Les Balzer
Visiting Academic

Australian School of Business Room 349, Phone 9385 5856

Research Areas: Investment risk and utility, Optimal portfolio construction, Optimal execution and transition management in equity markets, Hedge funds, Application of dynamic systems and control theory to investment

Ramaprasad Bhar
Associate Professor of Finance, School Student Ethics Officer, Australian School of Business Research Management Committee

Australian School of Business Room 363, Phone 9385 4930

Research Areas: 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, Credit risk modelling, Modelling stachastic conditional durations and its implementation using QMLE as well as Monte Carlo likelihood method

Zhian Chen
Senior Lecturer, School Library Liaison Officer

Australian School of Business Room 364, Phone 9385-5878

Research Areas: Corporate finance, Corporate governance, Market microstructure, Chinese equity markets

David Colwell
Senior Lecturer

Australian School of Business Room 367, Phone 9385 5851

Research Areas: Quantitative finance, Derivative securities, Fixed income securities and interest rate derivatives, Financial applications of Stochastic Calculus

Vic Edwards
Senior Lecturer, Teaching & Learning Committee

Australian School of Business Room 353, Phone 9385 5860

Research Areas: Payment cards and payment systems, Financial management of financial institution, Credit monitoring systems

David Feldman

Professor; Associate Head of School, Research; Director of Post Graduate Research Studies

Australian School of Business Room 335, Phone 9385-5748

Research Areas: Investments, Asset pricing, Incomplete information, Statistical estimation-filtering, The term structure of interest rates, Derivatives, Information economics, Real estate finance/economics, Law and finance/economics

Kingsley Fong
Senior Lecturer, Alumni Co-ordinator, Working Paper Series, Seminar Co-ordinator

Australian School of Business Room 311, Phone 9385 4932

Research Areas: Market microstructure, Investment strategies, Funds management

Ning Gong

Senior Lecturer

Australian School of Business Room 359A, Phone 9385 5754

Thomas Henker
Senior Lecturer, Australian School of Business Standing Committee, Database Development and Management, Head of School Advisory Committee

Australian School of Business Room 348, Phone 9385 5854

Research Areas: Market microstructure, Alternative investments, Portfolio management

Julia Henker
Senior Lecturer, Teaching & Learning Committee

Australian School of Business Room 347, Phone 9385 4280

Research Areas: Behavioural finance, asset pricing in behavioural finance

Andrew Hingston

Adjunct Lecturer

Australian School of Business Room 350, Phone 9385 5853

Vince Hooper
Senior Lecturer

Australian School of Business Room 368, Phone 9385 5984

Research Areas: Emerging capital markets

Suk-Joong Kim
Associate Professor, Director of Postgraduate Studies

Australian School of Business Room 317, Phone 9385-4278

Research Areas: International finance, Foreign exchange intervention, International financial market linkages

Anatoly Kirievsky

Adjunct Lecturer

Australian School of Business Room 350, Phone 9385 5853

Robert Kohn
Professor

Australian School of Business Level 4, Room TBA, Phone 9385 2150

Research Areas: Bayesian methdology, Variable selection and model averaging, Nonparametric regression models, Time series modeling, Multivariate Gaussian and non-Gaussian regression, Markov chain Monte Carlo simulation algorithms

Recent Achievement: Elected as a 2005 Fellow of the American Statistical Association for outstanding contributions in time series analysis, Bayesian inference and statistical computing; and for distinguished administrative and educational service

Chunhua Lan

Senior Lecturer

Australian School of Business Room 308, Phone 9385 5952

Research Areas: Portfolio Choice, Asset Pricing Models, Risk Management        

Donghui Li

Associate Professor, International Exchange & Study Abroad Adviser

Australian School of Business Room 342, Phone 9385 5873

Research Areas: Corporate finance, Firm bankruptcy, Investment banking, Initial public offerings, Mergers and acquisitions (M&As), Managerial compensation, Diversification and globalisation, International finance, Risk and insurance, Chinese financial market

Jackie Liu

Adjunct Lecturer

Australian School of Business Room 350, Phone 9385 5853

Fariborz Moshirian
Professor of Finance, International Finance Program Co-ordinator, Conference Covenor

Australian School of Business Room 318, Phone 9385 5859

Research Areas: International finance, Corporate governance, Multinational financial management, International banking and Asia Pacific financial markets integration

Natalie Oh

Senior Lecturer, Coordinator Finance (Hons) Co-op Program

Australian School of Business Room 338, Phone 59883

Research Areas: Market microstructure, Behavioural finance, Emerging markets

Sian Owen
Senior Lecturer, Director Undergraduate Honours Program

Australian School of Business Room 343, Phone 9385 4412

Research Areas: Mergers and acquisitions, Initial public offerings, Divestitures, Long and short term firm performance after equity issues, Behavioural finance

Jerry T Parwada
Associate Professor; Assistant Director, Master of Finance; Assistant Director, Master of Financial Analysis

Australian School of Business Room 341, Phone 9385 7936

Research Areas: Funds management, international capital flows, financial markets and institutions

Toan My Pham
Associate Head of School, Associate Professor of Finance, Director of Master of Financial Analysis Program, Director of Master of Finance Program

Australian School of Business Room 313, Phone 9385 5869

Research Areas: Corporate finance, Interest rate, Exchange rate, Stock return volatility

Ronan Powell
Senior Lecturer, Director of Postgraduate Studies, Teaching & Learning Committee, Australian School of Business Education Committee

Australian School of Business Room 361, Phone 9385 4925

Research Areas: Takeovers: modelling, prediction and wealth effects; International corporate governance; Capital structure, dividend policy and pricing; Cash holdings; Taxation issues related to imputation; Economic aspects of accounting measurement, reporting and quality

Jonathan Reeves
Senior Lecturer, Funds Management Program Coordinator

Australian School of Business Room 369, Phone 9385 5874

Research Areas: Financial econometrics, Risk management, International finance

Ian Gayford Sharpe
Emeritus Professor

Australian School of Business Room 349, Phone 9385 5856

Research Areas: Bank management, Bank regulation, Loan/Debt contract terms, Insurance

Jianfeng Shen

Lecturer

Australian School of Business Room 337, Phone 9385 4581

Research Areas: Empirical asset pricing, Market microstructure

Kyung Hwan Shim

Senior Lecturer

Australian School of Business Room 306, Phone 9385 5852

Ah Boon Sim
Associate Professor of Finance

Australian School of Business Room 331, Phone 9385 5868

Research Areas: Financial econometrics, International finance, Portfolio management, Risk management, Term structure of interest rates, Time series models, Stock price dynamics

Neal Stoughton

Professor, Head of School

Australian School of Business, Phone 9385 5858

Research Areas: Corporate finance, Strategic financial management, Pension fund management, Investment management, Risk management, Mergers and aquisitions, Capital structure, Managerial compensation, Transfer pricing

Jo-Ann Suchard

Associate Professor, Assistant Director of Post Graduate Research Studies

Australian School of Business Room 346, Phone 9385 5876

Research Areas: Initial public offerings, Seasoned offerings, Venture capital, Corporate governance

Peter Swan
Professor of Finance

Australian School of Business Room 334, Phone 9385 5871

Research Areas: Asset pricing and the equity premium puzzle, Funds management, Corporate governance, Executive compensation, Market microstructure and design of trading systems

Yuan (Gloria) Tian

Senior Lecturer

Australian School of Business Room 309, Phone 9385 5862

Research Areas: Corporate governance and company performance, Executive compensation, Mergers and takeovers

Thuy Duong To

Senior Lecturer, Research and Publications Coordinator

Australian School of Business Room 351, Phone 9385 5865

Research Areas: Interest rate and credit risk modelling, Portfolio optimization, Market microstructure, Applied financial econometrics, Other quantitative finance

Jian-Xin Wang
Senior Lecturer, Administration of Prizes and Scholarships, Alumni Co-ordinator, WWWeb Teaching Resource Co-ordinator

Australian School of Business Room 316, Phone 9385 5863

Research Areas: Market microstructure, Trading mechanisms and price discovery in financial markets, Asian emerging capital markets

Kathryn Wong
Lecturer, International Exchange & Study Abroad Adviser

Australian School of Business Room 339, Phone 9385 7886

Research Areas: Role of trading participants in the capital markets, initial public offerings, market microstructure, securities market regulation

Eliza Wu

Senior Lecturer

Australian School of Business Room 307, Phone 9385 5889

Research Areas: Emerging financial markets, financial market integration, international financial markets and institutions

Li Yang
Senior Lecturer, Director Undergraduate Studies, Working Paper Series, Grievance Officer

Australian School of Business Room 362, Phone 9385 5857

Research Areas: Futures trading and hedging, Futures contract design and its effects on the markets, Options valuation, Volatility estimation

Henry Ying Kuen Yip
Lecturer and Co-ordinator for Joint Faculty Teaching Skills Program

Australian School of Business Room 340, Phone 9385 5870

Research Areas: Investments, Market microstructure

Jason Zein
Senior Lecturer, Commerce Society Liaison Officer

Australian School of Business Room 310, Phone 9385 5875

Research Areas: International corporate governance, International financial integration, Financial services, Forecasting financial market volatility

Bohui Zhang

Lecturer

Australian School of Business Room 314, Phone 9385 5834

Research Areas: International finance, Portfolio analysis, Corporate governance, Empirical asset pricing