Mr Vincent Xiang

STAFF PROFILE

Position

Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Bachelor of Commerce, Monash University, 2005
Bachelor of Business, Monash University, 2006
Graduate Certificate of Higher Education, Deakin University, 2014

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

Mr 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

Mr 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, Mr Vincent Xiang

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

journal