Current PhD students in Finance
Mr. Tianjiao Li, The Implied Volatility Smirk in Chinese ETF Options, 1 Sep 2023 – Present; Co-Supervisor
Miss Ruizi Hu, Essays in Quantitative Finance, 1 Jun 2023 – Present; Primary Supervisor
Mr. Wen Xu, Essays in Financial Econometrics, 1 Apr 2023 – Present; Primary Supervisor
Mr. Weihan Li, Essays on Options, 1 Oct 2021 – Present; Primary Supervisor
Graduated PhD students
Mr. Junyu Zhang, Essays in Empirical Finance, 1 Mar 2021 – Feb 2024; Primary Supervisor; PhD thesis submitted on 23 Feb 2024, Award of PhD approved in May 2024.
Ms. Jianhui Li, Essays on Options Market, 1 Jul 2020 - Aug 2023; Primary Supervisor; PhD thesis submitted on 24 Aug 2023, Award of PhD approved in Nov 2023; Initial position: Teaching Fellow, University of Waikato, Hamilton, New Zealand.
Ms. Jungah (Isabella) Yoon, Essays on Derivatives Markets, May 2020 - Jun 2023; Primary Supervisor; PhD thesis submitted on 2 Jun 2023, Award of PhD approved in Oct 2023; Initial position: Teaching Fellow, University of Otago, Dunedin, New Zealand.
Mr. Wei Lin, Essays in Quantitative Finance, Dec 2018 - Sep 2022; Sole Supervisor; PhD thesis submitted on 20 Sep 2022, Award of PhD approved in Apr 2023. PhD thesis formally recognized by the Division of Commerce as being of exceptional quality; Initial position: Assistant Professor in Mathematics, Hangzhou Normal University, Hangzhou, P. R. China.
Mr. Pakorn (Beam) Aschakulporn, Bakshi, Kapadia and Madan (2003) Risk-Neutral Moment Estimators; Apr 2019 - May 2022; Sole Supervisor; PhD thesis submitted on 9 May 2022, Award of PhD approved in Oct 2022; PhD thesis formally recognized by the Division of Commerce as being of exceptional quality; Initial position: Lecturer in Finance, University of Otago, Dunedin, New Zealand.
Ms. Xiaolan Jia, The Information Content of the Implied Volatility Surface, Sep 2019 - Feb 2022; Primary Supervisor; PhD thesis submitted on 5 Feb 2022, Award of PhD approved in May 2022; Initial position: Assistant Professor of Finance, Chongqing University of Education, Chongqing, P. R. China.
Mr. Wei Guo, SPX and SPY Options, Apr 2018 - Mar 2021; Primary Supervisor; PhD thesis submitted on 19 Mar 2021, Award of PhD approved in Jul 2021; Initial position: Assistant Professor of Finance, University of Shanghai for Science and Technology, Shanghai, P. R. China
Mr. Tian (Tin) Yue, SSE 50 ETF Options, PhD in Finance; Apr 2016 - Dec 2019; Primary Supervisor; PhD thesis submitted on 31 Dec 2019, Award of PhD approved in Jun 2020; Initial position: Assistant Professor of Finance, Chongqing Jiaotong University, Chongqing, P. R. China.
Ms. Thi Xuan Nhu Nguyen, Essays in Empirical Finance, PhD in Finance; Mar 2014 - Dec 2019; Primary Supervisor; PhD thesis submitted on 18 Dec 2019, Award of PhD approved in Jun 2020; Current position: Senior Lecturer, Pacific International Hotel Management School, New Zealand.
Mr. Sebastian A. Gehricke, VIX Futures ETNs and Their Derivatives, PhD in Finance; May 2015 - April 2018; Sole Supervisor; PhD thesis submitted on 27 Apr 2018, Award of PhD approved in Oct 2018; Current position: Senior Lecturer in Finance, University of Otago, Dunedin, New Zealand.
Mr. Xinfeng Ruan, Equilibrium Asset Prices and Variance Risk Premia, PhD in Finance; Nov 2014 - Oct 2017; Sole Supervisor; PhD thesis submitted on 4 Oct 2017, Award of PhD approved in Dec 2017; PhD thesis formally recognized by the Division of Commerce as being of exceptional quality; Current position: Senior Associate Professor of Finance in Xi'an Jiaotong-Liverpool University, Suzhou, P. R. China.
Miss Fang Zhen, Essays on Skewness, PhD in Finance; Nov 2013 - Oct 2016; Primary Supervisor; PhD thesis submitted on 12 Oct 2016, Award of PhD approved in Mar 2017; Current position: Associate Professor of Finance in China Economics and Management Academy, Central University of Finance and Economics, Beijing, P.R. China
Mr. Xingguo Luo, PhD in Finance from HKU in 2010; Current position: Professor of Finance in Zhejiang University, Hangzhou, P. R. China
Ms. Yuqin Huang, PhD in Finance from HKU in 2010; Current position: Associate Professor of Finance in Central University of Finance and Economics, Beijing, P. R. China
Ms. Huimin Zhao, PhD in Finance from HKU in 2008; Current position: Associate Professor of Finance in Sun Yat-sen University, Guangzhou, P. R. China
Ms. Jinghong Shu, PhD in Finance from CityU HK in 2002; Current position: Associate Professor of Finance in University of International Business and Economics, Beijing, P. R. China
Graduated Master students in Otago
Mr. Tianjiao Li, COVID-19 tail risk in the Euro-Dollar option market, MFinc, Jul 2022 – Jul 2023; Co-Supervisor.
Ms. Yi Shi, The Implied Volatility Smirk of the Chinese Currency EFT Options, MFinc, Jul 2022 – Jul 2023; Co-Supervisor.
Mr. Jasper Struwig, The Implied Volatility Smirk of U.S. Pharmaceutical Options during the COVID-19 Pandemic, Feb 2021 – Feb 2022; Primary Supervisor.
Mr. Thomas Weatherall, Investor Attention and ESG Alphas in the United States, Master of Finance, Feb 2020 – Feb 2021; Co-Supervisor.
Miss Katherine Scott, ESG-Alphas and Investor Attention to ESG in the Australian Market, Master of Finance, Feb 2020 – Feb 2021; Co-Supervisor.
Mr. James Stanners, Market Convergence throughout the COVID-19 Crisis, Insights from Announcement & Google Trend Data, Master of Finance, Feb 2020 – Feb 2021; Co-Supervisor.
Mr. Thomas Lindsay, The Implied Volatility Smirk of Gold Options in China During the COVID-19 Pandemic, Master of Finance, Feb 2020 – Feb 2021; Co-Supervisor.
Mr. Samuel Kirk-Reeve, Air Pollution and the Cross-Section of Stock Returns in China, Master of Finance, Feb 2020 – Feb 2021; Co-Supervisor.
Miss Zisha Zhang, Deviations from Put-Call Parity and Stock Return Predictability: Evidence from U.S. Arms Industry, Master of Finance, Feb 2019 - Feb 2020; Co-Supervisor.
Mr. Jansson Ford, Option Traders Are Concerned About Climate Risks: ESG Ratings and Sentiment, Master of Finance, Feb 2019 - Feb 2020; Co-Supervisor.
Ms. Isabella Yoon, Does Average Skewness Matter in the Energy Market? Master of Finance, Feb 2019 - Feb 2020; Co-Supervisor; Initial position: PhD student in University of Otago, May 2020 - Present.
Mr. Connor Stuart, Implied Volatility Smirk of the FXA ETF, Master of Finance, Feb 2019 - Feb 2020; Co-Supervisor; Initial position: Trading floor in BNZ Markets in Auckland.
Mr. Pakorn Aschakulporn, New Zealand Whole Milk Powder Options, Master of Finance, Feb 2018 - Feb 2019; Sole Supervisor; Paper presented at the 23rd New Zealand Finance Colloquium, 14-15 February 2019, Lincoln University, Canterbury, New Zealand; Initial position: PhD student in University of Otago, Apr 2019 - Present.
Miss Jianhui (Iris) Li, How Do US Options Traders "Smirk" on China? Evidence from FXI Options, MBus in Finance, Feb 2017 - Sep 2018; Primary Supervisor; Paper presented at the 7th International Conference on Futures and Other Derivatives, 19-20 October 2018, Fudan University, Shanghai, P. R. China, and 2018 New Zealand Finance Meeting, 17-19 December 2018, AUT, Queenstown, New Zealand; Initial position: PhD student in University of Otago, Jul 2020 - Present.
Mr. Neal Burghardt, The Volatility of Volatility Index, VVIX, Master of Finance, Feb 2014 - Feb 2015; Sole Supervisor.
Miss Tong Mu, The Relationship between Australian and US Volatility Indices, Master of Finance, Feb 2014 - Feb 2015; Sole Supervisor.
Mr. Moloud Rahmaniani, Modeling the Dynamics of Correlations between International Equity Volatility Indices, MCom in Finance, Mar 2014 - Feb 2015; Primary Supervisor; Paper presented at the 19th New Zealand Finance Colloquium, 18th-20th February 2015, University of Waikato, Hamilton, New Zealand; Current position: a securities company in Iran.
Mr. Sebastian Gehricke, Modeling VXX, MBus in Finance, Feb 2013 - Dec 2014; Sole Supervisor; Paper presented at 2014 Auckland Finance Meeting, 18-20 December 2014, AUT, Auckland, New Zealand; Initial position: PhD student in University of Otago, May 2015 - Apr 2018.
Ms. Yushuang Jiang, Modified GARCH Process and Variance Risk Premium, MBus in Finance, Jul 2012- Apr 2014; Sole Supervisor; Current position: PhD student in University of Reading, UK, Sep 2014 - Present.