Tuan Shew Chng

Profile

Michael T. Chng is a Professor of Finance at the International Business School Suzhou (IBSS) at Xian-Jiaotong Liverpool University (XJTLU). He received his PhD from the Department of Finance, University of Melbourne. Michael has a forthcoming paper in the Journal of Econometrics [ABS/ABDC 4A*]. He has published several single-authored papers in the Journal of Banking and Finance [3A*], Journal of Business Finance and Accounting [3A*] and Journal of Futures Markets [3A]. Michael is the corresponding author in all his papers, and has received best paper awards and honorary mentions from reputable international conferences, including AsianFA, Australasian Banking and Finance Meeting, Financial Management Association (FMA U.S), Asia-Pacific Association of Derivatives Meeting, International Conference on Futures and Derivative Markets (China), and Securities and Financial Markets Conference. Michael's current research includes limits to arbitrage, cross-market price discovery and machine-learning applications in empirical asset pricing and volatility modeling. He is currently serving his second term as Associate Dean Research at IBSS.
  • Qualifications

  • Experience

  • Research interests

  • Articles

  • Books, monographs, compilations and manuals

  • Grants

  • Professional service activities

  • Courses taught

  • Awards and honours

  • 电话

    +86 (0)51281884807
  • 电子邮件

    Michael.Chng@xjtlu.edu.cn
  • 地址

    BS450(SIP Campus-IBSS Building)
    Suzhou Dushu Lake Science and Education Innovation District
    Suzhou Industrial Park
    Suzhou
    P.R.China
    215123

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