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Quan Gan

Photo of Quan Gan

B.Eng. Tsinghua; MAS Swiss Federal Institute of Technology in Zurich (ETHZ) & University of Zurich; PhD UNSW; CFA
Senior Lecturer

Rm 511
H69 - Codrington Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9114 0831
quan.gan@sydney.edu.au

Bio

Quan Gan holds a bachelor’s degree in computer science and technology from  Tsinghua University, China; a master’s degree in quantitative finance from the  Swiss Federal Institute of Technology in Zurich (ETHZ) and University of  Zurich, Switzerland; and a PhD in economics (econometrics) from the University  of New South Wales (UNSW), Australia.

Upon his graduation from Tsinghua University, Quan worked as a software  engineer in San Jose (Silicon Valley), USA. After obtaining the master’s  degree, he worked in financial industry in Zurich and Sydney. Prior to joining  the University of Sydney in 2009, he lectured business courses at Australian  school of business and school of engineering at UNSW.

Quan holds the Chartered Financial Analyst® designation. He has published  popular stock analysis articles and comments on Bloomberg, Australian  Financial Review and Eureka Report. He also commented on financial markets  on SBS radio program. Quan's research has been reported by The  Australian and Australian Financial Review.

Selected publications

2018

Journal Article

Cai P, Gan Q, and Kim S (2018) Do Sovereign Credit Ratings Matter for Foreign Direct Investments? Journal of International Financial Markets, Institutions and Money, 55, 50-64. [More Information]

2017

Journal Article

Gan Q, Wei W, and Johnstone D (2017) Does the Probability of Informed Trading Model Fit Empirical Data? Financial Review, 52 (1), 5-35. [More Information]

2016

Conference Proceeding

Gan Q, Wei W, and Johnstone D (2016) Does the Probability of Informed Trading Model Fit Empirical Data? Quantitative Methods in Finance 2016 Conference; UTS, Sydney, Australia.

2015

Journal Article

Gan Q, Wei W, and Johnstone D (2015) A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering Quantitative Finance, 15 (11), 1805-1821. [More Information]

2014

Journal Article

Gan Q (2014) Location-scale portfolio selection with factor-recentered skew normal asset returns Journal of Economic Dynamics and Control, 48, 176-187. [More Information]

2013

Journal Article

Gan Q (2013) Optimal Selling Mechanism, Auction Discounts and Time on Market Real Estate Economics, 41 (2), 347-383. [More Information]

2012

Journal Article

Smith M, Gan Q, and Kohn R (2012) Modeling Dependence Using Skew t-Copulas: Bayesian Inference and Applications Journal of Applied Econometrics, 27 (3), 500-522. [More Information]

Conference Proceedings

Wei W, and Gan Q (2012) Diminishing Price Impact in Asian Limit Order Book Markets 25th Australasian Finance and Banking Conference 2012; Social Science Research Network, Rochester.

Wei W, and Gan Q (2012) Comparing the Information Content of Stock Trades: An Adaptive Lasso Approach Accounting and Finance Association of Australia and New Zealand AFAANZ Conference 2012; The Accounting and Finance Association of Australia and New Zealand, Melbourne, VIC, Australia.

2011

Conference Proceeding

Gan Q (2011) On Polynomial Goal Programming and Mean-Variance-Skewness Portfolio Selection Accounting and Finance Association of Australia and New Zealand AFAANZ Conference 2011; The Accounting and Finance Association of Australia and New Zealand, Darwin, Australia. [More Information]

2010

Conference Proceeding

Gan Q (2010) Optimal Selling Mechanism, Auction Discounts, and Time on Market 17th European Real Estate Society ERES Annual Conference 2010; SDA Bocconi Milan, Italy.

2009

Journal Article

Gan Q, and Hill R (2009) Measuring housing affordability: Looking beyond the median Journal of Housing Economics, 18 (2), 115-125. [More Information]

Selected grants

2016-2017

Recent Units Taught

  • FINC6000 Quantitative Finance

  • FINC6007 Financial Strategy

Newsroom articles

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