Thomas Ruf
Senior Lecturer
School of Banking and Finance
UNSW Business School
Email: t.ruf@unsw.edu.au
< Curriculum vitae > < Research >
Recent and upcoming presentations:
Recent and upcoming presentations:
- June 1-3, 2018: Scheduled presentation at Financial Intermediation Research Society, Barcelona: “The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets”
- May 9-10, 2018: Scheduled presentation at the Fifth Annual Conference on Financial Market Regulation, Securities & Exchange Commission: “The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets”
- Jan 5-7, 2018: AFA 2018, Philadelphia: “The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets”
- Dec 18-20, 2017: Auckland Finance Meeting, Queenstown: “Inferring Mutual Fund Quality at Inception”
- Dec 7-8, 2017: Market Design and Regulation Conference, City U. Hong Kong: “The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets”
- December 5, 2017: Seminar at Hong Kong Polytechnic University: “Inferring Mutual Fund Quality at Inception”
- December 1, 2017: Seminar at University of Hong Kong: “Inferring Mutual Fund Quality at Inception”
- Sep 25-27, 2017: Behavioural Finance and Capital Markets Conference 2017, Best Paper Award for “Chasing Ghosts: Are Investors Fooled by Portfolio Composition at Fund Inception?”
- Sep 22, 2017: Seminar at Wilfried Laurier University, Waterloo: “The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets”
- Sep 15-17, 2017: NFA 2017, Halifax: “Chasing Ghosts: Are Investors Fooled by Portfolio Composition at Fund Inception?”
- Aug 23-26, 2017: EFA 2017, Mannheim: “The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets”
- Aug 23-26, 2017: EFA 2017, Mannheim: “Dark Pool Reference Price Latency Arbitrage”
- Jul 12-15, 2017: CICF 2017, Hangzhou: “The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets”
Research Interests:
Research Interests:
- Empirical asset pricing
- Mutual funds and institutional investors
- Market microstructure
- Banking regulation and risk management
- Commodities and derivatives