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Overview

Dr Frankie Chau

Associate Professor in Finance

BA, MSc, PhD, PGCHE


Affiliations
AffiliationRoom numberTelephone
Associate Professor in Finance in the Business SchoolMHL 161+44 (0) 191 33 45298

Biography

Frankie has been at the Durham University Business School since 2007. He is a member of the School's Education Committee, as well as its Research Committee responsible for the fostering, encouragement and development of the school’s education and research strategies. Recently Frankie has also been awarded a prestigious prize by the Pro-Vice Chancellor of the Faculty of Social Sciences and Health in recognition of his outstanding contribution to the College life.

Frankie’s main research interests are in the behavioural economics & finance, derivative securities and financial econometrics, specialising in the feedback trading, volatility modelling, and hedging effectiveness of futures markets. His research papers have appeared (or are forthcoming) in the Journal of Business Finance and Accounting, International Review of Financial Analysis, Economic Modelling, and Journal of International Financial Markets, Institutions & Money, and other internationally reputable journals.

Frankie teaches mainly in the areas of Corporate Finance, Financial Econometrics and Advanced Financial Theory at both undergraduate and postgraduate level.

Memberships

  • Fellow of the Higher Education Academy (HEA)
  • Member of the British Accounting and Finance Association (BAFA)
  • Member of the European Financial Management Association (EFMA)
  • Member of the Asian Finance Association (AsianFA)
Mini Biography

Frankie has been at the Durham University Business School since 2007. He is a member of the School's Education Committee, as well as its Research Committee responsible for the fostering, encouragement and development of the school’s education and research strategies.

Research interests

  • Derivative Securities and Risk Management
  • Behavioural Economics and Finance
  • International Finance

Publications

Chapter in book

Journal Article

Supervision students