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Richard Philip

B.Eng (Hons 1) B.Com PhD Sydney
Lecturer

Rm 415
H69 - Codrington Building
The University of Sydney
NSW 2006 Australia

Telephone +61 2 9034 0578
richard.philip@sydney.edu.au


Bio

Richard commenced as a Lecturer at the University of Sydney in 2013. He received his PhD in Finance from the University of Sydney and holds a Bachelor of Engineering (Hons 1) and Bachelor of Commerce (majoring in Finance and Econometrics). Prior to joining Sydney University he worked at various investment banks as a quantitative prop trader with a particular focus on high frequency trading. He also spent time developing systematic trading strategies in a hedge fund.

2016

4
Journal Article/s

Malloch H, Philip R and Satchell S 2016 'Decomposing the bias in time-series estimates of CAPM betas', Applied Economics, vol.48:45, pp. 4291-98 [Link]

Foley S, Kwan A, McInish T and Philip R 2016 'Director discretion and insider trading profitability', Pacific-Basin Finance Journal, vol.39, pp. 28-43 [Link]

2015

5
Conference Paper/s

Kwan A and Philip R 2015 'High-frequency trading and execution costs', Financial Management Association Annual Meeting, Orlando, United States, 17th October 2015

Kwan A and Philip R 2015 'High-frequency trading and execution costs', Centre for International Finance and Regulation (CIFR) Conference: The Design and Regulation of Securities Markets, Sydney, Australia, 12th August 2015

Malloch H, Philip R and Satchell S 2015 'Biased time-series estimates of beta in the CAPM', 22nd Annual Conference of the Multinational Finance Society, Halkidiki, Greece, 1st July 2015

Kwan A and Philip R 2015 'High-frequency trading and execution costs', 24th Annual Meeting European Financial Management Association EFMA, Breukelen, Netherlands, 27th June 2015

2014

5
Conference Paper/s

Kwan A and Philip R 2014 'High-frequency trading and execution costs', 27th Australasian Finance and Banking Conference, Sydney, Australia, 18th December 2014

Kwan A and Philip R 2014 'High-frequency trading and execution costs', Financial Research Network Annual Conference, Lake Crackenback, Australia, 16th November 2014

Research Expertise

  • Returns in the time dimension
  • Market microstructure
  • Market efficiency
  • Machine learning

Recent Units Taught

  • FINC3019 Fixed Income Securities

    2017: S1, S2,
    2016: S1, S2,
    2015: S1, S2,

  • FINC5001 Capital Markets and Corporate Finance

    2016: S1,
    2015: S2,

  • FINC6014 Fixed Income Securities

    2017: S2,
    2016: S2,

  • FINC6017 Mergers and Acquisitions

    2017: S1,
    2015: S1,