Dr Bavani Arunasalam is a lead scientist in data mining and analytics at the CMCRC. She is an Honorary Associate of the University of Sydney and has extensive experience in risk identification, fraud detection, and predictive modelling using advanced data mining, text mining, and statistical techniques. Arunasalam received her PhD in computer science from Sydney University.
Areas of expertise: Data Mining, Analytics
Dr Mollica leads our Finance Market Quality program, which covers foreign exchange, derivative, real estate, equities, digital currency and OTC markets. He has provided consulting services in relation to breaches of market integrity and prepared policy advice around the over-the-counter swap markets for residential real estate for the Australian Financial Markets Association and to the Financial Services Council in response to regulatory proposals surrounding issues of dark pools and minimum ticks.
Areas of expertise: Event Studies, Valuation, Market Manipulation
Dr Andreas Furche has been involved in the development of financial technology start-up companies for 20 years, in Australia, the US, and Europe.
As CEO of SMARTS, he led the development and growth of the globally leading market surveillance company, which was grown out of the CMCRC and acquired by NASDAQOMX in 2010.
Areas of expertise: Insider Trading, Market Manipulation, Event Studies
David Gallagher is the Chief Executive Officer of the Centre for International Finance and Regulation (CIFR) and is a Professor at the Australian School of Business at The University of New South Wales.
Areas of expertise: Investment Management, Market Efficiency and Information, Portfolio Performance Measurement
Federico Girosi is an Associate Professor in Population Health at the School of Medicine, Western Sydney University and the Head of Research of the Health Market Quality program of Capital Markets CRC. Dr. Girosi is a health economist and a data scientist whose interests span a wide range of topics.
Areas of expertise: Health Economics, Data Mining
Dr Hains is Adjunct Professor, School of Law Sydney, University of Notre Dame Australia, building on an established career in securities market compliance as the Head of Compliance and Counsel for a number of global systemically important financial institutions, including Bank of America Merrill Lynch, Royal Bank of Scotland, and ABN AMRO Group Australia & NZ.
Areas of expertise: Compliance, Derivatives and OTC, Off market trading, Stock Broking, AFSL, Investment Banking.
Dr Kingsley Jones is Founding Partner/CIO for Jevons Global, a global investment firm.
He has been: Portfolio Manager for the Macquarie Global Thematic Fund; Global Head of Quantitative Trading Research and a member of the Australian Value team at AllianceBernstein LP; head of Quantitative Research at CFSB in Sydney; and a Quantitative Analyst at County Investment Management.
Areas of expertise: Investment Management, Quantitative Finance, Trading Technology
Dr Lepone is a Professor of Finance at the Macquarie Graduate School of Management. His research focusses in the areas of equity and futures market microstructure. He has examined how particular market designs affect market quality, including the structure of off-market block trading facilities and the effect of minimum tick-size reductions for futures contracts.
Areas of expertise: Derivatives, Microstructure, Off-Market Trading
Scott Peacock is a specialist practitioner in breaches of securities market rules with over a decade of experience at the helm of the enforcement division of a Canadian regulator of securities markets. An independent barrister and solicitor, he was most recently the Director of Enforcement at the NSSC in Canada until his retirement in June 2013. In this capacity, he acquired broad experience in regulatory compliance, investigations, litigation, criminal prosecution, criminal defence, administrative and securities law.
Areas of expertise: Regulation, Insider Trading, Market Manipulation
Dr Uma Srinivasan is a lead scientist in Health informatics at the CMCRC. Her experience in designing software solutions for hospitals and health departments has shaped her research focus on information solutions that enable efficient and high quality healthcare. Srinivasan holds a PhD in computer science from University of New South Wales.
Areas of expertise: Health Economics, Data Mining
Stephen Taylor is a Professor of Financial Accounting at UTS and a member of the Australian Accounting Standards Board (AASB). He leads a CMCRC research program examining the measurement of accounting and audit quality. His research focuses on the intersection of financial economics and accounting. In particular, his work has examined how corporations manage their disclosure policies, the effect of accounting and non-accounting data on firms’ value, the economics of auditing, corporate governance issues and initial public offerings. Professor Taylor’s research has been published in leading international journals, including the Journal of Accounting and Economics; Contemporary Accounting Research; Journal of Financial and Quantitative Analysis; Journal of Corporate Finance; Journal of Banking and Finance; Pacific Basin Finance Journal and Journal of Business Finance and Accounting. He has also published in leading Australian journals, namely Accounting and Finance; Abacus and Australian Journal of Management.
Professor Taylor has acted in a number of matters involving valuations, buybacks, valuation methodologies and financial forecasts, and provided expertise to a range of institutions interested in financial market valuations.
Areas of expertise: Valuation, Buybacks, Financial Forecasts, Accounting, Financial Accounting, Accounting disclosure
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
Terry Walter is Professor of Finance and former Chief Research Officer and Director of Equities Research at Sirca (www.sirca.org.au). Terry has nearly 40 years’ experience as an academic in accounting and finance. He has published widely on topics in finance and accounting, including mergers and acquisitions, IPOs and SEOs, market microstructure, anomalies in empirical capital market evidence, behavioural finance, and the performance of mutual funds.
Areas of expertise: Valuation, Mergers and acquisitions, IPOs and SEOs