Research_
Finance research
Advancing knowledge and transforming the practice of Finance
The Discipline of Finance is a team of world-class researchers, committed to the advancement of theory and the rigorous analysis of financial practice. We collaborate with policymakers, professionals, and other leading scholars from around the world.
Our research advances knowledge in corporate finance, banking, asset pricing and derivatives, consumer finance, behavioural finance and financial markets. The Discipline has a regular research seminar, brownbag seminar and PhD seminars. Our PhD intake is two to three high-quality students per year. The Discipline engages international experts to provide highly specialised workshops on innovative empirical approaches.
Our partnerships with industry apply state-of-the art financial modelling and data analysis to tackle challenging problems. We implement a diverse range of methods including mathematical modelling, cross-sectional and time-series econometrics and forecasting, machine learning, and laboratory, online and field experiments.
Seminars
The Discipline has a 90-minute research seminar on Fridays. The seminar convenor is Dr Haekwon Lee.
Large Orders in Small Markets: On Optimal Execution with Endogenous Liquidity Supply
- Date: 23 November 2018 at 11am
- Venue: Room 5050, Abercrombie Building (H70)
- Speaker: Albert Menkveld, VU University Amsterdam
Risk Price Variation: The Missing Half of the Cross-Section of Expected Returns
- Date: 16 November 2018 at 11am
- Venue: Room 5050, Abercrombie Building (H70)
- Speaker: Andrew Patton, Duke University
Career Risk and Market Discipline in Asset Management
- Date: 19 October 2018 at 11am
- Venue: Room 5050, Abercrombie Building (H70)
- Speaker: Andrew Ellul, Indiana University
Ambiguity, Volatility, and Credit Risk
- Date: 12 October 2018 at 11am
- Venue: Room 5050, Abercrombie Building (H70)
- Speaker: Yud Izhakian, New York University
Making Money: Commercial Banks, Liquidity Transformation and the Payment System
- Date: 14 September 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Christine Parlour, University of California, Berkeley
Disclosure, Runs and Bank Capital Raising
- Date: 10 August 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Jean Helwege, University of California, Riverside/ANU
Child Care Provision and Women's Careers in Firms
- Date: 8 June 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Vidhi Chhaochharia, University of Miami
The Limits of Limited Liability: Evidence from Industrial Pollution
- Date: 25 May 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Pat Akey, University of Toronto
CEO approval in social media and turnover
- Date: 18 May 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Kwangwoo Park, KAIST
Does it Pay to Pay Attention?
- Date: 11 May 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Antonio Gargano, University of Melbourne
Globalisation and US Corporate Tax Policies: Evidence from Import Competition
- Date: 6 April 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Tao Chen, Nanyang Technological University
The Mean Streets of Sydney
- Date: 23 March 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Robert Durand, Curtin University
The Effect of Foreign Institutional Ownership on Corporate Tax Avoidance: International Evidence
- Date: 16 March 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Qiang Wu, Rensselaer Polytechnic Institute
Finance in a Time of Disruptive Growth
- Date: 9 March 2018 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Nicolae Garleanu, University of California, Berkeley
Evidence from Equity Mutual Funds
- Date: 10 November 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Clemens Sialm, University of Texas at Austin NBER
In Search of Preference Shock Risks: Evidence from Longevity Risks and Momentum Profits
- Date: 13 October 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Chen Zhanhui, Nanyang Technological University
Marketing Mutual Funds
- Date: 6 October 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Nikolai Roussanov, University of Pennsylvania
What drives Q and investment Fluctuations?
- Date: 29 September 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Ilan Cooper, BI Norwegian Business School
Subnational Debt of China: The Politics-Finance Nexus
- Date: 22 September 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Dragon Yongjun Tang, University of Hong Kong
Signed spillover effects building on historical decompositions
- Date: 15 September 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Mardi Dungey, University of Tasmania
Macro News, Micro News, and Stock Prices
- Date: 8 September 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Jinfei Sheng, University of British Columbia
Aggregate Expected Investment Growth and Stock Market Returns
- Date: 1 September 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: JianFeng Yu, Carlson School of Management, University of Minnesota
Liquidity Provision and the Transmission of Systemic Risk
- Date: 25 August 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Zhongyan Zhu, Monash University
Mechanism Selection and Trade Formation on Swap Execution Facilities: Evidence from Index CDS Trades
- Date: 18 August 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Haoxiang Zhu
High Frequency Market Making: Implications for Liquidity
- Date: 7 August 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Yacine Ait-Sahalia, Princeton University
(Why) do central banks care about their profits?
- Date: 4 August 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Vasso Ioannidou, Lancaster University
Risk, Ambiguity, and Time-Varying Stochastic Volatility
- Date: 28 July 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Hwagyun Kim, Texas A&M University
Momentum in Corporate Bonds
- Date: 9 June 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Hai Lin, Victoria University of Wellington
Reevaluating the CCAPM
- Date: 2 June 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Charlie Clarke, University of Kentucky
Commitment to change or greenwashing? How signing the Principles for Responsible Investment affects flow to mutual funds
- Date: 26 May 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Jacquelyn Humphrey, University of Queensland
Managing the Risk of the 'Betting-Against-Beta' Anomaly: Does It Pay to Bet
- Date: 19 May 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Paulo Maio, Hanken School of Economics
The Efficient Markets Hypothesis Does Not Hold When Securities Valuation
- Date: 12 May 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Peter Bossaerts, University of Melbourne
Option-Implied Correlations, Factor Models, and Market Risk
- Date: 21 April 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Grigory Vilkov, Frankfurt School of Finance & Management
Fee-only Advice
- Date: 7 April 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Benjamin Loos, University of Mannheim
Sensation Seeking, Sports Cars, and Hedge Funds
- Date: 24 March 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Stephen Brown, Monash University
Attention Effects in a High Frequency World
- Date: 17 March 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Bidisha Chakrabarty, Saint Louis University
Show Us Your Shorts!
- Date: 10 March 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Bige Kahraman, Said Business School, University of Oxford
Controversial Industries, Regional Differences, and Risk: Role of CSR
- Date: 3 March 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: KwangWoo Park, KAIST College of Business
Funds of Hedge Funds: The Role of Prime Brokers
- Date: 22 February 2017 at 11am
- Venue: Rm 5050, Abercrombie Building (H70)
- Speaker: Ji-Woong Chung, Korea University Business School
Our people
Meet our academics and research students.
Associate Professor Joakim Westerholm
Associate Professor Eliza Wu
Professor Suk-Joong Kim
Professor Susan Thorp
Resident Practitioner Sean Anthonisz
Fractional Professor Iftekhar Hasan
Associate Professor Shumi Akhtar
Associate Professor Buhui Qiu
Associate Professor Jing Yu
Senior Lecturers
Dr Quan Gan
Dr Andrew Grant
Dr Amy Kwan
Dr Oh-Kang Kwon
Dr Henry Leung
Dr Claire Liu
Dr Jiri Svec
Dr Juan Yao
Lecturers
Dr Guanglian Hu
Dr Tro Kortian
Dr Evelyn Lai
Dr Haekwon Lee
Dr Michael Shin
Dr Mandy Zhang
Associate Lecturer
Dr George Issa
Dr Thomas To
Resident Practitioner in Finance
Post Doctoral Fellow
Dr Junhao Liu
Honorary Associate Igor Geninson
Adjunct Professor Trent Hagland
Adjunct Professor Karina Kwan
Adjunct Professor Annette Mullen
Honorary Associate Ian Pope
Honorary Associate Peter Skalkos
Richard Heath
View our current higher degree by research students.
Sydney Banking and Financial Stability Conference
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