This page offers an overview of our staff and their areas of interest with links to their profile and publications.
| Researcher |
Research Area |
|
| Dr Christopher Bajada |
Economic Measurement, Applied Macroeconomics, Business Cycles. |
Publications >>
|
| Dr Helen Bendall |
Investment decision making in international markets, international finance, shipping and real options analysis. |
Publications >>
|
| Professor Ronald Bird |
The dysfunctionaility in capital markets focusing on:- The extent to which they exist
- The factors that contribute to their existence
- Their economic consequences
- Policy implications
|
Publications >>
|
| Dr Abigail Brown |
The causes and consequences of financial statement fraud and the microeconomics of collusion, corruption, and crime more generally. Methodologically, she is interested in microeconomics, game theory, mechanism design, agent-based modelling, and econometrics. |
Publications >>
|
| Ms Wing Bui |
Interest rate determination, exchange rate dynamics, capital market efficiency, time series behaviour of asset returns, option pricing and devivatives and corporate financial strategy. |
Publications >>
|
| Dr Lorenzo Casavecchia |
Empirical Asset Pricing, Mutual Fund Industry, Behavioural Finance and Agent-based Models |
Publications >>
|
| Mr Keith Chan |
Dividend reinvestment plans and capital structure decisions. |
Publications >>
|
| Professor Carl Chiarella |
Derivative securities pricing, term structure of interest rates, quantitative finance techniques, disequilibrium macroeconomics, asset pricing theory and empirics. |
Publications >>
|
| Professor John Collins |
Australian immigration and the labour market, ethnic business and comparative immigration studies. |
Publications >>
|
| Ms Deborah Cotton |
|
Publications >>
|
| Ms Rosalie Degabriele |
|
Publications >>
|
| Dr Corrado Di Guilmi |
Business fluctuations and cycles, Agent-based and dynamic models, Complex systems |
Publications >>
|
| Dr Peter Docherty |
|
Publications >>
|
| Ms Nadima El-Hassan |
|
Publications >>
|
| Dr Mikael Elhouar |
Mathematical Finance, Interest Rate Modelling, Pricing and Hedging of Contingent Claims, |
Publications >>
|
| Dr Mario Fiorini |
Labor Economics, Empirical Microeconomics, Applied Econometrics |
Publications >>
|
| Professor David Gallagher |
Investment management, Performance measurement, Portfolio design and trading strategies, Risk management, Governance and incentive arrangements, Behavioural finance, Regulation, disclosure and monitoring, Superannuation funds, and Market microstructure, market integrity, and transaction costs. |
Publications >>
|
| Dr Austin Gerig |
Theory of market impact, Determination of optimal execution strategies, Market making, Origin of clustered volatility, Origin of extreme price movements. |
Publications >>
|
| Dr Kristoffer Glover |
The analysis of nonlinear PDEs occurring in financial models, such as those arising from the study of option pricing in illiquid markets (with resulting feedback effects). Optimal stopping and free boundary problems applied to applications in finance and economics. |
Publications >>
|
| Dr David Goldbaum |
Computational Economics and Finance, Nonlinear Dynamics, Bounded Rationality and Learning, Agent-based Computational Economics, Applied Micro Theory |
Publications >>
|
| Dr Susanne Griebsch |
Stochastic volatility modeling, Exotic options, Numerical methods in finance. |
Publications >>
|
| Professor Anthony Hall |
Applied financial econometrics, interest rate modelling, time series methods in econometrics and statistical inference in econometrics. |
Publications >>
|
| Dr Gerhard Hambusch, CFA |
Banking Regulation, Investment under Uncertainty, Real Options. |
Publications >>
|
| Dr Xuezhong He |
Financial market modelling, heterogeneous expectations and learning, nonlinear economic dynamics and bounded rationality, behavior finance and asset pricing. |
Publications >>
|
| Professor Warren Hogan |
|
Publications >>
|
| Ms Chih-Ying Hsiao |
|
Publications >>
|
| Mr Hardy Hulley |
|
Publications >>
|
| Associate Professor Benjamin Hunt |
Risk management; options and futures pricing volatility. |
Publications >>
|
| Ms Tiffany Hutcheson |
|
Publications >>
|
| Dr Boda Kang |
|
Publications >>
|
| Professor Michael Keane |
|
Publications >>
|
| Dr Anastasia Klimova |
Economics for management |
|
| Dr Otto Konstandatos |
Pricing of derivatives securities, term-structure modelling, the application of symmetry group methods in mathematical finance, and the pricing of derivatives under alternative asset-price dynamics. |
Publications >>
|
| Dr Adrian Lee |
|
Publications >>
|
| Dr Angeline Low |
|
Publications >>
|
| Dr Gordon Menzies |
Macroeconomics, International Economics, Econometrics, Economic Modelling, Monetary Economics, Development Economics. |
Publications >>
|
| Professor David Michayluk |
Market microstructure, corporate finance, stock market liquidity measurement, bid-ask spread decomposition, trading rules, microstructure aspects of accounting and real estate. |
Publications >>
|
| Mr Hugh Morris |
Analysis of the effectiveness of General and Professional Liability risk exposure management processes. |
Publications >>
|
| Dr Pascal Nguyen |
Corporate governance, mergers and acquisitions (M&As), corporate risk taking, portfolio strategies, asset pricing models, financial risk management and theory of contracts. |
Publications >>
|
| Dr Christina Nikitopoulos Sklibosios |
Term structure and credit risk modelling |
Publications >>
|
| Dr David O'Toole |
|
Publications >>
|
| Professor Rod O’Donnell |
The conceptual foundations of Economics, The thought of J.M. Keynes, Schools of modern economic thought, Economic policy formation |
|
| Dr Leonard Perry |
Asian-Australian economic and financial relations, inflation management and Asian labour market practices. |
Publications >>
|
| Dr Kay Pilz |
Modelling of commodity derivatives |
|
| Professor Eckhard Platen |
Numerical Methods in Finance; Financial Market Modelling; Asset Pricing Theory; Estimation of Discretely Observed Financial Markets; and Stochastic Differential Equations. |
Publications >>
|
| Dr Nahid Rahman |
|
Publications >>
|
| Professor Klaus Sandmann |
|
Publications >>
|
| Professor Erik Schlogl |
|
Publications >>
|
| Dr Massimo Scotti |
|
Publications >>
|
| Mr Andrew Simos |
Risk management in forwards, futures, swaps, options; hedging in foreign exchange markets; international investment and financing decisions; financial statement analysis, ratios, bond rating, financial distress analysis. |
|
| Dr Olena Stavrunova |
Labor Economics, Applied Econometrics, Bayesian Econometrics |
|
| Dr Christopher Terry |
Banking and financial markets. |
Publications >>
|
| Dr Susan Thorp |
Pension finance, life-cycle models, applied financial econometrics. |
Publications >>
|
| Mr Rowan Trayler |
All aspects of banking, especially bank management. |
Publications >>
|
| Mr Harry Tse |
|
Publications >>
|
| Mr Scott Walker |
|
Publications >>
|
| Professor Terry Walter |
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. |
Publications >>
|
| Associate Professor Patrick Wilson |
Property market and urban economics. |
Publications >>
|
| Dr Ruoyun Zhao |
Risk Management, Asset Pricing, Liquidity Risk, Financial markets, Corporate Event Study and Valuation |
Publications >>
|
| Ms Min Zheng |
|
Publications >>
|
