Staff profile - Michael Chng

Staff image

AsPr Michael Chng

Position: Associate Professor
Faculty or Division: Faculty of Business and Law
Department: BL Deakin Business School
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46537 +61 3 924 46537


Subjects and units currently teaching

MAF430/762/902 Advanced Derivative Securities

MAF702 Applied Corporate Finance


Research interests

Price Discovery, Hedge fund strategies, CDS markets, Commodity markets



Chng, M., Wang, P., 2013. Ratings downgrade and the price impact of CDS spreads on stock returns, Review of Futures Markets, Forthcoming.

Chng, M., Doan, M., Lin, C.T., 2013. Beta asymmetry and higher moments: Evidence from Australia. Accounting and Finance, In-Press.

Chng, M., Fang, V., Xiang, V., 2013. Credit risk information flow between CDS and equity markets. Journal of Futures Markets Jun 33, 573-599.

Chng, M., Foster, G., 2012. The implied convenience yield of precious metals: Safe haven vs industrial usage. Review of Futures Markets 20, 349-394.

Chng, M., 2010. Comparing different economic linkages among commodity futures. Journal of Business Finance and Accounting 37, 1348-1389.

Chng, M., 2009a. Economic linkages across commodities futures: Hedging and trading implications. Journal of Banking and Finance 33, 958-970.

Chng, M., 2004a. The trading dynamics of close-substitute futures markets: Evidence of margin policy spillover effects. Journal of Multinational Financial Management 14, 463-483.

Chng, M., 2004b. Price discovery and market design: Theory and empirical evidence. Journal of Futures Markets 24, 1107-1146.

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