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Reuben Segara

Photo of Reuben Segara

BBus(Hons) UTS; PhD
Senior Lecturer

Rm 447
H69 - Codrington Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9351 8790
Fax +61 2 9351 6461
reuben.segara@sydney.edu.au

Bio

Dr. Reuben Segara is a Lecturer of Finance at the University of Sydney. Dr Segara is also a research associate with the Capital Markets Co-Operative Research Centre (CRC) Limited. His research interests and expertise are primarily in the areas of microstructure influences on the performance of equities and derivative markets, investment and risk management and the efficiency of capital markets.

Dr. Segara earned his Ph.D. (Finance) from the School of Business at the University of Sydney. He also holds a Bachelor of Business, majoring in accounting and finance from the University of Technology, Sydney and an honours degree in economics and finance at the same institution. His post-graduate degree was financially supported by securing one of two prestigious Australian Stock Exchange scholarships, whilst working as a research assocaite for the Securities Industry Research Centre of Asia-Pacific (SIRCA). He is actively involved in equities markets research with the Australian Securities Exchange (ASX). Dr. Segara maintains an active research agenda and seeks to be an active participant within the investment community.

Selected publications

2016

Report

Alcock J, Andrlikova P, Aspris A, Foley S, Satchell S, Segara R, Wright D, and Yao J (2016) Asset price bubbles in the Australian Market; The Centre for International Finance and Regulation, Sydney, 4-154.

2013

Journal Article

Petrella G, and Segara R (2013) The bid-ask spread of bank-issued options: a quantile regression analysis Quantitative Finance, 13 (8), 1241-1255. [More Information]

2012

Journal Articles

Lecce S, Lepone A, McKenzie M, and Segara R (2012) The impact of naked short selling on the securities lending and equity market Journal of Financial Markets, 15 (1), 81-107. [More Information]

Segara R, Das A, and Turner J (2012) Performance of Active Extension Strategies: Evidence from the Australian Equities Market Australasian Accounting Business and Finance Journal, 6 (3), 3-24.

Book Chapter

Lepone A, Segara R, and Wong B (2012) Does broker anonymity hide informed traders? International Finance Review: Transparency and Governance in a Global World; Emerald Group Publishing Limited, Bingley, United Kingdom, 287-317. [More Information]

2011

Journal Article

Frino A, Lecce S, and Segara R (2011) The Impact of Trading Halts on Liquidity and Price Volatility: Evidence from the Australian Stock Exchange Pacific-Basin Finance Journal, 19 (3), 298-307. [More Information]

2010

Journal Article

Bell A, Mladenovic R, and Segara R (2010) Supporting the reflective practice of tutors: what do tutors reflect on? Teaching in Higher Education, 15 (1), 57-70. [More Information]

2009

Journal Article

Frino A, Segara R, and Zheng H (2009) The Impact of Trade Characteristics on Stock Return Volatility: Evidence from he Australian Stock Exchange Asia-Pacific Journal of Financial Studies, 38 (2), 163-186. [More Information]

Conference Proceedings

Bell A, Mladenovic R, and Segara R (2009) Supporting the reflective practice of tutors: what do tutors reflect on? 2009 AFAANZ Conference; Cafaanz, Adelaide, Australia. [More Information]

Lecce S, Mistry M, Segara R, and Wong B (2009) Does Broker Anonymity Hide Informed Traders? 18th European Financial Management Association Annual Meeting EFMA 2009; European Financial Management Association, Italy.

2008

Journal Articles

Aitken M, deB. Harris F, McInish T, and Segara R (2008) Are third-party equity warrants redundant? Journal of Financial Transformation, 22 (2), 153-161.

Jarnecic E, Segara R, Segara L, and Westerholm P (2008) The Scholarly Output of Universities and Academics in the Asia-Pacific Region Who Publish in Major Finance Journals: 2000-2007 Australasian Accounting Business and Finance Journal, 2 (3), 26-56.

Book

Frino A, and Segara R (2008) Trade Execution, Arbitrage and Dealing in Australia; Pearson Education, Sydney.

Conference Proceeding

Frino A, Li J, and Segara R (2008) On-market or off-market? An analysis on the choice of trading venue for the Australian Stock Exchange Accounting and Finance Association of Australia and New Zealand Conference (AFAANZ/IAAER) 2008; The Accounting and Finance Association of Australia and New Zealand, Sydney.

2007

Journal Articles

Segara L, and Segara R (2007) Intraday trading patterns in the equity warrants and equity options markets: Australian evidence Australasian Accounting Business and Finance Journal, 1 (2), 42-60.

Webb R, Muthuswamy J, and Segara R (2007) Market microstructure effects on volatility at the TAIFEX The Journal of Futures Markets, 27 (12), 1219-1243. [More Information]

Webb R, Muthuswamy J, and Segara R (2007) Market Microstructure Effects on Volatility at the TAIFEX The Journal of Futures Markets, 27 (12), 1219-1243. [More Information]

2006

Journal Article

Segara R (2006) The Performance of Exchange-Traded Funds in Australia Journal of Investment Strategy, 1 (2).

2005

Journal Article

Aitken M, and Segara R (2005) Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence Accounting and Finance, 45 (1), 127-144. [More Information]

Conference Proceeding

Aitken M, Harris F, McInish T, and Segara R (2005) Are warrants redundant? Spanning tests and price discovery European Financial Management Association Annual Meeting (EFMA) 2004; European Financial Management Association, European.

Recent Units Taught

  • FINC3014 Trading and Dealing in Security Markets

  • FINC5001 Capital Markets and Corporate Finance