Dr Frankie Chau, BA, MSc, PhD

(email at h.c.f.chau@durham.ac.uk)

Biography

Frankie joined the Business School in September 2007 as a teaching fellow in Economics / Finance after completing his PhD at Durham.  His main research interests are in the behavioural economics & finance, derivative securities and financial econometrics, specialising in the volatility & correlation modelling, hedging effectiveness and price discovery functions of futures markets. His research has been published in academic journals, including the Journal of Business Finance and Accounting and International Review of Financial Analysis.

Dr Frankie Chau and Rataporn Deesomsak's paper titled "The Determinants of Working Capital Management: Evidence from Thailand" won the best paper award at the World Business Economics and Finance conference hosted by World Business Institute in Bangkok in September 2011.

Frankie teaches mainly in the areas of Corporate Finance, Financial Econometrics and Advanced Financial Theory at both undergraduate and postgraduate level.

Memberships

• Fellow of the Higher Education Academy (HEA)
• Member of the British Accounting and Finance Association (BAFA)
• Member of the European Financial Management Association (EFMA)

Research Interests

• Derivative Securities
• Behavioural Economics & Finance
• Financial Econometrics
• International Finance

Research Groups

• Accounting and Finance
• Behavioural Economics and Finance
• China Development Group

Publications

Books: sections

• Zhang, Z., Chau, F. & Shi, N. (2012). A curious Partnership in Global Imbalances: China’s Continual Accumulation of US Treasuries. In China's Role in Global Economic Recovery. Fu, X Routledge. 18-40.
• Chau, F., Lau, M. & Su, Y. (2012). Commodity Futures and Strategic Asset Allocation. In Alternative Investments - Balancing Opportunity and Risk. John Wiley & Sons. Forthcoming.
• Chau, F. (2012). Hedging with Futures. In Wiley Encyclopaedia of Management - Finance. Wiley-Blackwell. Forthcoming.

Journal papers: academic

• Zhang, Z., Chau, F. & Zhang, W. (2012). Exchange Rate Determination and Dynamics in China: A Market Microstructure Analysis. International Review of Financial Analysis Forthcoming.
• Chau, F., Dosmukhambetova, G. & Kallinterakis, V. (2012). International Financial Reporting Standards and Noise Trading: Evidence from Central and Eastern European Countries. Journal of Applied Accounting Research Forthcoming.
• Suvankulov, F., Lau, M. & Chau, F. (2012). Job search on the Internet and its outcome. Internet Research 22(3): 298-317.
• Lau, M., Suvankulov, F., Su, Y. & Chau, F. (2012). Some Cautions on the Use of Nonlinear Panel Unit Root Tests: Evidence from a Modified Series-specific Non-linear Panel Unit-root Test. Economic Modelling 29(3): 810–816.
• Chau, F., Deesomsak, R. & Lau, M. (2011). Investor Sentiment and Feedback Trading: Evidence from the Exchange-Traded Fund Markets. International Review of Financial Analysis 20(5): 292-305.
• Chau, F., Holmes, P. & Paudyal, K. (2008). The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics. Journal of Business Finance and Accounting 35(1-2): 227-249.

Supervises

• Mr Zhixiang Yu
• Miss Wenting Zhang
• Mr Li Xie