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EDUCATION:
- Ph.D., Monash University
- M.A., University of California, Berkeley
- B.A., San Jose State University
AREAS OF INTEREST:
- Teaching: International Finance, Corporate Finance, Investments, Macroeconomics,
- Financial Econometrics, Financial Data Analysis
- Research: Fund Performance, Exchange Rate Modeling, Risk Modeling,
- Financial Econometrics, Asset Pricing
ACADEMIC EMPLOYMENT HISTORY:
- 2003 - Current: Lecturer, Department of Accounting and Finance - Tenure. Monash University, Caulfield Campus
- 1996 - 2003 Lecturer, Department of Econometrics and Business Statistics. Monash University, Melbourne Australia
- 1991 - 1996 Lecturer, Department of Management Information Systems. Deakin University, Geelong, Australia
NONACADEMIC EMPLOYMENT HISTORY:
- 1999 - Current Statistical Consultant
The Hrkac Group Pty. Ltd.
Geelong, Victoria Australia
Telephone: + 61 3 52-242-366
- 1990 - 1991 Actuary
Firemans Fund
San Francisco Ca.
- 1989 - 1990 Actuarial Assistant
Metropolitan Life Insurance
San Francisco Ca.
TEACHING:
- Financial Management
- International Banking & Finance
- Investments Research Methods in Finance
- Quantitative Methods for Accounting and Finance
- Quantitative Methods for MBA
- Actuarial Statistics
- Business Statistics
SELECTED PUBLICATIONS:
- "Introducing Smooth Transition to the Two Regime Market Model: An Empirical Examination using a New Technique" (single author)
Advances in Financial Planning and Forecasting, Vol 2, 2006, pp247-287
- "Does Beta React to Market Conditions? Estimates of Bull and Bear Betas using a Nonlinear Market Model with Endogenous Threshold Parameter" (First author, jointly with Heather Anderson)
The Journal of Empirical Finance Provisionally accepted 2007
- "Does prior mathematics knowledge really lead to variation in statistics performance? Evidence from a developing country" (First author jointly with Tissa Galagadera)
Forthcoming in International Journal of Educational Development 2006
- "Introducing non-linear dynamics to the two-regime market model: Evidence" (First author, jointly with Vijaya Marisetty)
Quarterly Review of Economics and Finance, 45, 559-581, 2005
- "An investigation of how perceptions of mathematics ability can affect elementary statistics performance"(Second author jointly with Tissa Galagadera and S, Degamboda)
International Journal of Mathematics Education in Science and Technology, vol. 31, 5, 679-689, 2000
- "Empirical evidence on alternative theories of inflation and unemployment a re-evaluation for the Scandinavian Countries" (First author jointly with Ram Pilarissetti)
Applied Economics Letters, vol. 6, 55-58, 1999
- "Evidence on alternative theories of inflation and unemployment in the Philippines" (First author jointly with Ram Pilarissetti)
Asian Economic Review, vol. XXXVII, 2, 263-269, Aug. 1995
CONFERENCE PROCEEDINGS PUBLICATIONS:
- INFINITI Conference on International Finance, June 12, 2006,"The Effect of Cross Listing: Evidence from the Australian Market" BEST PAPER AWARD
- MIDWEST Finance Association Annual Meeting, March 24, 2006, "A Comprehensive Investigation of the Market Timing Ability of Fund Managers"1
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