Dr Vincent Xiang

STAFF PROFILE

Position

Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Contact

v.xiang@deakin.edu.au
+61 3 924 46975

Career highlights

•Best paper award received at 2012 Asia-Pacific Derivatives Association Meeting, Pushan, Korea.  "Transmigration of Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets" Co-authored with Michael Chng and Victor Fang.

Research interests

• Quantitative trading strategies and algorithmic trading strategies
• Cross-market information dynamics
• Derivatives markets
• Asset pricing
• Anomalies based trading strategy

Affiliations

Financial Management Association

Teaching interests

• Investment
• Quantitative Method
• Derivatives
• Financial Modelling

Units taught

• MAF759 Quantitative method for finance
• MAF384 Financial modelling

Knowledge areas

• Quantitative trading strategies and algorithmic trading strategies
• Cross-market information dynamics
• Derivatives markets
• Asset pricing
• Anomalies based trading strategy

Professional activities

• "Transmigration of Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets" Co-authored with Michael Chng and Victor Fang. 2011 FMA Annual Meeting, Denver, USA.
• "Credit Risk Information Dynamics across the CDS and Equity Markets: New Evidence from the U.S. Investment-Grade Firms" Co-authored with Michael Chng and Victor Fang. 60th Midwest Finance Association Annual Meeting, 2011, Chicago, USA.

Projects

• The economic significance of CDS price discovery
• Capitcal structure arbitrage

Publications

Filter by

2015

The economic significance of CDS price discovery

Dr Vincent Xiang, Dr Michael Chng, A/Prof Victor Fang

(2015), Vol. In press, pp. 1-30, Review of quantitative finance and accounting, New York, N.Y., C1

journal
2013

Transmigration across price discovery categories : evidence from the U.S. CDS and equity markets

Dr Vincent Xiang, A/Prof Michael Chng, A/Prof Victor Fang

(2013), Vol. 33, pp. 573-599, Journal of futures markets, Malden, Mass., C1

journal
2008

A heuristic approach to Asian hedge fund allocation

A/Prof Victor Fang, A/Prof Kok Fai Phoon, Dr Vincent Xiang

(2008), Vol. 10, pp. 42-52, Journal of wealth management, New York, N. Y., C1-1

journal

Grants

Industry and Other Funding

Credit risk information dynamics and capital structure arbitrage: Evidence from the U.S. CDS and equity markets

Dr Vincent Xiang, A/Prof Michael Chng

  • 2013: $3,818

Commodity Hedging with Stochastic Volatility Models

A/Prof Michael Chng, A/Prof Qingfu Liu, Dr Vincent Xiang

  • 2014: $3,636
  • 2013: $5,454

Supervisions

No completed student supervisions to report