Staff Research Interests
Dr Gurmeet Bhabra
Gurmeet's primary areas of interest include corporate control, corporate governance, dividend policy and corporate restructuring.
Barbara Chambers
Barbara's research interests are in behavioural finance. Traditional finance theory assumes that investors are rational and consider all the available information in the decision-making process. However, researchers have uncovered evidence of irrational behaviour and repeated errors in judgment by investors. The fields of psychology and social behaviour can shed light on the efficiency of financial markets as well as explain stock market anomalies, market bubbles and crashes. Many researchers (including Barbara) believe that human flaws in investing are consistent, predictable and can be exploited for profit.
Dr Scott Chaput
Scott's current research interests include derivative securities, interest rate modeling and risk management.
Professor Timothy Crack
Timothy's research interests include empirical capital markets, derivatives, econometrics, quantitative active equity trading strategies, fixed income theory, and market microstructure.
Norah Ellery
Norah developed a paper on personal finance, taught for the first time in 2000. Her other research interests include the use of spreadsheets in teaching statistics. In 1999, together with Barbara Chambers, she was the recipient of an ETSS Teaching Technology Grant for the development of computerized self-help resources for the first year Business Statistics course (QUAN 101).
Professor Robin Grieves
Robin's research interests include fixed income, derivatives/financial engineering, portfolio management, international finance, applied investment and portfolio management.
Dr Lynn McAlevey
Lynn 's current research interests include the use of applied statistics in finance and managerial decision making.
Warren McNoe
Warren 's research interests include asset pricing, asset pricing classroom experiments, empirical estimation of systematic risk for capital budgeting, executive compensation.
Dr Andreas Penckwitt
Andreas' main research interests include game theory, multi-agent systems, computational modelling of markets. Andreas and David Alexander are heavily involved in the experimental computing cluster project (a parallel cluster with 32 machines located in the department).
Associate Professor I M Premachandra
Premachandra's main research interests include data envelopment analysis, simulation, spreadsheet modeling and applied probability. Premachandra is currently working on his application of operations research techniques in finance.
Dr Helen Roberts
In August 2007, Helen graduated with her doctorate, which investigated the relationship between CEO compensation, firm performance and corporate governance. Helen's research interests include CEO compensation and firm performance, corporate governance and the valuation of equity incentives used in compensation agreements.
Dr Shawn Strother
Shawn's research interests include asset pricing, market microstructure, regulation, initial public offerings and venture capital, volatility.
Dr Yih Pin Tang
Yih Pin's research interests are banking, socially responsible investments, productivity and efficiency analysis.
Immediate past staff
Dr David Alexander
David is interested in mathematical finance, incomplete markets, interacting agents, asset pricing and preferences. David and Andreas Penckwitt are heavily involved in the experimental computing cluster project.
Murray Reynolds
Murray 's current research interests are in risk management, particularly risk management and derivative use in Brazil and other South American markets.
Dr Alan Stent
Alan's current research interests include measurement of productivity in the maritime industry (econometric analysis), simulation, modeling (stochastic, dynamic, financial, farm, and spreadsheet), budgeting, computer-based animation and risk management.