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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.

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Publications

2016

4
Journal Article/s

Malloch H, Philip R and Satchell S 2016 Forthcoming 'Decomposing the bias in time-series estimates of CAPM betas', Applied Economics 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

Videos

University of Sydney Business School researchers Amy Kwan and Richard Philip are bringing new insights to the evolution of financial markets through their research into high-frequency trading.

3:09 mins Play video Download video (YouTube - Mb) Watch on YouTube


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