Faculty of Economics and Business Members
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National and International Members
- Prof Mike Bradbury, Massey University
- Prof Stuart McLeay, University of Wales Bangor
International Steering Committee
- Prof Willem Buijink, Tilburg University
- Dr Christina Dargenidou, Exeter University
- Dr Annita Florou, Macedonia University Greece
- Dr Christos Grambovas, University of Manchester
- Prof Peter Pope, Lancaster University
- Dr Ivana Raonic, City University Cass Business School
- Prof Michael Smith, Melbourne Business School
- Prof Geoffrey Whittington, Cambridge Judge Business School
Affiliated Members
Faculty Member Details
Professor Robert Bartels is Emeritus Professor in Econometrics and Business Statistics at the University of Sydney. He has published widely in international academic journals, including the Journal of Econometrics, the Journal of the American Statistical Association, the American Statistician, and the Review of Economics and Statistics. He has served on the editorial boards of Energy Economics, Statistical Papers and Utility Policy, and is an elected member of the International Statistical Institute. Bob has also held various academic management positions at the University of Sydney, including Head of the School of Business, Head of the School of Economic and Political Science, and Head of the Department of Econometrics. In addition to his research interests, Bob has over 25 years consulting experience applying econometric and statistical methods to problems in business and government, including demand studies in the energy sector, methods for trade practices cases, efficiency analysis for benchmarking, and the analysis of micro-level sales data.
Dr Demetris Christodoulou is a trained economist with a specialisation in accounting, finance and investment. He completed his PhD thesis at Athens University of Economics and Business whilst holding a teaching and research fellowship at the University of Wales Bangor. Demetris also spent six months as a visiting researcher at the University of Valencia. During this time, 2000-2004, he was an associate researcher in the fully funded European Commission – Research Training Network Framework Program 5 ‘HARMONIA’, for investigating the harmonization and standardization of financial reporting and accounting practice across the member states of the EU. He is now an affiliated faculty member to the successor EC-RTN FP6 ‘INTACCT’ (2007-2010), which examines the European IFRS revolution and issues related to compliance, capital market consequences and policy lessons. His research interests include the statistical propertiers of accounting variables and the econometrics of accounting research. Demetris is the director of MEAFA.
Dr Robert Czernkowski Robert Czernkowski is a Senior Lecturer and teaches and researches in the area of financial accounting. His research interests include earnings/returns correlations and the information environment of firms, specifically in relation to how these are affected by both institutional and informal characteristics of the marketplace for stock. He has recently completed a PhD at the AGSM, examining the incentives for generation of information by market analysts. As part is his recent teaching across the financial accounting stream, Robert has been lecturer in charge of various financial accounting subjects and has taught financial accounting subjects in UNSW’s MCom program in China.
Professor Graeme Dean is Editor of the Australian-based accounting journal Abacus, acknowledged as one of the world's leading international accounting journals. Over a period of thirty years, Professor Dean's research has comprised three main areas: an analysis of corporate failures and the role of accounting in those failures as well as an analysis of optimal distributions in liquidations, public sector accounting and accounting for inflation. His latest major work (with Frank Clarke and Kyle Oliver), Corporate collapse: Accounting regulatory, and ethical failure, Cambridge University Press (2007), led to the award of a 2000 ARC Large Grant for further pursuit of inquiry into the accounting, legal and econometric issues related to corporate groups and corporate group liquidations.
Dr Nicolas de Roos received his PhD. from Yale University in 2001 and joined the University of Sydney in 2003. His primary areas of research are in industrial organisation and applied microeconomics, with an emphasis on empirical and structural work. Particular research interests include the determinants of petrol prices and price cycles in Australia, the dynamics of Australian domestic airfares, cartel behaviour in dynamic environments, and the elicitation of attitudes toward risk from experimental data.
Dr Timothy C.G. Fisher received his PhD in Economics from the University of British Columbia in 1989. After working for the Bank of Canada and Wilfrid Laurier University, he joined the University of Sydney as Associate Professor of Economics in 2004. His primary area of research is law and economics, with a particular interest in commercial bankruptcy. He is the primary investigator on a three-year research grant, recently awarded by the Australian Research Council, on the topic of financial reorganization in Australia. His other recent research investigates residential real estate prices and the determinants of tenure and promotion in North American and Australian Economics departments.
Dr Richard Gerlach research interests lie mainly in financial econometrics and time series. His methodological work has concerned developing computationally intensive Bayesian methods for inference, diagnosis and model comparison for time series models; with recent focus on nonlinear threshold heteroskedastic models and volatility forecasting. He also has an interest in estimating logit models incorporating misclassification. His applied work has involved assessing asymmetry in major international stock markets, in response to local and exogenous factors; co-integration analysis assessing the effect of the Asian financial crisis on long term relationships between international real estate investment markets; stock selection for financial investment using logit models; option pricing and hedging involving barriers; and factors influencing the 2004 Federal election. He has been an invited speaker and regular presenter at international conferences such as the International Association for Statistical Computing world conference, the International Symposium on Forecasting and the International Statistical Institute sessions.
Prof David Johnstone's research interests are in the multi-disciplinary foundations of financial and statistical models of inference and decision making. His PhD was on the topic of significance tests and their logical foundations, and recent research is in probability forecasts, and the economic and statistical evaluation of probability forecasts. Part of this work overlaps with theory in probabilistic decision making in gambling and the evaluation of probability forecasts relative to market prices (the probabilities implicit in betting market odds). His most recent research is on analogies between decision rules in betting and the rules used to fit probability forecasting models to data.
Professor Stewart Jones specialist area in research is financial reporting. Over the past decade he has published over seventy scholarly research pieces in financial reporting/accounting. Stewart's research interests cover such topics as credit risk and corporate distress analysis, accounting theory, standard setting, international standards harmonization, financial analysis and research methodology (with a particular interest in discrete choice modelling and stated preference experiments). His industry experience includes project management for the Australian Accounting Research Foundation and as a financial analyst for such organisations as the Australian Securities and Investment Commission.
Dr Hajime Katayama is an applied econometrician who works in a range of fields in economics, including environmental economics, international trade, labour economics, and health economics. He received his PhD in Economics from Pennsylvania State University in 2003. Recently, he has been working on environmental economics. In particular, he is interested to estimate the effect of firms' voluntary actions on their environmental performance
Dr Dmytro Matsypura research is multidisciplinary and combines his background and interests in management, engineering, computer systems, and applied mathematics. His general area is complex decision-making on global supply chain network systems with a specific focus on global issues and an emphasis on management science and operations management. He is especially interested in electric power networks. The methodological tools that he utilizes are: variational inequalities, dynamical systems, network theory, multicriteria decision-making, game theory and optimization. Dmytro Matsypura has published his research in Transportation Research, Mathematical and Computer Modelling, and International Journal of Emerging Electric Power Systems.
Dr Maurice Peat has a PhD in Finance from UTS, in the area of distress modelling. He joined the university in 2004 from UTS, where he held a senior lectureship in the Faculty of Business. He taught in both the School of Finance & Economics and Business Information Systems during his 15 year tenure at UTS. Maurice's current research interests cover such topics as credit risk and corporate distress analysis, a managerial decision context for financial analysis, the economics of restructuring transactions and risk management.
Dr Vasilis Sarafidis's main area of research is on panel data econometrics, with emphasis on cross-sectional dependence. He is interested in issues such as the impact of cross-sectional dependence on the properties of various panel estimators, the development of methods that allow testing for the presence of cross-sectional dependence in dynamic large-N, small-T panel data models, and ultimately the improvement of the current procedures that deal with this form of dependence in practice. Vasilis' main area of research is on panel data econometrics with emphasis on dynamic panel data models with cross-sectional dependence. His methodological work has included theoretical and Monte Carlo applications of the Generalised Method of Moments in dynamic large-N, small-T panels.
Dr Maxwell Stevenson has conducted extensive research within the areas of mathematical economics, mathematical statistics, financial econometrics, corporate finance and financial analysis. He has had a career-long interest in the application of time series analysis and forecasting to all of these research disciplines. Max is actively involved in the measurement of risk management relating to electricity markets and equity markets. He has published a number of academic and practitioner articles and presented his work to numerous invited presentations at national and international academic and industry-sponsored conferences. Another key area of Stevensons’s contribution is his longstanding work on applied survival analysis to finance questions. Max is also a Research Associate at the International Institute for Integration Studies based at Trinity College, Dublin, Ireland.
Dr Andrey Vasnev (Perm, 1976) graduated in Applied Mathematics from Moscow State University in 1998. In 2001 he completed his Master’s degree in Economics in the New Economic School, Moscow. In 2006 he received Ph.D. degree in Economics from the Department of Econometrics and Operations Research at Tilburg University under the supervision of Jan R. Magnus. He worked as a credit risk analyst in ABN AMRO bank before joining the University of Sydney.
Affiliated Member Details
Professor Mike Bradbury is a professor in accounting at Massey University. He obtained his PhD at the University of Auckland and has held visiting positions at the University of Sydney, and the Sloan School of Management, MIT. Prior to his academic career he was, for ten years, a chartered accountant with a large accounting firm in Auckland and London. Mike's research interests lie in the area of corporate financial reporting and financial analysis. His publications have appeared in Journal of Accounting Research, The Accounting Review, Journal of Accounting and Public Policy, Abacus, Accounting and Finance, and the Journal of Corporate Finance. He is on the editorial board of Abacus, Accounting and Finance, Journal of Contemporary Accounting and Economics, Journal of Accounting and Public Policy, Financial Reporting, Regulation and Governance, New Zealand Journal of Taxation Law and Policy, and Pacific Accounting Review. He serves on the Financial Reporting Standards Board of the Institute of Chartered Accountants of New Zealand and on the International Financial Reporting Interpretations Committee of the International Accounting Standards Board.
Professor Stuart McLeay is chaired Professor of Treasury and Director of Research at the University of Wales Bangor. Stuart is affiliated to Lancaster's 5* Management School, where he originally completed his PhD at the International Centre for Research in Accounting. He is a qualified chartered accountant who has lived and worked in Germany, France and Italy, having more that ten years experience with the European Investment Bank, Price Waterhouse and other international firms in the financial sector. He has held visiting academic positions at Warwick Business School (Institute for Management Development), Copenhagen Business School (visiting professor), the University of Augsburg and Hautes Etudes Commerciales in France (ESRC visiting research fellow), the University of Siena (professore al contratto), the University of Frankfurt (gästprofessur), La Trobe University Melbourne and the University of Technology Sydney. His research interests are in accounting, banking and finance, and he is the coordinator of a European doctoral training network. His research interests include the financial markets, accounting regulation, financial analysis, European finance, statistical modelling and comparative international research.
Professor Michael Smith is a chaired Professor of Management (Econometrics) at the Melbourne Business School. Michael’s primary area of research is in business statistics and its application to finance and marketing. His methodological research has involved work on the development of computationally intensive methods for time series, forecasting, nonparametric regression, longitudinal studies, multivariate analysis, econometric modelling and data mining. His applied work has involved multivariate asset pricing, short term electricity load forecasting, studying tropospheric ozone formation, analysis of longitudinal data and modelling print advertising exposure. His research has been published in the top journals in his field including the Journal of the American Statistical Association, Journal of the Royal Statistical Society and Journal of Econometrics and he regularly referees papers for these and other journals. He has been an invited speaker at the joint statistical meetings held in the USA in 1996 and 1999, a presenter at other international conferences and universities and has been awarded both small and large grants from the Australian Research Council funding schemes.
Professor Willem Buijink is a Professor of Accounting at the Department of Accountancy of Tilburg University and has a very rich academic experience drawn from a number of jurisdictions within Europe. Willem is currently the Vice-Dean for Research of the FEB and has considerable management experience of large-scale empirical EU-wide research projects in financial accounting, including his current position on the faculty advisory board of INTACCT. He is also a member of the editorial board of the European Accounting Review, the European Journal of Law and Economics, MAB, and Revista Española de Financiacion y Contabilidadalong, and a member of the Scientific Committee of the European Accounting Association since 1997.
Dr Christos Grambovas is a research fellow at the Centre for the Analysis of Investment Risk, at the University of Manchester. Christos held joint positions as a teaching and research fellow in the University of Wales at Bangor and post-doctoral research fellow in the University of Valencia (Spain). While undertaking his PhD (Wales), he was a pre-doctoral research fellow in the University of Valencia and at the Autonoma University of Madrid, as part of the team on the European Commission FP7 research project 'Harmonia'. Christos's research interests’ fall at the interface of accounting and finance, including how accounting information can be used for the valuation of listed companies, accounting conservatism, and the interconnection between accounting and economic issues.
Dr Ivana Raonic is a lecturer in Financial Analysis at Cass Business School, at CITY University, London. She has previously taught at the University of Siena where she spent two years as a post-doctoral research fellow. She also has practical experience with PriceWaterhouseCoopers where she worked as an auditor. Her research interests include the analysis of capital markets, corporate governance and earnings properties.
Dr Christina Dargenidou is a lecturer in Finance in Xfi (Centre for Finance and Investment) at Exeter University. She completed her PhD thesis at the University of Wales, Bangor whilst holding a doctoral research fellowship funded by the European Commission (Human Potential Network: HARMONIA project) to investigate the capital market consequences of the accounting harmonisation and standardisation in Europe. Before her appointment at Xfi, she had been working for the National Bank of Greece as an analyst. Her research interests include equity valuation and financial statement analysis.
Dr Annita Florou is a Lecturer in Accounting at the University of Macedonia, Greece, and a pricipal investigator and representative of Greece to INTACCT. She has a number of plenty of publications in highly esteemed international journals. Her primary research interest includethe determinants and economic consequences of IFRS adoption, corporate governance quality, corporate governance effectiveness, earnings management, and executive compensation.
Prof Peter Pope is the Director of the International Centre for Research in Accounting, Lancaster, and a joint editor to the Journal of Business Finance & Accounting. He is also the chief network coordinator of INTACCT, involving ten universities from across Europe. Peter has written over 60 articles in international journals, numerous books, monographs and chapters, and has an exceptional record in PhD supervision. He has recently received the American Accounting Association award for the best paper in Financial Accounting and Reporting Section, as well as recognised with the Distinguished Academic award, an annual recognition of research excellence made by the British Accounting Association.
Prof Geoffrey Whittington is trained as a Chartered Accountant and started his academic career as a researcher in the Department of Applied Economics at Cambridge and Director of Studies in Economics at Fitzwilliam College. He subsequently held the chairs of accounting and finance at Edinburgh and Bristol before returning to Cambridge as Price Waterhouse Professor of Financial Accounting in the Faculty of Economics (1988). He left in 2001 to take a five-year appointment as a full-time member of the International Accounting Standards Board, returning to Cambridge in 2006. His research interests include the theoretical underpinnings of accounting standards, including the current revision of the conceptual framework for financial reporting; measurement in accounting, particularly fair value and its relationship to other current value measures.