Staff profile - Vincent Xiang

Staff image

Mr Vincent Xiang

Position: Lecturer
Faculty or Division: Faculty of Business & Law
Department: School of Accounting Economics & Finance
Campus: Melbourne Burwood Campus
Phone: +61 3 92446975 +61 3 92446975
Email: v.xiang@deakin.edu.au

Biography

Qualifications

  • Bachelor of Commerce, Monash University, 2005
  • Bachelor of Business, Monash University, 2006
  • Graduate Certificate of Higher Education, Deakin University, 2014


Career highlights

•Best paper award received at 2012 Asia-Pacific Derivatives Association Meeting, Pushan, Korea.  "Transmigration of Price Discovery Categories: Evidence from the U.S. CDS and Equity Markets" Co-authored with Michael Chng and Victor Fang.


Affiliations

Financial Management Association


Professional activities

• "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.

Academic

Teaching Interests

• Investment
• Quantitative Method
• Derivatives
• Financial Modelling


Subjects and units currently teaching

• MAF759 Quantitative method for finance
• MAF384 Financial modelling


Knowledge areas

• Quantitative trading strategies and algorithmic trading strategies
• Cross-market information dynamics
• Derivatives markets
• Asset pricing
• Anomalies based trading strategy


Research

Research projects

• The economic significance of CDS price discovery
• Capitcal structure arbitrage


Research interests

• Quantitative trading strategies and algorithmic trading strategies
• Cross-market information dynamics
• Derivatives markets
• Asset pricing
• Anomalies based trading strategy


Publications

Publications

Xiang, V., Chng, M., Fang, V., 2013. Transmigration across price discovery categories: Evidence from U.S. CDS and equity markets. Journal of Futures Markets 33, 573-599.

Xiang, V., Chng, M., and Fang, V., 2012. There is something about capital structure arbitrage. ACFS Research Publication. Sep 2012.

Fang, V., Phoon, K., Xiang, V., 2008. A heuristic approach to Asian hedge fund allocation. Journal of Wealth Management 10, 42-52.


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