Dr Frankie Chau, BA, MSc, PhD, PGCHE
Frankie has been at the Durham University Business School since 2007. He is a member of the School's Education Committee, as well as its Research Committee responsible for the fostering, encouragement and development of the school’s education and research strategies. Recently Frankie has also been awarded a prestigious prize by the Pro-Vice Chancellor of the Faculty of Social Sciences and Health in recognition of his outstanding contribution to the College life.
Frankie’s main research interests are in the behavioural economics & finance, derivative securities and financial econometrics, specialising in the feedback trading, volatility modelling, and hedging effectiveness of futures markets. His research papers have appeared (or are forthcoming) in the Journal of Business Finance and Accounting, International Review of Financial Analysis, Economic Modelling, and Journal of International Financial Markets, Institutions & Money, and other internationally reputable journals.
Frankie teaches mainly in the areas of Corporate Finance, Financial Econometrics and Advanced Financial Theory at both undergraduate and postgraduate level.
- Fellow of the Higher Education Academy (HEA)
- Member of the British Accounting and Finance Association (BAFA)
- Member of the European Financial Management Association (EFMA)
- Member of the Asian Finance Association (AsianFA)
Frankie has been at the Durham University Business School since 2007. He is a member of the School's Education Committee, as well as its Research Committee responsible for the fostering, encouragement and development of the school’s education and research strategies.
- Economics & Finance Department
- Ethical Finance Accountability and Governance
- Quantitative Research in Financial Economics
- Derivative Securities and Risk Management
- Behavioural Economics and Finance
- International Finance
- 1: Chau, F. & Deesomsak, R. (2014). Does Linkage Fuel the Fire? The Transmission of Financial Stress across the Markets. International Review of Financial Analysis 36: 57-70.
- 2: Chau, F., Deesomsak, R. & Koutmos, D. (2016). Does investor sentiment really matter?. International Review of Financial Analysis 48: 221-232.
- 3: Chau, F. & Deesomsak, R. (2015). Business cycle variation in positive feedback trading evidence from the G-7 economies. Journal of International Financial Markets, Institutions and Money 35: 147-159.
- 4: Chau, F., Han, C. & Shi, S. (2018). Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets. International Review of Financial Analysis 55: 156-169.
- 5: Chau, F., Kuo, J. & Shi, Y. (2015). Arbitrage opportunities and feedback trading in emissions and energy markets. Journal of international financial markets, institutions and money 36: 130-147.
- 6: Charteris, A., Chau, F., Gavriilidis, K. & Kallinterakis, V. (2014). Premiums, Discounts and Feedback Trading: Evidence from Emerging Markets’ ETFs. International Review of Financial Analysis 35: 80-89.
- Chau, F. & Deesomsak, R. (2018). Volatility Transmission across Commodity Futures Markets. In Commodities: Markets, Performance, and Strategies. Baker, H. Kent, Filbeck, Greg & Harris, Jeffrey H. Oxford: Oxford University Press. 331-350.
- Chau, F., Lau, M. & Su, Y. (2013). Commodity Futures and Strategic Asset Allocation. In Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. John Wiley & Sons. 399-418.
- 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., Deesomsak, R. & Wang, J. (2014). Political Uncertainty and Stock Market Volatility in the Middle East and North African (MENA) Countries. Journal of International Financial Markets, Institutions and Money 28: 1-19.
- Zhang, Z., Chau, F. & Li, X. (2013). Accumulation of Large Foreign Reserves in China: A Behavioural Perspective. Economic Change and Restructuring 46(1): 85-108.
- Zhang, Z., Chau, F. & Zhang, W. (2013). Exchange Rate Determination and Dynamics in China: A Market Microstructure Analysis. International Review of Financial Analysis 29: 303-316.
- Chau, F., Dosmukhambetova, G. & Kallinterakis, V. (2013). International Financial Reporting Standards and Noise Trading: Evidence from Central and Eastern European Countries. Journal of Applied Accounting Research 14(1): 37-53.
- 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.