Welcome to the Finance Department research webpage.
We foster a high calibre research environment with an excellent seminar series, access to most major databases and to a high performance computing cluster, in an environment that supports and rewards high quality research.
Our vibrant research environment attracts top academic talent as demonstrated in the most recent ERA ranking (Excellence in Research for Australia) that places us tied for 4th position among finance departments in Australia. We have a rich visitors program and an ongoing plan for strategic appointment of leading international researchers and aspiring junior faculty. We offer a postgraduate research degree program, and currently have more than twenty students completing their PhDs. Our graduates build successful careers in both academia and industry.
Our researchers target their research at the highest quality academic journals. A full list of accepted publications is available here. Some of our recent top tier publications include:
Talis Putnins (with S. Foley). 2016, 'Should We Be Afraid of the Dark? Dark trading and market quality', Journal of Financial Economics, vol. 122, no. 3, pp. 456-481.
The finance discipline group hosts the Quantitative Finance Research Centre (a joint initiative with the School of Mathematical and Physical Sciences). We are founding members of the Financial Research Network (FIRN) and co-host the annual FIRN market microstructure meeting.