B.Eng (Hons 1) B.Com PhD Sydney
H69 - Economics and Business Building
The University of Sydney
NSW 2006 Australia
|Telephone||+61 2 9034 0578|
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.
High frequency trading 'drives up costs' 30 Jul 2015
Sky Business News
Dr Richard Philip was interviewed on Sky Business News about high frequency trading and the impact on financial markets.
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
- Returns in the time dimension
- Market microstructure
- Market efficiency
- Machine learning