Vincent Xiang
Lecturer
BCom (Hons) Monash
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46975
Email: v.xiang@deakin.edu.au
- "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.
- "A Heuristic Approach to Asian Hedge Fund Allocation." Co-authored with Victor Fang and Kok-Fai Phoon. 2008, The Journal of Wealth Management, Vol 10, pp. 42-52.
Teaching Interests
- Investment
- Quantitative Method
- Derivatives
Research Interests
- Quantitative Trading Strategies and Algorithmic Trading Strategies
- Cross-market Information Dynamics
- Derivatives Markets