Staff Profile

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Career Summary

Biography

About to finish her PhD in Finance at the University of Adelaide, Van joined the Newcastle Business School as a Finance Lecturer from early this year. Prior to this appointment, she had been involved in teaching both UG and PG courses at the University of Adelaide. Her main subjects of teaching interest included Corporate Finance, International Finance and Derivatives and Risk Management.

Qualifications

  • Doctor of Philosophy, University of Adelaide, 16/07/2012
  • Bachelor of Finance (Honours), University of Adelaide, 19/12/2008
  • Bachelor of Finance, University of Adelaide, 05/08/2008

Research

Research keywords

  • Financial modelling
  • Market microstructure
  • Option pricing
  • Volatility forecasting

Research expertise

Her current research interests include asset pricing, market microstructure, financial modelling and forecasting. In particular, she is very keen on research in option pricing and financial market volatility. Given her past training and research experience, she has strong skills in quantitative modelling and programming in Matlab, SAS and Eviews.

Languages

  • English
  • Vietnamese

Fields of Research

CodeDescriptionPercentage
150200Banking, Finance And Investment100

Awards

Other

2005Adelaide International Achiever Scholarship
The University of Adelaide (Australia)
Undergraduate Scholarship (2005-2008)

Recognition.

2012Dean's Commendation for Doctoral Thesis Excellence
The University of Adelaide (Australia)
PhD Thesis Excellence
2009Adelaide Graduate Scholarship
The University of Adelaide (Australia)
PhD Scholarship (2009-2011)

Collaboration

Some ongoing collaborative research projects, to be named, would include

“The allocation of informed traders in the option market: An analysis of the 2008 short-sale ban”

(Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide)

“Forecasting the smile dynamics” (Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide)

“Effectiveness of electricity futures hedging using temperature forecasts” (Working Paper), a joint work with Prof Ralf Zurbrugg (Uni of Adelaide) and Associate Professor Richard Gerlach (Uni of Sydney)

Teaching

Teaching keywords

  • Corporate Finance
  • Derivatives and Risk Management
  • International Finance

Teaching expertise

Corporate Finance

Derivatives and Risk Management

International Finance

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Highlighted Publications

For publications that are currently unpublished or in-press, details are shown in italics.

YearCitationAltmetricsLink
2010Le V, Zurbrugg R, 'The role of trading volume in volatility forecasting', Journal of International Financial Markets Institutions and Money, 20 533-555 (2010) [C1]

Publications

For publications that are currently unpublished or in-press, details are shown in italics.

Click on a category title below to expand the list of citations for that specific category.

Journal article (1 outputs)

YearCitationAltmetricsLink
2010Le V, Zurbrugg R, 'The role of trading volume in volatility forecasting', Journal of International Financial Markets Institutions and Money, 20 533-555 (2010) [C1]

Conference (2 outputs)

YearCitationAltmetricsLink
2012Le V, Zurbrugg R, 'Forecasting the smile dynamics', The 32th International Symposium on Forecasting Conference Proceedings, Boston, US (2012) [E1]
2009Le V, Zurbrugg R, 'The role of trading volume in volatility forecasting', The 29th International Symposium on Forecasting Conference Proceedings, Hong Kong (2009) [E1]
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Grants and Funding

Summary

Number of grants1
Total funding$5,000

- Indicates that the researcher may be seeking students for this project.

Click on a grant title below to expand the full details for that specific grant.

2013 (1 grants)

Examining the spilover of liquidity between the stock and option markets$5,000
Funding Body: University of Newcastle

Project Team
Doctor Van Le
SchemeRole
New Staff GrantChief Investigator
Total AmountFunding StartFunding Finish
$5,00020132013
GNo:G1300593
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Research Supervision

Number of current supervisions1
Total current UoN PhD EFTSL0.25

For supervisions undertaken at an institution other that the University of Newcastle, the institution name is listed below the program name.

Current Supervision

CommencedProposed
Completion
ProgramSupervisor TypeResearch Title
20132018PhD (Accounting & Finance)Co-SupervisorNon-normal Asset Pricing: Evidence of Skewness in Australia
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Dr Thi (Van) Le

Work Phone(02) 4921 8798
Email
PositionLecturer
Newcastle Business School
Faculty of Business and Law
The University of Newcastle, Australia
Office
SRS114,
Social Sciences Building,
Callaghan
University Drive
Callaghan NSW 2308
Australia
URL:www.newcastle.edu.au/profile/van-le