Faculty of Economics and Commerce Department of Finance

Michael Chng
Senior Lecturer

Biography

Michael Chng joined the department in Nov 2006, where he obtained his PhD in Oct 2003. Prior to this, he was a lecturer in the Department of Accounting and Finance, Monash University Clayton for 4 years. He has published in the Corporate Finance Review, International Review of Financial Analysts; Journal of Futures Markets; Journal of Multinational Financial Management and Review of Futures Markets. Three of his publications resulted from selection by the conference review committee to be published in the corresponding affiliated journal.

Qualifications

BCom (Hons), MCom (Hons), PhD Melb

Teaching responsibilities

Derivative Securities (MAF), Financial Management (MAC)

Research Interests

Price discovery; cross-market trading dynamics; trading strategies

Publications

Journal Articles
  1. Chng, M. Forthcoming. "Common industry exposure in seemingly unrelated commodities", Review of Futures Markets,
  2. Chng, M. 2009. "There is something about pairs-trading", Corporate Finance Review, In Press
  3. Chng, M.. 2005. "Corporate Finance Review", Floor trading and screen trading: Distinctions for practitioners, June
  4. Chng, M.. 2005. "Review of Futures Markets", Measuring the summary informativeness of orders and trades, 14 (Fall): pp. 245-281.
  5. Chng, M.. 2004. "Journal of Multinational Financial Management", The trading dynamics of close-substitute futures markets: Evidence of margin policy spillover effects, 14 (4): pp. 463-483.
  6. Chng, M.. 2004. "Journal of Futures Markets", Price discovery and market design: Theory and empirical evidence, 24 pp. 1107-1146.
  7. Chng, M., Gannon, G.. 2003. "International Review of Financial Analysis", Contemporaneous intraday volume, option and futures volatility transmissions across parallel markets, 12 (1): pp. 49-68.
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