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Research supervisors in Accounting and Finance

Research interests

As of 23 July 2009

Dr Hue Hwa Au Yong

Risk Management and Derivatives, Risk Effect of Derivatives, Modelling Interest Rate and Foreign Currency Risks, Asian and Emerging Markets, Financial Crisis and Capital Market Research.

Dr Banita Bissoondoyal

Stock markets analysis, mostly related to impacts of changing credit ratings, determinants of credit ratings, analysing the volatility – return relationship, event studies, asset pricing models mainly using higher order and downside models, volatility asymmetry and leverage. My focus is mostly in the area of quantitative finance as well as corporate finance.

Associate Professor Peter Carey

Main research interest in the areas of Audit and Assurance Services and Corporate Governance. Specific research interests include the market for assurance services, methods of enhancing audit quality, auditor communication, and related corporate governance mechanisms including risk management, internal control and internal audit. In the finance area interests include IPO underpricing, long run performance and market cycles.

Dr Andrzej Ceglowski

Simulation and application of artificial intelligence methods for the analysis of accounting, financial, risk and process information.

Professor Keryn Chalmers

Financial accounting and financial reporting matters including: examining firms' discretionary accounting policies, accounting valuation methods, and disclosure choices; the impact of accounting regulation on firm value; executive remuneration and corporate governance.

Professor Robert Chenhall

Relating management accounting systems to the strategic and operational needs of organizations.

Professor Paul Collier

Management control and management accounting, broadly defined to include non-financial performance measurement and informal controls. Ethnographic and organizational case studies in these areas as well as knowledge management and risk management in both the private and public sectors. The links between performance management, risk management and knowledge management, emphasising the role of governance in balancing accounting information with alternative modes of management control.

Assoc Professor Michael Dempsey

Behaviour of risky assets; the cost of capital; option pricing.

Dr Michael De Martinis

Economics of auditing; Determinants of audit planning, production and fees; Public sector auditing; Auditor accountability and independence.

Dr Binh Do

Research interests are: derivative pricing with a focus on empirical testing of pricing models, estimation of volatility models, evaluation of trading strategies with a focus on statistical arbitrage, estimation of unobservable variables in finance, asset pricing with a focus on intertemporal risk-return relation, Value at Risk and risk measurement.

Dr Piyadasa Edirisuriya

Banking performance in emerging markets, corruption and financial deregulation and financial developments in South Asia.

Professor Robert Faff

Asset pricing; risk modelling; managed fund performance; behavioral finance; corporate governance; risk management.

Dr Victor Fang

Interest rate swaps and credit risks, currency risk management, term structure of interest rates and models, swap spreads and credit spreads analysis and modelling volatility.

Dr Aldonio Ferreira

Performance measurement and management; Management control systems; Contingency theory; Strategic aspects of Management Accounting; Environmental management accounting; Not-for-profit organizations.

Assoc Professor Grant Gay

The audit expectation gap; audit reporting; internal control, audit risk and assurance framework; consolidations and accounting for company groups.

Assoc Professor Roger Gay

Stochastic processes in finance, risky asset models, extreme value theory, superannuation and nationally coordinated private pension funding schemes in other countries, financial planning, general and life insurance.

Dr Philip Gharghori

Asset pricing, with a focus on the risk-based nature of contemporary asset pricing models. Funds management, with a focus on fund performance and style. Default risk modelling and the impact of default risk on asset prices. Stock splits and takeovers and their short-term and long-term price impact. Capital markets research and water accounting.

Professor Jayne Godfrey

Earnings management: theoretical explanations and statistical modelling; role of accounting in transferring wealth between contracting parties and in increasing the value of the firm; impact of accounting regulation on firms' financing and investment decisions; impact of accounting regulation on firm value. Auditor choice and auditor industry specialization.

Dr Mahendra Goyal

Financial Accounting and Reporting: For example, performance indicators, EPS and cashflow reporting, organisational, environmental and behavioural aspects affecting organisations' management and accounting information systems and control. Recently, Mahendra has also been involved with the Audit fee determinants in the South Asia region. Other research interests include: accounting education gap and corporate governance.

Dr Abdel K Halabi

Accounting education, the use of technology in teaching accounting, not for profit reporting.

Dr Mohammad Hoque

Credit crunch, stock market, bank failures, loan loss, corporate governance, Islamic banking and microfinance.

Professor Francis In

Asset pricing theory, time-series modeling of financial market volatility, cross-listing and price discovery, optimal consumption and portfolio choices, performance of mutual fund and hedge management, dynamic modeling of credit default swap spreads, credit risk modeling, and wavelet and copula analysis in finance.

Dr Petko Kalev

Initial Public Offerings (IPOs), Seasonal Public Offerings (SEOs); Financial Tunneling; Market Anomalies & Behavioural Issues; Informed Trading; Liquidity; Order Submission Strategies; Volume-Volatility Relation; Price Discovery; Price Limits; Information Arrivals & MDH.

Associate Professor Ralph Kober

Contingency Theory, Environmental Management Accounting, Management Control Systems, Performance Measurement in the Not-for-Profit Sector, Organisational and Strategic Change, Simons' Levers of Control

Professor Kim Langfield-Smith

The design and implementation of performance measurement systems and management control systems; control systems in inter-organizational relationships; behavioural aspects of management accounting systems.

Associate Professor Paul Lajbcygier
  1. Asset Pricing (incl. equity and option pricing)
  2. Forecasting
  3. Hedge Funds
  4. Mutual Funds
  5. Financial Econometrics/ Statistics
  6. Socially Responsible Investments
  7. Trading Systems.
Dr Wei Lu

Accounting history, value relevance of intangible asset measurement and disclosures, assets revaluation across different countries, comparative international financial reporting, globalisation of accounting standards and corporate governance.

Dr Vijaya Marisetty

Funds management; performance measurement of managed funds; market micro structure; Asian capital markets and behavioural finance.

Dr Patty McNicholas

The critical and social analysis of accounting with a focus on accountancy and gender/ethnicity/culture/class issues. Related to this are issues concerning environmental accounting, sustainability reporting, stakeholder engagement, social and environmental accountability and climate change.

Dr Robyn Moroney

Auditing primarily; Behavioural (auditor decision-making processes); Economics of auditing fields (fraud, corporate governance, industry specialisation).

Dr Zoltan Murgulov

Initial public offerings, seasoned equity offers and various aspects of the use of trading simulation software in teaching

Professor Farshid Navissi

Financial accounting/capital markets areas including Earnings Quality (Earnings management, Earnings persistence, Earnings response coefficient, Accruals quality) Corporate Governance, Securities price effects of regulatory changes, and application of auditing and management accounting issues in financial accounting.

Dr Ruvendra Nandan

Management accounting and control systems, particularly changes in MACS in historical, political and social contexts; Multiple roles of MACS in organisations, particularly, budgets in sense making and sense giving roles; Small accounting practice issues in rural and regional contexts; Social and environmental reporting issues.

Dr Shrimal Perera

Bank competition and contestability modeling, interest spread analysis, parametric and nonparametric efficiency computation techniques, value at risk analysis and South Asian financial systems

Dr Michaela Rankin

Financial reporting and corporate governance, executive remuneration, and the regulation and practice of social and environmental accountability and reporting.

Dr Andrew Sanford
  1. Financial and Risk Modeling
  2. Bayesian Analysis
  3. Probabilistic and Decision Networks
  4. Probabilistic, Causal and Evidential Reasoning
  5. Decision Analysis & Decision Theory
  6. Decision Support Systems
Professor Axel Schulz

My research interests span behavioural issue in management control system design aspects such as performance measurement and incentives. I'm also interested in escalation of commitment of investment projects.

Professor Michael Skully

Bank and other financial institutions in Australia and the Asia Pacific; banking efficiency; financial development, banking and insurance, microfinance; Islamic banking and finance; prudential regulation; Corporate governance of financial institutions; dividend reinvestment plans and imputation; financial centres and international banking.

Assoc Professor David Smith

Management control systems (MCS); performance measurement; behavioural implications of the use and design of MCS, management control in NGOs.

Dr Stephen Smith

Information systems strategy; development of information systems; e-commerce; design of accounting reports; online communities

Professor Donald Stokes

The Economics of Financial Accounting, Auditing and Corporate Governance and the implications for Capital Markets. Includes topics around Earnings Quality, Audit Quality, Audit Market Competition, Accounting and Disclosure Regulation.

Dr Ly-Fie Sugianto

Optimisation, Decision Support Systems, EBusiness Systems, Technology Adoption and Diffusion, User Satisfaction Studies

Dr Ting Yean Tan

International capital movements; options and futures.

Assoc. Prof George Tanewski

Capital markets and control of publicly listed firms by family blockholders; voluntary audits, monitoring and control in SMEs; corporate governance issues in family controlled businesses; performance measurement in SMEs; business advice to SMEs.

Dr Sirimon Treepongkaruna

Short-term interest rate modeling, FX modeling, high-frequency (tick-by-tick) data modeling, credit risk modeling, regime switching model, dynamic of volume, return and volatility during crisis period. Volatility and Skewness linkages. Probability of Insider Trading in Stock market.

Professor Madhu Veeraraghavan

My research interests are in the following areas:

  • Asset Pricing
  • Behavioural Finance
  • Corporate Finance
  • Corporate Governance
  • Evaluation of Mutual Fund and Hedge Fund Managers

Dr Jayasinghe Wickramanayake

Superannuation and pension funding; portfolio formation and funds management; banking; multi-factor modelling; corporate finance; mergers and acquisitions and small and medium industry finance.

Dr Carla Wilkin

Enterprise systems and information technology use in accounting education; accounting information systems and management control; ICT use in knowledge based economies; decision support technologies and IT Governance.



 
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