Our research across all areas of finance informs business practice, policy and regulation both nationally and internationally. We aim to produce key insights that lead beneficial economic and social change within Australia and across geographical and cultural boundaries. Our areas of interest include:
The Applied Portfolio Management program, run by the Discipline of Finance, enables undergraduate students to apply their academic knowledge and acquire practical skills by managing a portfolio of Australian equity securities using real money in real time through the University of Sydney Student Managed Fund.
The Fund has a dual mandate, designed to provide undergraduate finance students with hands-on equity analysis and portfolio management experience and to fund scholarships for disadvantaged students. Students have the unique opportunity to acquire practical investment management experience by forming, executing and evaluating the performance of investment recommendations.
Meet our academics and research students.
Professor Douglas Foster
Professor Suk-Joong Kim
Professor Susan Thorp
Fractional Professor Henk Berkman
Fractional Professor Iftekhar Hasan
Fractional Professor Stephen Satchell
Fractional Professor Andriy Shkilko
Fractional Professor Eliza Wu
Associate Professor Shumi Akhtar
Associate Professor Jamie Alcock
Associate Professor Maurice Peat
Associate Professor Buhui Qiu
Associate Professor Joakim Westerholm
Adjunct Professor Trent Hagland
Adjunct Professor Annette Mullen
Adjunct Professor Susan Roberts
Petra Andrlikova
Degree: PhD
Working title: Asymmetric dependence
Supervisor: Jamie Alcock
Bei Chen
Degree: PhD
Working title: Predictive analysis of peer-to-peer lending
Supervisors: Quan Gan, Eliza Wu
Joshua Della Vedova
Degree: PhD
Working title: Behavioural drivers of momentum
Supervisors: Joakim Westerholm, Andrew Grant
Anne Dyhrberg
Degree: PhD
Working title: Market microstructure and cryptocurrencies
Supervisors: Sean Foley, Jiri Svec
Gerry Hiscock
Degree: PhD
Working title: On the relative efficiency of Smart Beta and factor models
Supervisors: Hamish Malloch, Andrew Ainsworth
Dirk Houben
Degree: PhD
Working title: Equity index jump risk in equilibrium
Supervisors: Hamish Malloch, Stephen Satchell
Yun Ling
Degree: PhD
Working title: Size effect of hedge funds
Supervisors: Juan Yao, Stephen Satchell
Shuang Liu
Degree: PhD
Working title: Analyst forecast dispersion and market return predictability: Does conditional equity premium pay a role?
Supervisors: Buhui Qiu, Juan Yao, Byoung-Kyu Min
Md. Ahasan Habib Sarkar
Degree: PhD
Working title: Mutual funds' trading activity, skills and fund behaviour
Supervisors: Joakim Westerholm, Buhui Qiu
Thomas To
Degree: PhD
Working title: Three essays in empirical corporate finance
Supervisors: Eliza Wu, Marco Navone
Liang Wen
Degree: MPhil
Working title: Asset pricing
Supervisors: Quan Gan, Byoung-Kyu Min
Vycke Zheng Wu
Degree: PhD
Working title: Price discovery and trading by foreign institutional investors and domestic retail investors
Supervisors: Joakim Westerholm, Shumi Akhtar
Hui Henry Zhang
Thesis title: Asset pricing anomalies, risk factors and their application
Completed: 2019
Supervisor: Stephen Satchell, Joakim Westerholm
Peilin Cai
Thesis title: The effect of sovereign credit rating on foreign direct investment
Completed: 2018
Supervisor: Suk-Joong Kim
Sol Chung
Thesis title: Equity-based compensation for executives and firm performance: Evidence from Australia
Completed: 2017
Supervisor: Susan Thorp
Jo Zhang
Thesis title: An empirical investigation on the post-earnings announcement drift and agorithmic trading
Completed: 2017
Supervisors: Douglas Foster, Joakim Westerholm
Ye Ye
Thesis title: Strategic behaviour in corporations
Completed: 2017
Supervisors: Shumi Akhtar
He Huang
Thesis title: The welfare implications of CDS trading
Completed: 2017
Supervisors: Jiri Svec, Andrew Ainsworth
Bochen Wu
Thesis title: Intangible assets and financial analysts herding behaviour
Completed: 2017
Supervisors: Juan Yao, David Johnstone
We run a regular seminar series, usually held on Fridays, 11am – 12pm. The seminar organiser is Lantian Liang.