Visiting researchers

December

Professor Annette Vissing-Jørgensen,University of California, Berkeley, Haas School of Business

Annette Vissing-Jørgensen holds the Arno A. Rayner Chair in Finance and Management at the Haas School of Business and is the chair for the finance group. Her research focuses on empirical asset pricing, monetary policy, household finance and entrepreneurship. Her research thus spans both asset pricing and corporate finance. She is a research associate in the NBER's Asset Pricing program, Monetary Economics program, and Economic Fluctuations and Growth program and is a research fellow in the CEPR's Financial Economics program. She is an Associate Editor of the Journal of Finance and (as of 2014) a director of both the American Finance Association and the European Finance Association.

Roberto Pascual has a Ph.D. in Economics by Universidad Carlos III de Madrid, Spain. He has been Associate Professor at the Business Department of the University of the Balearic Islands (UIB) since 2006. He is currently teaching Financial Economics and Financial Markets to undergraduate students at UIB, and Market Microstructure courses in Ph.D./MBA programs at the Pompeu Fabra University (Barclona, 2009-present) and the Autonomous University (Barcelona, 2009-2016). His main area of expertise is Empirical Market Microstructure, covering topics such as high-frequency trading, circuit breakers, liquidity provision in order-driven markets, market-making costs, and limit order book dynamics. His research has been published in academic journals such as the Journal of Financial Markets, Journal of Banking and Finance, Journal of Financial Econometrics, or Energy Economics. He has held visiting research positions at the Salomon Center of the Stern School of Business - New York University, the European Center for Advanced Research in Economics and Statistics (ECARES) - Université Libre de Bruxelles, and the International Center for Finance of the Yale School of Management - Yale University.

March

Professor Sugato Chakravarty, Purdue University

Dr. Chakravarty's research has encompassed all major areas of finance including asset pricing and derivatives like the options and futures markets, market micro-structure, investments, corporate finance, banking, development economics and experimental economics. In the course of leading a consumer focused department, he has analyzed issues related to consumers and banking, attitudes and behaviors, banking relationships, bank switching behavior, consumers’ attitudes to new innovations, and related topics, including experimental economics and understanding consumer behavior within an experimental (i.e., laboratory) setting. Dr. Chakravarty's recent interests also include development finance – especially investigating the various aspects of micro loans and to investigate the role of various incentives in improving loan efficiencies. His work spans theory, empirics, as well as experimental (both lab and field based work).

He is currently engaged in an exciting new project involving a variant of Twitter (at Purdue it is called HotSeat) in examining whether social networking can be used in a meaningful way among students to enhance learning and foster student interaction in large lectures. Through HotSeat, Dr. Chakravarty's students can ask questions or opine on a topic being discussed in real time and start a real interaction with him and the rest of the students in class. The details of his class were written up in the USA Today as well as featured in an article in The Chronicle of Higher Education.

February

Associate Professor, Christina Atanasova, Beedie School of Business at Simon Fraser University, Canada.

Christina holds a PhD in Finance from the University of Leeds, UK. She has been in the faculty at the University of York, a Visiting Professor at Université Dauphine Paris, and an Erskine fellow at the University of Canterbury.

Her research has focused on issues in empirical corporate finance such as corporate governance, capital structure and risk management.  She has published in leading academic and practitioner journals. She has been an associate editor for the Bulletin of Economic Research since 2004 and is currently a member of the editorial board of the Financial Analyst Journal.

December

Professor Darrell Duffie, Stanford University

Darrell Duffie is the Dean Witter Distinguished Professor of Finance at the Graduate School of Business, Stanford University. He is a member of the Financial Advisory Roundtable of the New York Federal Reserve Bank, a fellow and member of the Council of the Econometric Society, a research fellow of the National Bureau of Economic Research, a fellow of the American Academy of Arts and Sciences, and the immediate past president of the American Finance Association.  Duffie's research concerns valuation and risk in financial markets. He is the author, most recently, of  How Big Banks Fail— and What to Do about It and a coauthor of The Squam Lake Report—Fixing the Financial System (both published by Princeton University Press in 2010).

November

Dr Wolfgang Bessler, Justus-Liebig University Giessen

Wolfgang Bessler is a professor of finance and banking at Justus-Liebig University Giessen and a research fellow at the Center for Financial Studies at Goethe-University in Frankfurt. He has previously held faculty positions at Syracuse University, Rensselaer Polytechnic Institute and Hamburg University. He currently serves on the advisory and editorial board of various journals including the European Journal of Finance, Journal of International Financial Markets, Institutions & Money, International Review of Financial Analysis and Journal of Multinational Financial Management. He is a board member of the Midwest Finance Association, the Multinational Finance Society, and the European Shadow Financial Regulatory Committee.

His research interest includes financial markets and institutions, securities markets, corporate finance corporate and governance as well as asset management. He has published extensively in international journals including the Review of Finance, Journal of Financial Stability, Journal of Banking and Finance, Journal of Corporate Finance, European Journal of Finance, and European Financial Management, and European Journal of Operational Research, among others. He recently published articles on bank risk factors, systematic risk exposures of banks, hedging fixed income securities during the financial crises, hedge fund activism, portfolio optimization, and performance persistence.

Assistant Professor Jean-Philippe Weisskopf, Ecole hôtelière de Lausanne

Jean-Philippe holds a PhD in Finance from the University of Fribourg, Switzerland. He has been in the faculty at Ecole hôtelière de Lausanne since 2010 and a Visiting Professor at University of Fribourg since 2014. His research has focused on Wine Economics, Family Businesses and Real Estate Finance.

September

Dr Angelo Aspris, University of Sydney

Dr Angelo Aspris is a Senior Lecturer of Finance at the University of Sydney. His research interests are in capital markets, specifically focusing on market integrity and regulation. He has published in a number of high quality internationally reviewed journals including the Journal of Futures Markets and the Journal of Business Ethics and is a regular presenter at leading research and industry-based conferences. His current research projects are divided in two areas: addressing the effectiveness of shareholder class actions; and examining issues related to benchmarking in the precious metals markets. Dr Aspris has held visiting research positions at the Sydney Futures Exchange (SFE) and the Australian Securities Exchange (ASX).

Roberto Pascual has a Ph.D. in Economics by Universidad Carlos III de Madrid, Spain. He has been Associate Professor at the Business Department of the University of the Balearic Islands (UIB) since 2006. He is currently teaching Financial Economics and Financial Markets to undergraduate students at UIB, and Market Microstructure courses in Ph.D./MBA programs at the Pompeu Fabra University (Barclona, 2009-present) and the Autonomous University (Barcelona, 2009-2016). His main area of expertise is Empirical Market Microstructure, covering topics such as high-frequency trading, circuit breakers, liquidity provision in order-driven markets, market-making costs, and limit order book dynamics. His research has been published in academic journals such as the Journal of Financial Markets, Journal of Banking and Finance, Journal of Financial Econometrics, or Energy Economics. He has held visiting research positions at the Salomon Center of the Stern School of Business - New York University, the European Center for Advanced Research in Economics and Statistics (ECARES) - Université Libre de Bruxelles, and the International Center for Finance of the Yale School of Management - Yale University.

July

Dr Thanh Huynh, Monash University

Dr Thanh Huynh is a lecturer in the Department of Banking and Finance.  Prior to joining Monash in 2016, Thanh taught at Auckland University of Technology and obtained his PhD from Queensland University of Technology in 2014. His PhD thesis entitled 'Essays on momentum investing strategies' was awarded QUT Executive Dean's Commendation for outstanding contribution to the field of study. Thanh's current research projects examine the role of media in financial markets and the trading behaviour of market participants. He has presented his research at conferences such as the SFS Cavalcade, JFQA-McGill Global Asset Management, Northern Finance Meeting, FMA, and other major conferences.

April

Professor Ian Tonks, University of Bath

Ian Tonks' research focuses on pension economics; fund manager performance; directors’ trading; market microstructure; and the new issue market. He has published in leading finance and economics journals, and teaches across all areas of financial economics including asset pricing, corporate finance, market efficiency and performance measurement. He has previously held positions at the Universities of Bristol and Exeter, the London School of Economics and has held visiting positions at: Bank of England (Senior Houblon-Norman Fellow); Financial Services Authority (ESRC Business Fellowship); University of British Columbia, Canada; Solvay Business School, Brussels; City University Business School; ENPC, Paris; and LSE Summer Schools in Moscow and St Petersburg. He has acted as a consultant to a number of commercial and regulatory organisations including the London Stock Exchange, the Competition Commission, and the Financial Services Authority, and has advised the Department of Work and Pensions, Bank of England, Financial Conducts Authority, and the House of Commons Select Committee on issues in pensions. He was a member of sub-panel 19 Business and Management for REF2014, is vice-chair of the Conference of Professors of Accounting and Finance, and is a member of ESRC GAP Panel C.

March

Dr Annastiina Silvennoinen, Queensland University of Technology

Annastiina joined the School of Economics and Finance in January 2009. Prior to this appointment she held a two-year post-doctoral research position in the School of Finance and Economics, University of Technology, Sydney. After completing her Master of Science in Mathematics at University of Tampere in 2001, she obtained her PhD in Econometrics, entitled “Essays on Autoregressive Conditional Heteroskedasticity”, at Stockholm School of Economics in 2006.

Professor Sugato Chakravarty, Purdue University

Dr. Chakravarty's research has encompassed all major areas of finance including asset pricing and derivatives like the options and futures markets, market micro-structure, investments, corporate finance, banking, development economics and experimental economics. In the course of leading a consumer focused department, he has analyzed issues related to consumers and banking, attitudes and behaviors, banking relationships, bank switching behavior, consumers’ attitudes to new innovations, and related topics, including experimental economics and understanding consumer behavior within an experimental (i.e., laboratory) setting. Dr. Chakravarty's recent interests also include development finance – especially investigating the various aspects of micro loans and to investigate the role of various incentives in improving loan efficiencies. His work spans theory, empirics, as well as experimental (both lab and field based work).

He is currently engaged in an exciting new project involving a variant of Twitter (at Purdue it is called HotSeat) in examining whether social networking can be used in a meaningful way among students to enhance learning and foster student interaction in large lectures. Through HotSeat, Dr. Chakravarty's students can ask questions or opine on a topic being discussed in real time and start a real interaction with him and the rest of the students in class. The details of his class were written up in the USA Today as well as featured in an article in The Chronicle of Higher Education.

December

Professor Russ Wermers, University of Maryland, USA

Russ Wermers is Professor of Finance and Director of the Center for Financial Policy (CFP) at the Smith School of Business, University of Maryland at College Park, where he won a campus-wide teaching award during 2005 and a Krowe Teaching Award (within the Smith Business School) during 2013.  As Director, Professor Wermers guides the CFP in its mission of generating research that informs financial policy in the private and public sectors. His main research interests include studies of the efficiency of securities markets, as well as the role of institutional investors in setting stock prices. In addition, he studies and teaches quantitative equity strategies, and is currently researching microfinance institutions in Thailand.  Most notably, his past research has developed new approaches to measuring and attributing the performance of mutual funds, pension funds, and hedge funds, which, among other applications, can be used to identify superior active funds. Professor Wermers also studies the investment behavior of these asset managers, as well as the impact of their trades on financial markets. His papers have been published in leading scholarly journals, such as The American Economic Review and The Journal of Finance. His coauthored article on mutual fund performance was a finalist for the Smith-Breeden Award for the Best Paper in the Journal of Finance during 2006/2007. Professor Wermers is coauthor of a book on the latest scientific approaches to performance evaluation and attribution of professional fund managers, written for academics and practitioners (published in December 2012). He received his Ph.D. from the University of California, Los Angeles, in December 1995.

Dr Thanh Huynh is a lecturer in the Department of Banking and Finance.  Prior to joining Monash in 2016, Thanh taught at Auckland University of Technology and obtained his PhD from Queensland University of Technology in 2014. His PhD thesis entitled 'Essays on momentum investing strategies' was awarded QUT Executive Dean's Commendation for outstanding contribution to the field of study. Thanh's current research projects examine the role of media in financial markets and the trading behaviour of market participants. He has presented his research at conferences such as the SFS Cavalcade, JFQA-McGill Global Asset Management, Northern Finance Meeting, FMA, and other major conferences.

August

Prof. Robert I. Webb, University of Virginia, Charlottesville, USA.

Bob Webb is the Paul Tudor Jones II Research Professor at the McIntire School of Commerce at the University of Virginia in Charlottesville, USA.

Bob serves as the Editor of the Journal of Futures Markets—a leading finance journal that specializes in academic articles on futures, options, and other derivative securities. His experience includes: trading fixed income securities for the Investment Department of the World Bank (Consultant); trading financial futures and options on the floor of the Chicago Mercantile Exchange (Member); designing new financial futures and option contracts for the Chicago Mercantile Exchange (Senior Financial Economist); analysing the effects of deregulating the financial services industry, among others, at the Executive Office of the President, Office of Management and Budget; (Senior Financial Economist) examining issues related to international futures markets at the U.S. Commodity Futures Trading Commission (Senior Financial Economist). Bob has also consulted on risk management issues for the Asian Development Bank in Manila. He formerly taught at the Graduate School of Business at the University of Southern California.

Bob earned his M.B.A. and Ph.D., degrees in finance from the University of Chicago and his B.B.A., degree from the University of Wisconsin at Eau Claire. Bob has published his research in a number of academic journals including the Journal of Econometrics, the Journal of Business and Economic Statistics, the Journal of Futures Markets, and the Southern Economic Journal among others. He has also published commentary on contemporary issues in the financial press including: The Wall Street Journal; Investor’s Business Daily; the Nihon Keizai Shimbun; MK Economic Newspaper; and the Nikkei Weekly. He is the author or co-author of the books, Shock Markets: Trading Lessons for Volatile Times (FT [Financial Times] Press 2013); Trading Catalysts: How Events Move Markets and Create Trading Opportunities (FT Press 2007); and Macroeconomic Information and Financial Trading (Blackwell 1994).

April

Prof. Erik Schlögl, Professor and Director of the Quantitative Finance Research Centre, University of Technology Sydney

Erik Schlögl currently is Professor and Director of the Quantitative Finance Research Centre at the University of Technology, Sydney (UTS), Australia. Erik received his doctorate in Economics from the University of Bonn, Germany, for work on term structure models and the pricing of fixed income derivatives and has gained broad-based experience in computational financial engineering. He has consulted for financial institutions and software developers in Europe, Australia and in the US, and served as an expert witness in cases before the Federal Court of Australia. His research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling, credit risk and the integration of multiple sources of risk. His research articles have been published in a number of international journals, including Finance & Stochastics, Quantitative Finance, Risk and the Journal of Economic Dynamics and Control. He is also the chairman of the organising committee of the Sydney Financial Mathematics Workshop (SFMW) and one of the co-organisers of the annual conference Quantitative Methods in Finance (QMF). In addition to UTS, he held positions at the University of New South Wales, Australia, and the University of Bonn, Germany.

February

Associate Professor, Christina Atanasova, Beedie School of Business at Simon Fraser University, Canada.

Christina holds a PhD in Finance from the University of Leeds, UK. She has been in the faculty at the University of York, a Visiting Professor at Université Dauphine Paris, and an Erskine fellow at the University of Canterbury.

Her research has focused on issues in empirical corporate finance such as corporate governance, capital structure and risk management.  She has published in leading academic and practitioner journals. She has been an associate editor for the Bulletin of Economic Research since 2004 and is currently a member of the editorial board of the Financial Analyst Journal.

Dr Remco Zwinkels, Erasmus University Rotterdam, the Netherlands

Dr Remco Zwinkels is an Assistant Professor in Finance at the Erasmus School of Economics. He holds a MSc in monetary economics from Erasmus University, an MPhil from the Tinbergen Institute, and obtained his PhD from the Radboud University Nijmegen in 2009. Dr Zwinkels is the Director of the Erasmus Center for Behavioral Finance. His main research interest lies in the field of behavioral finance, and heterogeneous agents models in particular.

December

Professor Peter Bossaerts, University of Utah, USA

He received a licentiate and doctorandus degree in applied economics from the University of Antwerp in Belgium, and after coursework in statistics at the Free University Brussels, a PhD in Management (Finance) from the University of California, Los Angeles. His first appointment as assistant professor was at Carnegie Mellon University's Graduate School of Industrial Administration. In 1990, Peter Bossaerts moved to the California Institute of Technology (Caltech), where he promoted to become Professor of Finance, and to the William D. Hacker Professor of Economics and Management. He was Executive Officer for the Social Sciences, Chair (Dean) of the Division of Humanities and Social Sciences, and Director of Caltech’s Linde Institute for Economics and Management Sciences. Peter Bossaerts has had appointments at Tilburg University, Yale University, the Ecole Polytechnique Fédérale Lausanne (EPFL), and most recently, he has been David Eccles Professor of Finance at the David Eccles School of Business, and Adjunct Professor of Neurology in the School of Medicine, both at The University of Utah.

Bossaerts’ research and publications have focused on financial risk and financial risk taking. The work covers many areas of theoretical, empirical and experimental finance, and extends to fields such as econometrics, game theory, general equilibrium theory, cognitive psychology and, most recently, neurobiology. His work has been published in a wide portfolio of journals, such as the Journal of Finance, Mathematical Finance, Econometrica, Econometric Theory, Science, Proceedings of the National Academy of Sciences, Neuron, the Journal of Neuroscience, and Brain Structure and Function. Peter Bossaerts has taught undergraduate, MBA, PhD and executive classes at various places across the world. He is or has been on the board of many academic journals, such as the Journal of Finance, the Review of Financial Studies, Mathematical Finance, and Frontiers of Decision Neuroscience. Peter Bossaerts has received many awards and honours for his work. Among others, he was elected Fellow of the Econometric Society and of the Society for the Advancement of Economic Theory.

Associate Professor, Christina Atanasova, Beedie School of Business at Simon Fraser University, Canada.

Christina holds a PhD in Finance from the University of Leeds, UK. She has been in the faculty at the University of York, a Visiting Professor at Université Dauphine Paris, and an Erskine fellow at the University of Canterbury.

Her research has focused on issues in empirical corporate finance such as corporate governance, capital structure and risk management.  She has published in leading academic and practitioner journals. She has been an associate editor for the Bulletin of Economic Research since 2004 and is currently a member of the editorial board of the Financial Analyst Journal.

Professor James W Kolari, Mays Business School, Texas A & M University

Professor Kolari has taught financial markets and institutions since earning his Ph.D. in 1980. Previously a Visiting Scholar at the Federal Reserve Bank of Chicago in 1982 and a Fulbright Scholar at the University of Helsinki and Bank of Finland in 1986, he has been a consultant to the U.S. Small Business Administration, American Bankers Association, Independent Bankers Association of America, U.S. Information Agency, and numerous banks and other organizations. Professor Kolari has published over 90 refereed articles, 10 co-authored books, and numerous monographs. His papers have appeared in such domestic and international journals as the Journal of Finance, Review of Financial Studies, Journal of Business, Journal of Economics Dynamics and Control, Journal of International Money and Finance, Journal of Banking and Finance, Journal of Risk and Insurance, and the Scandinavian Journal of Economics.

Bob Webb is the Paul Tudor Jones II Research Professor at the McIntire School of Commerce at the University of Virginia in Charlottesville, USA.

Bob serves as the Editor of the Journal of Futures Markets—a leading finance journal that specializes in academic articles on futures, options, and other derivative securities. His experience includes: trading fixed income securities for the Investment Department of the World Bank (Consultant); trading financial futures and options on the floor of the Chicago Mercantile Exchange (Member); designing new financial futures and option contracts for the Chicago Mercantile Exchange (Senior Financial Economist); analysing the effects of deregulating the financial services industry, among others, at the Executive Office of the President, Office of Management and Budget; (Senior Financial Economist) examining issues related to international futures markets at the U.S. Commodity Futures Trading Commission (Senior Financial Economist). Bob has also consulted on risk management issues for the Asian Development Bank in Manila. He formerly taught at the Graduate School of Business at the University of Southern California.

Bob earned his M.B.A. and Ph.D., degrees in finance from the University of Chicago and his B.B.A., degree from the University of Wisconsin at Eau Claire. Bob has published his research in a number of academic journals including the Journal of Econometrics, the Journal of Business and Economic Statistics, the Journal of Futures Markets, and the Southern Economic Journal among others. He has also published commentary on contemporary issues in the financial press including: The Wall Street Journal; Investor’s Business Daily; the Nihon Keizai Shimbun; MK Economic Newspaper; and the Nikkei Weekly. He is the author or co-author of the books, Shock Markets: Trading Lessons for Volatile Times (FT [Financial Times] Press 2013); Trading Catalysts: How Events Move Markets and Create Trading Opportunities (FT Press 2007); and Macroeconomic Information and Financial Trading (Blackwell 1994).

Prof. Erik Schlögl, Professor and Director of the Quantitative Finance Research Centre, University of Technology Sydney

Erik Schlögl currently is Professor and Director of the Quantitative Finance Research Centre at the University of Technology, Sydney (UTS), Australia. Erik received his doctorate in Economics from the University of Bonn, Germany, for work on term structure models and the pricing of fixed income derivatives and has gained broad-based experience in computational financial engineering. He has consulted for financial institutions and software developers in Europe, Australia and in the US, and served as an expert witness in cases before the Federal Court of Australia. His research interests cover a broad area of quantitative finance, in particular model calibration, interest rate term structure modelling, credit risk and the integration of multiple sources of risk. His research articles have been published in a number of international journals, including Finance & Stochastics, Quantitative Finance, Risk and the Journal of Economic Dynamics and Control. He is also the chairman of the organising committee of the Sydney Financial Mathematics Workshop (SFMW) and one of the co-organisers of the annual conference Quantitative Methods in Finance (QMF). In addition to UTS, he held positions at the University of New South Wales, Australia, and the University of Bonn, Germany.

May

Associate Professor Talis Putnins, University of Technology Sydney

Talis Putnins is an Associate Professor in the Finance Discipline Group at the University of Technology Sydney and a Core Member of the Quantitative Finance Research Centre at UTS. 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. His research has been published in international peer-reviewed journals including the Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Journal of Financial Intermediation, Review of Finance, and Experimental Economics. Talis is the recipient of a Discovery Early Career Researcher Award (DECRA) from the Australian Research Council (ARC). Talis has done consulting and policy work for governments, stock exchanges, and financial institutions and served as an expert witness in legal cases. Talis has a PhD from the University of Sydney.

April

Professor Yonggan Zhao, Dalhousie University, Canada

Dr Zhao’s research interests encompass theoretical and empirical investigations of financial investment models. He worked on equilibrium theory, dynamic portfolio management, and option pricing and hedging models. Particularly, he has focused his research on developing dynamic models of risk control and risk management in an incomplete market setting subject to realistic constraints. His research areas include Dynamic Asset Pricing and Portfolio Management, Option Models and Risk Management, Mutual Fund Performance Evaluation, Corporation Credit Rating Models and Market Risk Modeling with Regime Switching.

Dr. Zhao has published widely in the fields of Finance, Economics, and Mathematics.  He has been invited to give research talks at universities worldwide. His research outputs are sought by portfolio managers, and he has developed investment models for a number of hedge funds. His research is funded by both the Social Sciences and Humanities Research Council of Canada (SSHRC) and the Natural Sciences and Engineering Research Council of Canada (NSERC).

March

Associate Professor, Christina Atanasova, Beedie School of Business at Simon Fraser University, Canada.

Christina holds a PhD in Finance from the University of Leeds, UK. She has been in the faculty at the University of York, a Visiting Professor at Université Dauphine Paris, and an Erskine fellow at the University of Canterbury.

Her research has focused on issues in empirical corporate finance such as corporate governance, capital structure and risk management.  She has published in leading academic and practitioner journals. She has been an associate editor for the Bulletin of Economic Research since 2004 and is currently a member of the editorial board of the Financial Analyst Journal.

December

Professor Robert Faff, University of Queensland, Australia

Robert's research interests include asset pricing, risk modelling, managed fund performance, behavioural finance, corporate governance and market efficiency.

Robert Faff has over 30 years experience as an active researcher in the accounting and finance disciplines. He is currently Professor of Finance at the UQ Business School, University of Queensland. Prior to that he was Professor of Finance and the Director of Research in the Department of Accounting and Finance at Monash University (2002-2010). He is also a Visiting Professor at the University of Strathclyde, Glasgow (since 2001) and held a visiting professorship at the University of Leeds until early 2010 (2006-2010). Prior to this, for 6 years he held the position of Research Professor of Finance at RMIT (1996-2002). His research publications list exceeds 270 articles in a broad range of refereed international finance, accounting and economics journals (across 74 different titles) including the Journal of Financial Economics; Journal of Business; Journal of Financial and Quantitative Analysis;Journal of Banking and Finance; Energy Economics; Journal of Economic Behavior and Organization and Journal of International Business Studies. A recent article in the Pacific-Basin Finance Journal (2005), "Ranking of Finance Programs in the Asia-Pacific Region: An Update", by Kam Chan, Carl Chen and Peter Lung, assessed the research productivity of 170 Finance Departments at universities based in the Asia Pacific region. The article ranks finance professors based on weighted Journal of Finance - equivalent page counts across 21 journals, and according to this measure over the period 1990-2004, Robert ranked number one in the Asia Pacific region. Over the years, he has been a CI on 13 successful ARC grants (SPIRT, Discovery and Linkage grants) attracting aggregate funding in excess of $2 million. In addition, Robert is the current Editor of Accounting and Finance (since 2002); has presented in excess of 100 research seminars/workshops at domestic and international universities; and has supervised in excess of 30 successful PhD students.

Professor Eduardo S. Schwartz, UCLA, Los Angeles, USA

Dr. Schwartz is the California Professor of Real Estate and Professor of Finance, Anderson Graduate School of Management at the University of California, Los Angeles. He has an Engineering degree from the University of Chile and a Masters and Ph.D. in Finance from the University of British Columbia.  He has been in the faculty at the University of British Columbia and visiting at the London Business School, the University of California at Berkeley and the Universidad Carlos III in Madrid.

His wide-ranging research has focused on different dimensions in asset and securities pricing.  Topics in recent years include interest rate models, asset allocation issues, evaluating natural resource investments, pricing Internet companies, the stochastic behaviour of commodity prices and valuing patent-protected R&D projects.  His collected works include over one hundred articles in finance and economic journals, two monographs, an edited book, and a large number of monograph chapters, conference proceedings, and special reports.  He is the winner of a number of awards for both teaching excellence and for the quality of his published work.  He has been associate editor for around twenty journals, including the Journal of Finance, the Journal of Financial Economics and the Journal of Financial and Quantitative Analysis.  He is past president of the Western Finance Association and the American Finance Association.  He is a Fellow of the American Finance Association and the Financial Management Association International. He is a Research Associate of the National Bureau of Economic Research. He was awarded a Doctor Honoris Causa by the University of Alicante in Spain and by the Copenhagen Business School in Denmark, and a Catedra de Excelencia by the Universidad Carlos III in Madrid. He has also been a consultant to governmental agencies, banks, investment banks and industrial corporations.

Professor Robert E. Whaley, Vanderbilt University, Nashville, USA

Robert E. Whaley is the Valere Blair Potter Professor of Management and Director of the Financial Markets Research Center at the Owen Graduate School of Management, Vanderbilt University. He received his BCom from the University of Alberta, and his MBA and PhD from the University of Toronto.

His current research interests are in the areas of relative performance indexes, exchange-traded funds, volatility index products, commodity index products, and derivatives contract design. He is an established expert in derivative contract valuation, risk management, and market operation.

He has been a consultant for many major investment houses, security (futures, option and stock) exchanges, governmental agencies, and accounting and law firms.

He developed the Market Volatility Index (i.e., the “VIX”) for the Chicago Board Options Exchange in 1993, the NASDAQ Market Volatility Index (i.e., the “VXN”) in 2000, and the BuyWrite Monthly Index (i.e., the “BXM”) in 2001 and co-developed the NASDAQ-OMX Alpha Indexes in 2010.

Prof. Robert I. Webb, University of Virginia, Charlottesville, USA.

Bob Webb is the Paul Tudor Jones II Research Professor at the McIntire School of Commerce at the University of Virginia in Charlottesville, USA.

Bob serves as the Editor of the Journal of Futures Markets—a leading finance journal that specializes in academic articles on futures, options, and other derivative securities. His experience includes: trading fixed income securities for the Investment Department of the World Bank (Consultant); trading financial futures and options on the floor of the Chicago Mercantile Exchange (Member); designing new financial futures and option contracts for the Chicago Mercantile Exchange (Senior Financial Economist); analysing the effects of deregulating the financial services industry, among others, at the Executive Office of the President, Office of Management and Budget; (Senior Financial Economist) examining issues related to international futures markets at the U.S. Commodity Futures Trading Commission (Senior Financial Economist). Bob has also consulted on risk management issues for the Asian Development Bank in Manila. He formerly taught at the Graduate School of Business at the University of Southern California.

Bob earned his M.B.A. and Ph.D., degrees in finance from the University of Chicago and his B.B.A., degree from the University of Wisconsin at Eau Claire. Bob has published his research in a number of academic journals including the Journal of Econometrics, the Journal of Business and Economic Statistics, the Journal of Futures Markets, and the Southern Economic Journal among others. He has also published commentary on contemporary issues in the financial press including: The Wall Street Journal; Investor’s Business Daily; the Nihon Keizai Shimbun; MK Economic Newspaper; and the Nikkei Weekly. He is the author or co-author of the books, Shock Markets: Trading Lessons for Volatile Times (FT [Financial Times] Press 2013); Trading Catalysts: How Events Move Markets and Create Trading Opportunities (FT Press 2007); and Macroeconomic Information and Financial Trading (Blackwell 1994).

Dr Remco Zwinkels, Erasmus University Rotterdam, the Netherlands

Dr Remco Zwinkels is an Assistant Professor in Finance at the Erasmus School of Economics. He holds a MSc in monetary economics from Erasmus University, an MPhil from the Tinbergen Institute, and obtained his PhD from the Radboud University Nijmegen in 2009. Dr Zwinkels is the Director of the Erasmus Center for Behavioral Finance. His main research interest lies in the field of behavioral finance, and heterogeneous agents models in particular.

July

Dr Thanos Verousis, Associate Professor in Finance, University of Bath, UK.

Dr Thanos Verousis is an Associate Professor in Finance at the University of Bath, UK. He holds a PhD in the Microstructure of Financial Markets from the University of Wales. He is a recipient of the Swansea University Merit Award for excellence in research and teaching and in 2009 he was selected by the British Accounting and Finance Association for the Emerging Scholars in Banking and Finance inaugural conference. His research interests broadly lie in the microstructure of financial markets, however his main contribution is on the microstructure of individual equity options trading at NYSE LIFFE. Current topics of interest include the liquidity and commonality in liquidity of equity options, the adoption of equity options and the implementation of trading rules at NYSE LIFFE. His work has appeared at the Journal of Futures Markets, the Journal of International Financial Markets, Institutions and Money, the European Journal of Finance and the International Review of Financial Analysis.

June

Professor James W Kolari, Mays Business School, Texas A & M University

Professor Kolari has taught financial markets and institutions since earning his Ph.D. in 1980. Previously a Visiting Scholar at the Federal Reserve Bank of Chicago in 1982 and a Fulbright Scholar at the University of Helsinki and Bank of Finland in 1986, he has been a consultant to the U.S. Small Business Administration, American Bankers Association, Independent Bankers Association of America, U.S. Information Agency, and numerous banks and other organizations. Professor Kolari has published over 90 refereed articles, 10 co-authored books, and numerous monographs. His papers have appeared in such domestic and international journals as the Journal of Finance, Review of Financial Studies, Journal of Business, Journal of Economics Dynamics and Control, Journal of International Money and Finance, Journal of Banking and Finance, Journal of Risk and Insurance, and the Scandinavian Journal of Economics.

March

Andre C Silva, Associate Professor, Nova School of Business and Economics, Universidade Nova de Lisboa

André C. Silva is Associate Professor at Nova School of Business and Economics. His research focuses on Macroeconomics and Finance, especially monetary economics, asset pricing and capital structure. His research connects macroeconomic variables such as innovation and capital flows to decisions on portfolio allocation, capital structure and other economic and financial decisions. The research of Andre Silva has been published in academic journals such as the Review of Financial Studies, the Journal of Development Economics, and the American Economic Journal: Macroeconomics.

Andre teaches courses on Macroeconomics and Finance for the Undergraduate, Masters, Ph.D. and MBA programs. Before working at Nova SBE, André Silva taught at the University of Chicago and at the Pontifical Catholic University of Rio de Janeiro, and served as a consultant at Accenture.

André Silva has presented his research in international conferences and seminars such as in the conferences of the American Finance Association, Society for Economic Dynamics, Econometric Society, and American Economic Association. His recent research includes the effect of portfolio rebalancing on the welfare cost of inflation, the determinants of capital flows and the effects of the capital structure on incentives to innovation.

Dr. Joseph W. (Joe) Alba, University of Florida

James W. Walter Eminent Scholar Chair, Distinguished Professor, Chair, Department of Marketing, University of Florida, Warrington College of Business Administration. Research Interests in Consumer Behavior, Marketing Strategy, Decision Making, Pricing, Brand Equity.

May

Associate Professor Jennifer Yin, University of Texas San Antonio, US

Dr. Jennifer Yin is an associate professor of accounting at UTSA. She was on the faculty of Rutgers University at Camden before she joined UTSA in 2005. She has taught a variety of courses in management accounting and financial accounting at the undergraduate, graduate and doctoral level. She is a recipient of the Outstanding Foundation of Knowledge Professor Teaching Award from the MBA Association at UTSA.

Dr. Yin’s research interests include the role of accounting numbers in firm contracts and valuation, capital markets and executive compensation. Her research has been published in Accounting Horizons, Contemporary Accounting Research, Journal of Accounting, Auditing, and Finance, Journal of Accounting and Public Policy, Journal of the American Taxation Associations and Review of Quantitative Accounting and Finance. She serves on the editorial board of International Journal of Accounting, Auditing and Performance Evaluation. She won the UTSA Faculty Research Award in 2006.

February

Professor Johan Knif, Hanken School of Economics, Finland

Professor Johan Knif started his academic career at Hanken School of Ecnomics, Finland, in 1980 as a senior lecturer in statistics. Since 1996 he is professor of Finance and is today often an internationally consulted expert in his field, Empirical Finance and Financial Econometrics. He is a yearly invited researcher and lecturer at Charles F. Dolan School of Business at Fairfield University in Connecticut USA and has a broad international network of research collaboration. He received an honorary doctor’s degree in economics at Lund University in Sweden in 2010.

At Hanken, professor Knif served as vice rector for nine years and chaired the board for the scientific library Tritonia in Vaasa for many years. He is active within several societies and foundations supporting education and research: the boards of Hanken, the Multinational Finance Society, the Foundation for the University of Vaasa, and the Aktia Foundation of Vaasa, just to name a few.

December

Dr Remco Zwinkels, Erasmus University Rotterdam, the Netherlands

Dr Remco Zwinkels is an Assistant Professor in Finance at the Erasmus School of Economics. He holds a MSc in monetary economics from Erasmus University, an MPhil from the Tinbergen Institute, and obtained his PhD from the Radboud University Nijmegen in 2009. Dr Zwinkels is the Director of the Erasmus Center for Behavioral Finance. His main research interest lies in the field of behavioral finance, and heterogeneous agents models in particular.

Dr Yoichi Otsubo, Luxembourg School of Finance, Luxembourg

Dr Yoichi Otsubo obtained his MA and PhD from Rutgers University, US in 2011. After completing his PhD he joined the Luxembourg School of Finance as a Post Doctoral Researcher.  Dr Otsubo's research interests are mainly in the areas of market microstructure and energy derivatives contracts.

August

Professor Qian Sun, Fudan University, China

Professor Sun obtained his BA, MBA and PhD from Peking University, William Paterson College, and Arizona State University, respectively. Prior to joining Fudan University, Professor Sun had taught at Nanyang Technological University and served as the dean of Institute for Financial and Accounting Studies at Xiamen University. He currently serves on the board of Asian Finance Association and Asian Financial Regulatory Committee. He has also held many visiting positions including Visiting Professor at the Graduate School of the People’s Bank and Senior Visiting Financial Economist at the Shanghai Stock Exchange.

Professor Sun’s research interests are in the area of Corporate Finance and International Finance. He has published more than 20 papers in reputable finance journals on financial markets, foreign direct investments, privatization process, dividend policy and cross-listings. He has been invited to give talks in many conferences and schools internationally.

May

Associate Professor Jennifer Yin, University of Texas San Antonio, US

Dr. Jennifer Yin is an associate professor of accounting at the University of Texas at San Antonio.  She was on the faculty of Rutgers University at Camden before she joined UTSA in 2005.  She has taught a variety of courses in management accounting and financial accounting at the undergraduate, graduate and doctoral level. She won the Outstanding Foundation of Knowledge Professor Teaching Award in 2006. Dr. Yin’s research interests include the role of accounting numbers in firm contracts and valuation, capital markets and executive compensation. Her research has been published in Accounting Horizons, Contemporary Accounting Research, Journal of Accounting, Auditing, and Finance, Journal of Accounting and Public Policy, Journal of the American Taxation Associations and Review of Quantitative Accounting and Finance. She serves on the editorial board of International Journal of Accounting, Auditing and Performance Evaluation. Dr. Yin won the UTSA Faculty Research Award in 2006.

February – March

Professor Mika Vaihekoski, University of Turku, Finland

Professor Mika Vaihekoski graduated with a Master of Science in Economics from Turku School of Economics, Finland, in 1993. He was awarded ASLA-Fulbright grant and he visited the Kellogg Graduate School of Management in the US as part of his doctoral studies during 1997-98. He earned his doctorate from Hanken School of Economics in 1999. In 2004, he was named as Professor of Finance at the Lappeenranta University of Technology. The last couple of years he has been on leave from Lappeenranta and worked at Turku School of Economics at the University of Turku. Professor Vaihekoski has published numerous refereed research papers in finance. His main research interests are in the areas of asset pricing, corporate governance, and financial history.

Professor Johan Knif, Hanken School of Economics, Finland

Professor Johan Knif started his academic career at Hanken School of Ecnomics, Finland, in 1980 as a senior lecturer in statistics. Since 1996 he is professor of Finance and is today often an internationally consulted expert in his field, Empirical Finance and Financial Econometrics. He is a yearly invited researcher and lecturer at Charles F. Dolan School of Business at Fairfield University in Connecticut USA and has a broad international network of research collaboration. He received an honorary doctor’s degree in economics at Lund University in Sweden in 2010.

At Hanken, professor Knif served as vice rector for nine years and chaired the board for the scientific library Tritonia in Vaasa for many years. He is active within several societies and foundations supporting education and research: the boards of Hanken, the Multinational Finance Society, the Foundation for the University of Vaasa, and the Aktia Foundation of Vaasa, just to name a few.