Ronan Powell is Professor of Finance at Dublin City University Business School. Prior to taking up the position in 2013 at DCU, he was an Associate Professor of Finance at the Australian School of Business, University of New South Wales, Sydney. Before moving to Australia in 2001, he was a lecturer in Finance at Queen’s University in Belfast. He holds a PhD from the University of Essex. Professor Powell has expertise in corporate finance, with an emphasis on the valuation consequences of mergers and acquisitions, corporate governance, and innovative investments. He has won external grant funding for his research from the Centre for International Finance and Regulation (CIFR) in Australia, and the Science Foundation Ireland (in conjunction with the Irish Research Council). He has published in leading international journals, including the Journal of Financial Economics, Journal of Corporate Finance, Journal of Business Finance & Accounting, and the Journal of Banking and Finance. He is an Associate Editor for the Journal of Business Finance and Accounting.
Areas of expertise: Corporate Finance
Hi! Welcome to my website. I am a Professor in the Department of Computing, Division of Information and Communication Sciences, Macquarie University, Sydney, NSW, Australia. I am the co-founder of the Intelligent Systems Group at Macquarie. See the Projects link for information on current and past projects and the Research Grants page for available funding. If you are interested in research, please contact me. I received my B.Sc. and M.Sc. in Computer Science and Engineering from Hacettepe University, Ankara, Turkey, and Ph.D.(1991) in Computer Science from The University of Victoria (UVic) , Victoria, British Columbia, Canada. The topic of my PhD thesis was “Intensional Logic Programming”. My thesis advisor was Prof. Bill Wadge, co-inventor of the Lucid language. Prior to joining Macquarie University as a Lecturer in September 1992, I worked as a post-doctoral research associate at UVic in the Rigi project on software reverse engineering and analysis, initiated by Professor Hausi A. Muller in the mid-eighties. My current research interests lie in the areas of computational intelligence, multi-agent systems, trust and security, temporal reasoning, formal methods. I am a Senior Member of IEEE, and member of ACM, IEEE Computer Society, ALP, ASL and AAL .
Areas of expertise: Data Mining
Professor Fariborz Moshirian is the Director of the Institute of Global Finance (IGF) in the UNSW Australia Business School, Sydney. The IGF does collaborative research on Systemic risk, financial innovation and global financial stability with NYU, UCLA and has had joint work with the Asian Development Bank, the IMF, the World Bank, PwC and a number of world class research centres. Fariborz was the Bertil Danielsson Professor of Finance for 2006 (the Stockholm School of Economics and Nordea Bank). He is a consultant to the Asian Development Bank. He served as the Head of School of Banking and Finance at UNSW for over four years. Fariborz has published a number of influential research works on global financial stability, interconnectedness, governance, systemic risk and the financial and social challenges of the 21st century in leading international finance journals including the Journal of Finance, the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, and the Journal of Banking and Finance. Fariborz’s joint work with the World Bank on Globalization and Financial Services in Emerging Countries was published in 2007. His work with the IMF and the World Bank on Global Financial Crisis, Risk Analysis and Risk Management was published in 2009. His joint work with Institutions such as the Bank for International Settlements ”Systemic Risk, Basel III, Governance and Financial Stability” was published in 2012. His latest work on Systemic Risk: Liquidity Risk, Governance and Global Financial Stability with Institutions such as the Federal Reserve Bank of New York, the Bank of England and the Reserve Bank of Australia is published in 2014. Supervisor Homepage
Areas of expertise: Market Microstructure
Professor Michayluk obtained his Ph.D. at Louisiana State University in 1998 for his work on intraday price formation and bid-ask spread components of stocks traded on the New York Stock Exchange and the Paris Bourse. David cofounded the International Journal of Managerial Finance and is the current editor. Before joining UTS, he has been on the faculty at the University of New South Wales and University of Rhode Island and has taught at a number of institutions including the University of Saskatchewan, the University of Adelaide in their Singapore program and Bond University in their South African program. Supervisor Homepage
Areas of expertise: REITs / Market Microstructure
Dr. Thomas H. McInish is an author or coauthor of more than one hundred scholarly articles in leading journals such as the Journal of Finance, the Journal of Financial and Quantitative Analysis, the Journal of Portfolio Management, the Review of Economics and Statistics, and the Sloan Management Review. Cited as one of the “Most Prolific Authors in 72 Finance Journals;” Ranked 20 (tie) out of 17,573 individuals publishing in these journals from 1953 to 2002. Another study ranked Dr. McInish as 58 out of 4,990 academics in number of articles published during 1990-2002. Dr. McInish’s co-authored, path-breaking article on intraday stock market patterns originally published in the Journal of Finance was selected for inclusion in (1) Microstructure: The Organization of Trading and Short Term Price Behavior, which is part of the series edited by Richard Roll of UCLA entitled The International Library of Critical Writings in Financial Economics. (This series is a collection of the most important research in financial economics and serves as a primary research reference for faculty and graduate students) and (2) Continuous-Time Methods and Market Microstructure, which is part of the International Library of Financial Econometrics edited by Andrew W. Lo of MIT. His book, Corporate Spin-Offs, was selected by Choice, a publication of the Association of College and Research Libraries, for inclusion on its list of “Outstanding Academic Books 1984.” Blackwell Publishers published his book Capital Markets: A Global Perspective in 2000 in English and Chinese. Dr. McInish earned his Ph.D. from the University of Pittsburgh. Dr. McInish is a Chartered Financial Analyst (C.F.A.), a highly respected professional designation. Dr. McInish currently holds the Wunderlich Chair of Excellence in Finance at The University of Memphis.
Areas of expertise: Market Microstructure
- Stochastic Analysis And Modelling
- Applied Statistics
- Probability Theory
- Statistical Theory
Areas of expertise: Stochastic Analysis And Modelling / Applied Statistics / Probability Theory / Statistical Theory
Professor Lepone completed his Ph.D. at the University of Sydney in 2007. He is actively involved in research in the areas of equity and futures market microstructure, particularly related to the areas of market design and market quality. In particular, he has examined how particular market designs affect market quality, with a significant focus on High Frequency Trading. He has published numerous articles in leading internationally refereed journals, including the Journal of Banking and Finance, Journal of Financial Markets and the Journal of Empirical Finance. Supervisor Homepage
Areas of expertise: Microstructure / Behavioral finance / Derivatives / Event Studies
Geoff Kingston obtained his Bachelor and PhD degrees from the Australian National University. Before moving to Macquarie University in 2009, he lectured at the University of Western Ontario, the University of Queensland, the University of Sydney and the University of New South Wales. He has published in the Quarterly Journal of Economics, Economic Journal, Journal of International Economics, International Economic Review, Journal of Money, Credit and Banking, Journal of Monetary Economics, Journal of Public Economics and Journal of Economic Dynamics and Control. His co-authored book on superannuation was published in 2001 by Cambridge University Press.
Areas of expertise: Macroeconomics / Personal finance / International finance
Petko S. Kalev is a Professor in Finance and the Director of the Centre for Applied Financial Studies (CAFS) — School of Commerce, at the University of South Australia Business School. Professor Kalev holds a PhD in Financial Econometrics from Monash University, a Master of Science in Statistics from the University of Melbourne and, a Bachelor of Science Degree in Mathematics from the University of Plovdiv. Prior to joining the University of South Australia in February 2010, Professor Kalev worked at the Department of Accounting and Finance, Monash University (1999–2010). Professor Kalev has several research interests ranging from Asset Pricing, Capital Markets & Market Microstructure, Market Efficiency, Corporate Finance, Assets Management, Quantitative Finance and Behavioural Finance. Professor Kalev is most known and recognised for his empirical research contributions to the field of Market Microstructure: Asymmetric Information and Informed Trading, Market Quality, Price Discovery and Volatility Modelling. Professor Petko Kalev is the founder and Director of CAFS, at the School of Commerce (October 2010). On his initiative, UniSA became the first participating member, located outside of New South Wales of the $100 million Capital Markets Cooperative Research Centre (CM CRC). Professor Kalev has strong links with the finance industry — he is a past Committee member of both Q-group Australia and Q-group Melbourne chapter. Currently he is a member of the SIRCA research committee. Professor Kalev is also the founder and executive chair of an annual research conference on Behavioral Finance and Capital Markets (2011 – present). Petko has an outstanding scholarship and professional leadership track record at the tertiary level for an Australian academic. More specifically, he has been playing an exceptional leadership role in teaching research subjects (units) with a research component at the tertiary level; in supervising and mentoring research students (Honours and PhD students); in performing research in interdisciplinary areas (eg Finance, Financial Economics and/or Financial Econometrics); in publishing in highly ranked and reputable international A* journals and in creating partnerships between the academia the finance industry. Petko is joint winner with Sugato Chakravarty and Linh Pham of the Barclays Global Investors Research Award, of for the best paper on Capital Markets/Funds Management with a focus on the Australasian markets (Australasian Finance and Banking Conference – Sydney, December 2004). He also holds the best paper award at the FMA European meeting in Turin 2009 – a joined paper with his ex-PhD student Huu N. Duong. Petko disseminates knowledge and research in the discipline of Finance by presenting invited lectures, workshops, seminars and research papers at leading national and international institutions, and networking with leading Departments and scholars, thus enhancing the reputation of the University I represent. Over the last four years, Petko has presented more than 40 seminars and other research papers at leading institutions, such as the Board of Governors of the Federal Reserve System – Division of International Finance, Washington DC, Cambridge University (Judge Business School), Erasmus University, University of Bonn (3 seminars), University of Mannheim (3 seminars), University of Calgary (Haskayne School of Business), Georgetown University (McDonough School of Business), University of Hawaii, (Shidler College of Business), Massey University, Bond University, New Bulgarian University, University of Sinos (Sao Leopoldo), Federal University (Porto Alegre), UNWE (Sofia), Catholic University of Mons, ANU, UNSW (3 seminars), UWA (2 seminars), The University of Melbourne (2 seminars), The University of Sydney (3 seminars), University of Queensland (2 seminars), RMIT, UTS (3 seminars), Macquarie University, Monash University (7 seminars), and others; or to practitioners’ organisations (affiliations) such as CSIRO and the Q-Group of Australia (Goldman Sachs JBWere). Supervisor Homepage
Areas of expertise: Capital Markets / Microstructure / Corporate Finance / Corporate Governance / Market Efficiency / Investments/Funds Management / Behavioural Finance / Quantitative Finance / Special Topics in Time Series / Empirical Economics / Financial Econometrics
Stewart Jones’ specialist area in research is corporate financial reporting. Over the past decade he has published over 100 scholarly research pieces in financial reporting/accounting, including nearly sixty refereed articles, ten books, and numerous book chapters, working papers and short monographs. Stewart’s most recent books are “Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction” published by the Cambridge University Press (UK) and the third edition of “Financial Accounting Theory” published by Cengage Learning, Sydney. Stewart’s research interests cover such topics as credit risk and corporate distress analysis, accounting theory, standard setting, international standards harmonization, financial analysis and research methodology (with a particular interest in discrete choice modelling and stated preference experiments). He has been very successful in acquiring numerous research grants from competitive grant schemes, including five Large ARC grants over the past four years, totalling more than $2M. Stewart is currently Editor-in-Chief of the prestigious international quarterly, Abacus. Stewart’s industry experience includes the interpretation of accounting standards; financial analysis and regulation; credit risk modelling and corporate performance analysis. Supervisor Homepage
Areas of expertise: Corporate financial reporting