Michael Chng
Associate Professor
B.Com (Hons), M.Com (Hons), PhD Melb
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46537
Email: michael.chng@deakin.edu.au
Link to Research Output
- Chng, M., 2009. Economic linkages across commodities futures: Hedging and trading implications. Journal of Banking and Finance 33, 958-970.
- Chng, M., 2009. There is something about pairs-trading. Corporate Finance Review Mar/Apr, 27-35.
- Chng, M., 2009. Common industry exposure in seemingly unrelated commodities. Review of Futures Markets 18, 7-38.
- Chng, M., 2005. The summary informativeness of orders and trades. Review of Futures Markets Fall, 245-281.
- Chng, M., 2004. The trading dynamics of close-substitute futures markets: Evidence of margin policy spillover effects. Journal of Multinational Financial Management 14, 463-483.
- Chng, M., 2004. Price discovery and market design: Theory and empirical evidence. Journal of Futures Markets 24, 1107-1146