Dr Daisy Doan
|Faculty or Division:||Faculty of Business and Law|
|Department:||BL Deakin Business School|
|Campus:||Melbourne Burwood Campus|
|Phone:||+61 3 924 46633 +61 3 924 46633|
- Doctor of Philosophy, Royal Melb Inst. of Technology, 2011
- Graduate Certificate of Higher Ed. Learning & Teaching, Deakin University, 2015
Subjects and units currently teaching
International Financial Markets
Program of Study
A Macrofinancial Risk Framework to access the Countercyclical Capital Buffer of Basel III.
Ed Lin (main), Daisy (M-P) Doan (associate)
Program of Study
The role of investment sentiment in asset allocation of institutional investors
Xinwei Zheng (main), Daisy (M-P) Doan (associate)
Awards and prizes
• RMIT Vice Chancellor's Early Career Development Fellowship: 2011-2012.
• RMIT University Research Price (University Medal) - 2011 Best Ph.D Dissertation.
• RMIT Business Research Excellence - 2011 Best HDR Graduate Award
Project title: Asymmetric Market Risk and Systematic Higher Moments - $15,000. 2011 Australian Centre for Financial Studies (ACFS) Academic Research Grant.
Project title: Momentum Trading with Exchanged-Traded Funds - A Low Cost One-size-fits-all Alternative? - $9000. Deakin Faculty of Business and Law 2012 Research Grant.
Doan, M.P, Alexeev, V., Brooks, R. 2014, “Concurrent momentum and contrarian strategies in the Australian stock", Australian Journal of Management, forthcoming.
Doan, M.P., C.T. Lin, and M. Chng, 2013, “Higher moments and beta asymmetry: Evidence from Australia”, Accounting and Finance .
Doan, M., Lin, C., 2012, 'On the robustness of higher-moment factors in explaining average stock returns: Evidence from Australia', Research in International Business and Finance 26, 67-78.
Doan, P., Lin, C.T, Zurbruegg, R. 2010, 'Pricing Assets with Higher Moments: Evidence from Australian and the U.S markets', Journal of International Financial Markets, Institutions & Money 20, pp.51-57.