Wei Lin
Thesis: Essays in quantitative finance
Dates: 2018 to 2023
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Jin Zhang
Publications:
- Lin, Wei, K. Shen, and Jin E. Zhang, 2023, Further exploration into the valid regions of Gram–Charlier densities, Journal of Computational and Applied Mathematics 429, 115231
- Lin, Wei and Jin E. Zhang, 2022, Pricing VXX by Modelling VIX Directly, Journal of Futures Markets, 42(5), 888-922. A
- Lin, Wei and Jin E. Zhang, 2022, The valid regions of Gram–Charlier densities with high-order cumulants, Journal of Computational and Applied Mathematics, 407, 113945
- Tan, Xiaoyu, Chengxiang Wang, Wei Lin, Jin E. Zhang, Shenghong Li, Xuejun Zhao, and Zili Zhang, 2021, The term structure of the VXX option smirk: Pricing VXX option with a two-factor model and asymmetry jumps, Journal of Futures Markets, 41(4), 439-457. A
Iftekhar Ahmed
Thesis: Essays on climate-related financial risks
Dates: 2019 to 2023
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Ivan Diaz-Rainey and Helen Roberts
Publications:
- Ahmed, Iftekhar, Yusnidah Ibrahim, and Abul Bashar Bhuiyan, 2021, Microfinance performance in the OIC member states - Does regulation status matter? International Journal of Development and Conflict, 11(1), 1-23. B
Pakorn Aschakulporn
Thesis: Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators
Dates: 2019 to 2022
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Jin Zhang
Publications:
- Aschakulporn, Pakorn, and Jin E. Zhang, 2022, Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: A Gram–Charlier density approach, Review of Derivatives Research, 25(3), 233-281. B
- Aschakulporn, Pakorn, and Jin E. Zhang, 2022, Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: An affine jump-diffusion approach, Journal of Futures Markets, 42(3). 365-388. A
- Aschakulporn, Pakorn, and Jin E. Zhang, 2021, New Zealand Whole Milk Powder Options, Accounting and Finance, 61(S1): 2201-2246. A
Xiaolan Jia
Thesis: The Information Content of the Implied Volatility Surface
Dates: 2019 to 2022
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Jin Zhang and Xinfeng Ruan
Publications:
- Jia, Xiaolan, Xinfeng Ruan, and Jin E. Zhang, 2021, The Implied Volatility Smirk of Commodity Options, Journal of Futures Markets, 41(1), 72-104. A
Khurshid Ali
Thesis: Essays on the current state of climate change research, top management's role and market responses associated with voluntary climate change disclosure
Dates: 2019 to 2022
Scholarship:
Supervisors: Muhammad Nadeem, Gurmeet Bhabra, and Rakesh Pandey
Sampath Kongahawatte
Thesis: Essays in investors' trading behavior
Dates: 2018 to 2021
Scholarship:
Supervisors: Olena Onishchenko, Helen Roberts, and Duminda Kuruppuarachchi
Mahnoor Sattar
Thesis: Board Gender Diversity and Private Firms
Dates: 2018 to 2021
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Helen Roberts and Pallab Biswas
Publications:
Sattar, Mahnoor, Pallab Kumar Biswas and Helen Roberts, 2021, Private Firm Performance: Do Women Directors Matter? Meditari Accountancy Research, 602-634. A
Quyen Nguyen
Thesis: Climate Risks in Financial Institutions
Dates: 2018 to 2021
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Ivan Diaz-Rainey, Duminda Kuruppuarachchi, Matthew McCarten
Publications:
- Nguyen, Quyen, IvanDiaz-Rainey, and Duminda Kuruppuarachchi, 2021, Predicting corporate carbon footprints for climate finance risk analyses: A machine learning approach, Energy Economics, 95, 105129. A*
Wei Guo
Thesis: SPX and SPY Options
Dates: 2018 to 2021
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Jin Zhang, Xinfeng Ruan, Sebastian Gehricke
Publications:
- Guo, Wei, Sebastian A. Gehricke, Xinfeng Ruan, and Jin E. Zhang, 2021, The implied volatility smirk in SPY options, Applied Economics, 53(23): 2671-2692. A;
Nuradhi Jayasiri
Thesis: Integrated Reporting in Sri Lanka: An Exploratory Study
Dates: 2016 to 2020
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Sriyalatha Kumarasinghe, Rakesh Pandey
Renzhu (Stephanie) Zhang
Thesis: Essays in Corporate Finance
Dates: 2017 to 2020
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Gurmeet Bhabra, Eric Tan, Daisy Chou, Xing Han
Tian Yue
Thesis: SSE 50 ETF Options
Dates: 2016 to 2019
Scholarship:
Supervisors: Jin Zhang, Terry Pan, Eric Tan. Current: Jin Zhang, Sebastian Gehricke, Xinfeng Ruan
Nhu Nguyen
Thesis: Essays in Empirical Finance
Dates: 2014 to 2019
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Chaiporn Vithessonthi, Jin Zhang, Numan Ulka. Current: Jin Zhang, Xinfeng Ruan, Jing Zhang
Jelita (Jay) Noviarini
Thesis: Essays on Retirement Wellbeing in New Zealand
Dates: 2016 to 2019
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Helen Roberts, Andrew Coleman, Ros Whiting
Publications:
- Noviarinin, Jelita, Andrew Coleman, Helen Roberts, and Rosalind H. Whiting, 2019, Housing liquidation and financial adequacy of retirees in New Zealand, Housing Studies, 34(9), 1543-1580. A
Dzung (June) Nguyen
Thesis: Essays on Financial Integration, Natural Disasters, and Commercial Banks in East Asia
Dates: 2016 to 2020
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Ivan Diaz-Rainey, Helen Roberts
Jiexiang (Jenny) Huang
Thesis: The Effect of Information Disclosure on Corporate Governance and Mutual Funds
Dates: 2016 to 2019
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Helen Roberts, Eric Tan
Nicola Beatson
Thesis: The Role of Self – Efficiency Beliefs in Accounting Education
Dates: 2016 to 2019
Scholarship:
Supervisors: Ralph Adler, Jeff Smith, David Berg
Publications:
- Beatson, Nicola J., David A. G. Berg, and Jeffrey K. Smith, 2019, The Sheldon effect: Fixed mindset does not always mean fragile confidence, Accounting Education, 28(5), 532-552. A
- Beatson, Nicola J., David A. G. Berg, Jeffrey K. Smith, and Christine Smith-Han, 2019, Progression to intermediate level courses; Is a “pass” enough? Pacific Accounting Review, 31(2), 275-287. B
- Beatson, Nicola J., David A.G. Berg, and Jeffrey K. Smith, 2018, The impact of mastery feedback on undergraduate students' self-efficacy beliefs, Studies in Educational Evaluation, 59, 58-66. N/A
- Graham, Alan, Ian Toon, Kate Wynn-Williams, and Nicola Beatson, 2017, Using 'nudges' to encourage student engagement: An exploratory study from the UK and New Zealand, International Journal of Management Education, 15, 36-46. C
- Wynn-Williams, Kate, Nicola Beatson, Cameron Anderson, 2016, The impact of unstructured case studies on surface learners: a study of second-year accounting students. Accounting Education, 25(3), 272-286. A
Dereje Regasa
Home country: Ethiopia
Thesis: Empirical Essays on Finance and Economic Development in Ethiopia
Dates: 2016 to 2019
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Helen Roberts, David Fielding
Publications:
- Regasa, Dereje, David Fielding, Helen Roberts, 2020, Sources of financing and firm growth: Evidence from Ethiopia, Journal of African Economies, 29(1), 26-45. A
Stephan Essendorfer
Thesis: The Relative Information Content of Fair Values and Historic Costs Reported by U.S. Banks 1986-2013
Dates: 2011 to 2019
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Micheal Falta, Murat Genc, Roger Willet
Publications:
- Essendorfer, Stephan, Ivan Diaz-Rainey, and Michael Falta, 2015, Creative destruction in Wall Street's technological arms race: Evidence from patent data, Technological Forecasting and Social Change, 99, 300-316. A
Sebastian Gehricke
Thesis: VIX Futures ETNs and Their Derivatives
Dates: 2015 to 2018
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Jin Zhang
Publications:
- Gehricke, Sebastian A., and Jin E. Zhang, 2018, Modeling VXX, Journal of Futures Markets, 38(8), 958-976. A
Ming Kuang Tan
Thesis: Creating a Modified Monopoly Game for Promoting Students' Higher-Order Thinking Skills and Knowledge Retention
Dates: 2014 to 2018
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Ralph Adler, Rakesh Pandey
Ehtasham Ghauri
Thesis: Performance Evaluation, Social Influence and Academics' Performance Behaviours
Dates: 2015 to 2017
Scholarship:
Supervisors: Ralph Adler, Carolyn Stringer, followed by Fiona Edgar
Publications:
- Mansi, Mansi, Pandey Rakesh and Ehtasham Ghauri, 2017, CSR focus in the mission and vision statements of public sector enterprises: Evidence from India, Managerial Auditing Journal, 32(4/5), 356-377. B
Matthew McCarten
Thesis: Securities Class Actions as Disciplinary Mechanisms: Debt Financing, Political Lobbying and Innovation
Dates: 2014 to 2018
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Ivan Diaz-Rainey, Helen Roberts, Eric Tan
Publications:
- Bevin-McCrimmon, Fergus, Ivan Diaz-Rainey, Matthew McCarten, and Greg Sise, 2018, Liquidity and risk premia in electricity futures, Energy Economics, 75, 503-517. A*McCarten, Matthew and Ivan Diaz-Rainey, 2017, Securities class actions and operating performance, Managerial Finance, 43(1), 44-58. B
Xinfeng Ruan
Thesis: Risk Equilibrium Asset Prices and Variance Premia
Dates: 2014 to 2017
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Jin Zhang
Publications:
- Zhu, Wenli, and Xinfeng Ruan, 2019, Pricing swaps on discrete realized higher moments under the Lévy process, Computational Economics, 53(2), 507-532. B
- Ruan, Xinfeng, and Jin E. Zhang, 2016, Investor attention and market microstructure, Economics Letters, 149, 125-130. A
- Ruan, Xinfeng, Wenli Zhu, Jiexiang Huang, and Jin E. Zhang, 2016, Equilibrium asset pricing under the Levy process with stochastic volatility and moment risk premiums, Economic Modelling, 54, 326-338. A
Haileslasie Gebremariam
Thesis: Microfinance Institutions' Transparency Governance and Risk in Sub-Saharan Africa
Dates: 2014 to 2017
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Helen Roberts, Ros Whiting
Publications:
- Tadele, Haileslasie, Helen Roberts, and Rosalind H. Whiting, 2018, Microfinance institutions' transparency in Sub-Saharan Africa, Applied Economics, 50(14), 1601-1616. A
- Tadele, Haileslasie, Helen Roberts, and Rosalind H. Whiting, 2018, Microfinance institutions' website accessibility, Pacific-Basin Finance Journal, 50, 279-293. A
Frederico Botafogo
Thesis: Process-Based Theory of Value: A Naïve Approach to the Axiomatic Foundations of Statistical Activity Cost Analysis (SACA)
Dates: 2011 to 2017
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Roger Willett, Michael Falta
Fang Zhen
Thesis: Essays on Skewness
Dates: 2013 to 2017
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Jin Zhang. Current: Jin Zhang, Timothy Crack, Eric Tan
Publications:
- Zhang, Jin E., Fang Zhen, Xiaoxia Sun, and Huimin Zhao, 2017, The skewness implied in the Heston model and its application, Journal of Futures Markets, 37(3), 211-237. A
Mahbubal Islam
Thesis: Design Appropriateness of Strategy Map Frameworks, Relations underlying Early-Stage Business Models, and Narrative Tests
Dates: 2013 to 2016
Scholarship:
Supervisors: Ralph Adler, Carolyn Stringer,Rakesh Pandey, David Lont
Publications:
- Islam, Syrus, Ralph Adler, and Deryl Northcott, 2018, Managerial attitudes towards the incompleteness of performance measurement systems, Qualitative Research in Accounting and Management, 15(1), 84-103. B
Daniel J Tulloch
Thesis: The Impact of Risk Factors and Regulatory Change in the Returns of European Energy Utilities
Dates: 2013 to 2016
Scholarship: Otago Business School Dean's PhD Scholarship
Supervisors: Ivan Diaz-Rainey, George Benwell, I.M. Premachandra
Duminda Kuruppuarachchi
Thesis: Efficiency, Risk Premium and Information Diffusion in Futures Markets: International Evidence
Dates: 2011 to 2015
Scholarship: University of Otago Doctoral Scholarship
Supervisors: I.M. Premachandra, Hai Lin, Timothy Crack
Reza Tajaddini
Thesis: Momentum Trading Strategies in Financial Markets
Dates: 2010 to 2013
Scholarship: University of Otago Doctoral Scholarship
Supervisors: Timothy Crack, Helen Roberts
Publications:
- Tajaddini, Raza, and Timothy Falcon Crack, 2012, Do momentum-based trading strategies work in emerging currency markets? Journal of International Financial Markets, Institutions and Money, 22(3), 521-537.