Staff profile - Daisy Doan

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Dr Daisy Doan

Position: Lecturer in Finance
Faculty or Division: Faculty of Business & Law
Department: School of Accounting Economics & Finance
Campus: Melbourne Burwood Campus
Phone: +61 3 92446633 +61 3 92446633
Email: d.doan@deakin.edu.au

Biography

Qualifications

  • Doctor of Philosophy, Royal Melbourne Institute of Technology, 2011


Academic

Subjects and units currently teaching

Investment

International Financial Markets


Student supervision

Current Supervision

Program of Study

Ph.D

Thesis Title

A Macrofinancial Risk Framework to access the Countercyclical Capital Buffer of Basel III.

Student:

Zhisong  Cheng

Supervisors

Ed Lin (main), Daisy (M-P) Doan (associate)

Program of Study

Ph.D

Thesis Title

The role of investment sentiment in asset allocation of institutional investors

Student:

Xianan Zhang

Supervisors

Xinwei  Zheng (main), Daisy (M-P) Doan (associate)


Awards

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


Research

Research interests

Asset Pricing

Banking Regulation


Research grants

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.


Publications

Publications

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.


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