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. Michaels 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.

Machine-learning applications in asset pricing and volatility modeling

Cross-market price discovery

Limits to arbitrage

Professor of Finance, IBSS @ XJTLU - 2014 to present; Associate Dean Research -2016 to present.

Associate Professor in Finance, Deakin University - 2009 to 2014

Senior Lecturer in Finance, University of Melbourne - 2006 to 2009

Lecturer in Finance, Monash University - 2002 to 2006

ACF210 Financial Management

ACF402 Portfolio Theory

ACF403 Financial Markets

ACF414 Asset Pricing

ACF418 Advanced Derivatives

ACF421 Finance Dissertation

ACF441 Advanced Investments

MAN303 Final Year Project

2013 Best paper award;, 2013 International Conference on Derivative and Futures Markets

2012 Excellence in Teaching;, Faculty of Business and Law, Deakin University

2012 Honorary paper mention, 2012 FMA (U.S.) Conference

2012 Visiting Scholar Award;, School of Economics, Fudan University

2012 Best Paper Award;, Asia-Pacific Association of Derivative (APAD) conference

2011 Contribution to Faulty Research Profile;, Faculty of Business and Law, Deakin University

2011 Excellence in Teaching;, Faculty of Business and Law, Deakin University

2008 Deanapos;s Excellence in Teaching Award;, Faculty of Business and Economics, University of Melbourne

2003 Best paper award;, 2003 Australasian Banking and Finance Conference

2001 Best paper award;, 2001 PACAP/FMA Conference