B.Eng. Tsinghua; MAS Swiss Federal Institute of Technology in Zurich (ETHZ) & University of Zurich; PhD UNSW; CFA
H69 - Codrington Building
The University of Sydney
NSW 2006 Australia
|Telephone||+61 2 9114 0831|
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.
Who Moved My Cheese? Australia & China to Exchange Tax Data Under Common Reporting Standard 03 Feb 2017
In a bid to fight tax evasion and support greater tax transparency, Australia and China will automatically exchange information on the financial accounts held by each others residents according to OECD Common Reporting Standard from Jan 1 2017. Who will be affected? Mandarin Producer Alan Qu interviewed Senior Lecture of Finance Quan Gan from The University of Sydney Business School.
AU$ 100 note to be scrapped? 26 Dec 2016
Quan Gan was interviewed by SBS Radio on the federal government potentially looking into banning the Australian $100 note.
Budget Preview Quan Gan 03 May 2016
Quan Gan was interviewed on SBS Mandarin about the Federal Budget.
Panama Paper - Tax Avoidance in Australia 08 Apr 2016
SBS Radio (Mandarin)
Dr Quan Gan was interviewed on SBS Mandarin Radio about the Panama Papers and offshore finance.
Medicare Outsourcing: Is it to be privatized? 15 Feb 2016
Quan Gan was interviewed on SBS Radio (Mandarin) about outsourcing Medicare's payment service.
Gan Q, Wei WC and Johnstone D 2016 'Does the Probability of Informed Trading Model Fit Empirical Data?', The Quantitative Methods in Finance 2016 Conference, Sydney, Australia, 16th December 2016
Gan Q, Wei W and Johnstone D 2015 'Does the Probability of Informed Trading Model Fit Empirical Data?', 2015 Asian Finance Association Annual Conference, Changsha, China, 2nd July 2015
Gan Q, Wei W and Johnstone D 2015 'Does the Probability of Informed Trading Model Fit Empirical Data?', 8th Nordic Econometric Meeting NEM2015, University of Helsinki, Finland, 30th May 2015
Gan Q, Wei W and Johnstone D 2014 'Does the Probability of Informed Trading Model Fit Empirical Data?', 8th International Conference on Computational and Financial Econometrics CFE 2014, Pisa, Italy, 8th December 2014
Gan Q, Johnstone D and Wei W 2014 'Cluster PIN: A New Estimation Method for the Probability of Informed Trading', World Finance Conference, Venice, Italy, 4th July 2014
Gan Q 2013 'Portfolio Selection with Skew Normal Asset Returns', 26th Australasian Finance and Banking Conference AFBC 2013, Sydney, Australia, 19th December 2013
Gan Q 2013 'Performance of Equity REITs: Does a Skew Factor Matter?', 20th Annual European Real Estate Society Conference ERES 2013, Vienna, Austria, 6th July 2013
Wei WC and Gan Q 2013 'Comparing Time-Varying Price Impact and Information Impounding Time across Asian Stock Exchanges: An Adaptive Lasso Approach', 6th Financial Risks International Forum, Paris, France, 26th March 2013
Wei WC and Gan Q 2012 'Comparing Information Content of Stock Trades across Asian Exchanges: An Adaptive Lasso Approach', 27th International Conference of the American Committee for Asian Economic Studies ACAES 2012-Financial Econometrics group (FEG), Melbourne, Australia, 27th October 2012
Gan Q 2012 'Platform Competition of Government Sponsored Enterprises and Investment Banks in Mortgage Securitization Market', 19th European Real Estate Society Annual Conference ERES 2012, Edinburgh, United Kingdom, 16th June 2012
Wei WC and Gan Q 2012 'Diminishing Price Impact in Asian Limit Order Book Markets', Proceedings of the 25th Australasian Finance and Banking Conference, Sydney, Australia, 18th December 2012
Wei WC and Gan Q 2012 'Comparing the Information Content of Stock Trades: An Adaptive Lasso Approach (Awarded best finance paper)', Proceedings of the Accounting & Finance Association of Australia and New Zealand Conference AFAANZ 2012, Melbourne, Australia, 3rd July 2012
Gan Q 2011 'On Efficiency of Real Estate Market', 18th Annual Conference of the European Real Estate Society ERES 2011, Eindhoven, Netherlands, 18th June 2011
Gan Q 2011 'On Polynomial Goal Programming and Mean-Variance-Skewness Portfolio Selection', Proceedings of the Accounting and Finance Association of Australia and New Zealand AFAANZ Conference 2011, Darwin, Australia, 5th July 2011
Gan Q and Hill R 2011 'A New Perspective on the Relationship Between House Prices and Income', 3rd Annual Global Chinese Real Estate Congress Conference, Hangzhou, China, 3rd April 2011
Smith M, Gan Q and Kohn R 2010 'Modeling Dependence Using Skew t-Copulas: Bayesian Inference and Application', 3rd Financial Risks International Forum - "Risk Dependencies", Paris, France, 26th March 2010
Gan Q 2010 'Optimal Selling Mechanism, Auction Discounts, and Time on Market', 17th Annual Conference of the European Real Estate Society ERES 2010, Milan, Italy, 26th June 2010
Gan Q and Hill RJ 2009 'Measuring housing affordability: Looking beyond the median', Journal of Housing Economics, vol.18:2, pp. 115-25
Gan Q and Hill RJ 2009 'Measuring housing affordability: looking beyond the median', The American Real Estate and Urban Economics Association 2009 International Conference, Los Angeles, United States, 14th July 2009
- Information and asset prices
- Investment and industry analysis
- Quantitative methods in finance
Recent Units Taught
FINC3019 Fixed Income Securities
FINC5001 Capital Markets and Corporate Finance
2016: S1, S2,
FINC6000 Quantitative Finance
2016: S1, S2,
FINC6007 Financial Strategy
FINC6010 Derivative Securities