Workshop: Monash workshop on financial markets

04/30/2018 09:00 am 05/1/2018 05:00 pm Australia/Melbourne Workshop: Monash workshop on financial markets

The 2018 Monash workshop on financial markets will focus on:

  • Market design and quality
  • High frequency trading
  • Volatility modelling
  • Short selling
  • Stock market crashes
  • Bitcoin
  • The real effect of financial markets for corporate decisions.

Keynote speakers

  • Dr Andrew Neil Burgess received his PhD from London Business School, University of London. Since 2000 he has been involved with ‘electronic trading’ for a leading global investment bank in New York and London.
  • Professor Dragon Yongjun Tang received a PhD in finance from the University of Texas at Austin in 2005. His current research interests include credit risk, credit derivatives, and Chinese banking and credit markets. He has previously done research on mutual funds and Bayesian methods in finance. His research articles are published in top journals such as the Journal of Finance. He has also received numerous research awards.
  • Dr Esen Onur joined the Commodity Futures Trading Commission in 2011. He provides cost-benefit considerations for a variety of rulemakings, contributes to the Commission’s international data harmonisation efforts, and was instrumental in creating the Commission’s Weekly Swaps Report. His research interests include derivatives markets, information asymmetry in financial markets, market microstructure, and prediction markets. Prior to joining the Commission, he was a professor of economics at California State University, Sacramento. His research has been published in leading journals such as Journal of Financial and Quantitative Analysis, Journal of Commodity Markets, Journal of Alternative Investments, Journal of Prediction Markets, and International Journal of Finance and Economics. He received a PhD in economics from University of Virginia.
  • Talis Putnins is a Professor in the Finance Discipline Group at UTS and a member of the Quantitative Finance Research Centre. 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, Management Science, 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.

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Event Details

Date:
30 April 2018 at 9:00 am – 1 May 2018 at 5:00 pm
Venue:
Caulfield campus, The Pavilion, level 8, building H, 900 Dandenong Road, Caulfield East
Categories:
Banking and Finance

Description

The 2018 Monash workshop on financial markets will focus on:

  • Market design and quality
  • High frequency trading
  • Volatility modelling
  • Short selling
  • Stock market crashes
  • Bitcoin
  • The real effect of financial markets for corporate decisions.

Keynote speakers

  • Dr Andrew Neil Burgess received his PhD from London Business School, University of London. Since 2000 he has been involved with ‘electronic trading’ for a leading global investment bank in New York and London.
  • Professor Dragon Yongjun Tang received a PhD in finance from the University of Texas at Austin in 2005. His current research interests include credit risk, credit derivatives, and Chinese banking and credit markets. He has previously done research on mutual funds and Bayesian methods in finance. His research articles are published in top journals such as the Journal of Finance. He has also received numerous research awards.
  • Dr Esen Onur joined the Commodity Futures Trading Commission in 2011. He provides cost-benefit considerations for a variety of rulemakings, contributes to the Commission’s international data harmonisation efforts, and was instrumental in creating the Commission’s Weekly Swaps Report. His research interests include derivatives markets, information asymmetry in financial markets, market microstructure, and prediction markets. Prior to joining the Commission, he was a professor of economics at California State University, Sacramento. His research has been published in leading journals such as Journal of Financial and Quantitative Analysis, Journal of Commodity Markets, Journal of Alternative Investments, Journal of Prediction Markets, and International Journal of Finance and Economics. He received a PhD in economics from University of Virginia.
  • Talis Putnins is a Professor in the Finance Discipline Group at UTS and a member of the Quantitative Finance Research Centre. 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, Management Science, 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.

More information

E-Mail
buseco-events@monash.edu