Henry Leung worked as a senior business analyst at BT Financial Group, Deutsche Bank and Commonwealth Securities before joining the University of Sydney. In the process, he has gained extensive knowledge and practical experience in the engineering of large scale trading and dealing systems covering foreign exchange, equities, fixed income and derivatives products. He has published in top tier finance journals such as the Review of Finance and the Journal of Banking and Finance. His research interests include analysts’ earnings forecasts, asset pricing, corporate governance and market microstructure. The publication “Unequal access to analyst research” (Australian Journal of Management August 2013 38: 253-277) won the runner up E. Yetton Prize, which was inaugurated in December 1994 to celebrate the winning article published in the Journal in the previous year that, in the eyes of the Associate Editors, was of exceptional quality and was likely to have a substantial impact in the field of management research. Visit the Australian Journal of Management E. Yetton Prize webpage for information on the publication and prize. He graduated from the University with first class honours in Electrical Engineering and Commerce (major in finance and economics) and successively completed a Masters of Business in Finance at the University of Technology, Sydney. Henry was a recipient of the Faculty of Economics and Business Research Scholarship. See supervisor page
Areas of expertise: Corporate Finance / Accounting / Foreign exchange markets
Dr Wong research expertise is in the areas of Accounting and Finance. He specializes in securities market microstructure, bankruptcy and accounting regulations. In particular, he has examined the relationship between cross-border exchanges, the market behaviour of bankrupt firms and how market design and accounting regulation changes affect the quality of securities markets. He has published several articles in leading internationally refereed journals, including the Journal of Business Finance and Accounting. He is part of a successful team awarded $1 million in Australian Research Council funding to analyse the impact of High Frequency Trading on financial markets in 2014.
Areas of expertise: Accounting / Derivatives / Market Microstructure
Amy Kwan commenced as a Lecturer of Finance at the University of Sydney in 2014. Her research interests are in the areas of market microstructure and corporate finance. Dr. Kwan received her PhD from the University of New South Wales. She holds Bachelor degrees in Science and Commerce (Honours) from the University of Western Australia. Dr. Kwan has also held visiting research positions at Nasdaq OMX, the Australian Securities and Investments Commission and the University of Memphis. Supervisor Homepage
Areas of expertise: dark pools / Corporate Finance / Market Microstructure
Sean Foley’s research interest lies in the areas of stock market integrity and regulation. Sean’s work on integrity has focussed on the impact of insider trading and market manipulation on market quality. His work on regulation has focussed on the impact of the introduction and regulation of dark pools and the impact of high frequency trading on market quality. These research areas are both grounded in the market microstructure literature. Sean’s papers have received prizes for their quality at several international conferences, including the “Best Paper on Canadian Markets” at the Northern Finance Association meeting (NFA) 2013, “Best Paper from an Early Career Researcher” at the 2013 Behavioural Finance and Capital Markets Conference in Adelaide and the “Best Market Microstructure Paper” at the 2012 Finance and Corporate Governance Conference in Melbourne. Sean has been a head tutor in the discipline of Finance since 2008, having taught subjects such a diversity of subjects including Financial Valuations, International Financial Management, Trading and Dealing and Corporate Finance 2. Sean has a PhD in Finance from the University of Sydney, as well as an undergraduate degree in Economics with a first class honours in Finance. The title of Sean’s PhD dissertation is “The impact of Regulation on Market Quality”. Supervisor Homepage
Areas of expertise: Microstructure / dark pools / auctions
Dr Shahadat Uddin is a lecturer at the University of Sydney, Australia. He is a Complex Networks researcher, with a significant emphasis to health analytics and Informetrics as application areas of different methods and models of complex networks. Dr Uddin’s research has addressed how networks evolve over time in different real-life contexts and the impact of the evolutionary dynamics of these networks on the performance and behaviour of individuals. Dr Uddin appears to be one of the very first researchers to bring the methods and theories of network analytics to the analysis and modelling of different health care professional networks. For his outstanding research achievements, Dr Uddin was awarded the highly prestigious Dean’s Research Award from the Faculty of Engineering & IT of the University of Sydney in 2015. He holds a PhD in Complex Networks research area from the University of Sydney, Australia. Supervisor Homepage
Areas of expertise: Network Analysis / Health analytics / Data modelling
Dr Da-Wei Wang
After receiving a Bachelor degree in materials science and engineering in 2003 from Northwestern Polytechnic University in China, Dr Wang started his PhD studies at the Institute of Metal Research, Chinese Academy of Sciences in 2003, and received his PhD in Materials Science in 2009. Under the supervision of Professor Hui-Ming Cheng and Professor Feng Li, and the co-supervision of Professor Max Lu, he developed hierarchical porous carbon electrodes for high-power/energy supercapacitors and flexible graphene-polymer electrodes for soft supercapacitors. During 2009-2013, Dr Wang did his postdoctoral research at the University of Queensland in collaboration with Professor Max Lu and Professor Ian Gentle. Dr Wang studied the surface electrochemistry of carbon materials with a focus on the oxygen functional groups and the development of Co-based materials for water splitting. Dr Wang’s research was oriented to the R&D of high-energy Li-S and metal-Air batteries. Since 2014, Dr Wang commenced a Lecturer position in the School of Chemical Engineering, The University of New South Wales. Future research in Dr Wang’s group focuses on synthesis and electrochemistry of electrode materials (carbons, metal compounds and polymers) and advanced energy storage/conversion nanotechnology.
Areas of expertise: Software
My research focuses on the application of agent-based simulation to economic analysis, and encompasses topics crossing several disciplines: finance (trading strategies & market structure), economics (game theory, auction theory, mechanism design) and computer-science/complexity (multi-agent reinforcement-learning, design of co-evolutionary algorithms, complex adaptive systems). Before coming to Essex, I worked on the EPSRC-funded Market-based Control of Complex Computational Systems project developing a novel technique for market design (evolutionary mechanism design) in which I applied techniques from agent-based modeling, evolutionary computation and heuristic optimization to the mechanism design problem. More recently, I have been applying agent-based modeling and evolutionary game-theory to the study of social networks and the emergence of cooperation via indirect reciprocity. I also have commercial experience of the E-business sector, having worked as a consultant for a professional-services company delivering web-based auction solutions, with over ten years of commercial software engineering experience. I co-founded two startup companies: Ripple Software Ltd. which developed econometric analysis tools for power-sellers in the eBay market place, and Victria Ltd, which developed a prototype dark-pool trading platform.
Areas of expertise: Market Microstructure
Dr. Hamish Malloch
Dr. Hamish Malloch commenced as a lecturer at the University of Sydney in 2009 and received his PhD from the same institution in 2011. Hamish’s PhD involved the valuation of exotic options called “passport options” and this work has subsequently been published in the high quality international journal Quantitative Finance. Hamish’s research interests lie in the field of mathematical/quantitative finance. Specifically, he is interested in theoretical models of derivative valuation and asset allocation and the empirical application of such models.
Areas of expertise: Mathematical finance / Options pricing / Asset allocation