Dr Daniel Chai - Researcher Profile

Biography

Daniel Chai is a lecturer in the Department of Accounting and Finance. 

Research & Supervision Interests

Market efficiency, investments, stock market liquidity

Keywords

Capital markets research, China/Taiwan relations

Qualifications

DOCTOR OF PHILOSOPHY

Institution: Monash University

Year awarded: 2009

MASTER OF MANAGEMENT STUDIES

Institution: The University of Waikato

Year awarded: 2004

POST GRADUATE DIPLOMA IN FINANCE

Institution: The University of Waikato

Year awarded: 2003

BACHELOR OF SCIENCE

Institution: The University of Waikato

Year awarded: 2001

Publications

Journal Articles

Do, B.H., Do, M.V., Chai, D., 2012, Does the 2008 short sale ban affect the enforcement of the Law of One Price? Evidence from Australia, Accounting and Finance [P], vol 52, issue 1, Wiley-Blackwell Publishing Asia, Richmond Vic Australia, pp. 117-144.

Goslin, J., Chai, D., Gunasekarage, A., 2012, The usefulness of financial statement information in predicting stock returns: New Zealand evidence, Australasian Accounting Business & Finance Journal [P], vol 6, issue 2, University of Wollongong School of Accounting and Finance, Wollongong NSW Australia, pp. 51-70.

Chai, D., Faff, R., Gharghori, P., 2010, New evidence on the relation between stock liquidity and measures of trading activity, International Review of Financial Analysis [P], vol 19, issue 3, Elsevier BV, North-Holland, Netherlands, pp. 181-192.

Chai, D., Choi, D.F.S., 2010, The investor recognition hypothesis: The New Zealand case, Applied Financial Economics [P], vol 20, issue 11, Routledge, UK, pp. 891-898.

Faff, R., Mulino, D., Chai, D., 2008, On the linkage between financial risk tolerance and risk aversion, Journal of Financial Research, vol 31, issue 1, Wiley-Blackwell Publishing Inc, USA, pp. 1-23.

Chai, D., Gunasekarage, A., 2005, Share returns after large one-day price drops, The Institute of Finance Professionals New Zealand Inc. (INFINZ) Journal [P], vol May 2005, issue 2, Palamedia Ltd, Sydney NSW Australia, pp. 18-23.

Teaching Commitment

Postgraduate Research Supervisions

Current Supervision

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Debt overhang, debt maturity and the sources of debt.

Supervisors:

Brown, C (Main), Chai, D (Associate).

Program of Study:

(DOCTORATE BY RESEARCH).

Thesis Title:

Interaction between Short-Term Momentum and Long-Term Reversals: International Evidence.

Supervisors:

Chai, D (Joint), Gharghori, P (Joint-co).