Wei WC (2018) 'The impact of Tether grants on Bitcoin', Economics Letters, vol.171, pp. 19-22
'Investor Irrationality and the Role of Distribution Channels in Chinese Index Fund Selection' , 2019 Financial Markets & Corporate Governance Conference Sydney, Australia
'Does the Probability of Informed Trading Model Fit Empirical Data?', The Quantitative Methods in Finance 2016 Conference, Sydney, Australia, 16th December 2016
'Does the Probability of Informed Trading Model Fit Empirical Data?', 2015 Asian Finance Association Annual Conference, Changsha, China, 2nd July 2015
'Does the Probability of Informed Trading Model Fit Empirical Data?', 8th Nordic Econometric Meeting NEM2015, University of Helsinki, Finland, 30th May 2015
'Does the Probability of Informed Trading Model Fit Empirical Data?', 8th International Conference on Computational and Financial Econometrics CFE 2014, Pisa, Italy, 8th December 2014
'Cluster PIN: A New Estimation Method for the Probability of Informed Trading', World Finance Conference, Venice, Italy, 4th July 2014
'Comparing Time-Varying Price Impact and Information Impounding Time across Asian Stock Exchanges: An Adaptive Lasso Approach', 6th Financial Risks International Forum, Paris, France, 26th March 2013
'Comparing Information Content of Stock Trades across Asian Exchanges: An Adaptive Lasso Approach', 27th International Conference of the American Committee for Asian Economic Studies ACAES 2012-Financial Econometrics group (FEG), Melbourne, Australia, 27th October 2012
'Diminishing Price Impact in Asian Limit Order Book Markets', Proceedings of the 25th Australasian Finance and Banking Conference, Sydney, Australia, 18th December 2012
'Comparing the Information Content of Stock Trades: An Adaptive Lasso Approach (Awarded best finance paper)', Proceedings of the Accounting & Finance Association of Australia and New Zealand Conference AFAANZ 2012, Melbourne, Australia, 3rd July 2012
'It’s Hard to Short Crypto – And That’s Propping Up Prices, Study Finds', CoinDesk 7-Nov-2018
'Study Finds “No Evidence” of USDT Price Manipulation', Bitcoin News 23-Sep-2018
'Tether’s Impact on Bitcoin Price Not ‘Statistically Significant,’ Study Finds', CoinDesk 21-Sep-2018
'Swiss Crypto Startup Eidoo Announces Token Tied to The Price of Gold', CoinDesk 19-Sep-2018
'Cluster analysis gives academic inside look at trading', Australian Financial Review, 05-Feb-2014
'Chasing ‘informed trades’ can be a formula for succes', The Australian (Business Section), 03-Feb-2014
I am a Quantitative Portfolio Manager at Realindex Investments, First Sentier Investors.
I was formerly, an Assistant Professor / Lecturer of Finance at the University of Queensland.
PhD in Finance, University of Sydney
MCS, University of Illinois at Urbana-Champaign
BComm(Hons) in Actuarial Studies, University of Melbourne
GradCert in Computing, University of New South Wales
CFA Charterholder
2010 - 2013: Capital Markets CRC PhD Research Scholarship
2010 - 2013: Australian Postgraduate Awards Scholarship
2009: Kinsman Studentship Prize, University of Melbourne
2003 & 2004 : Bronze, Australian Mathematical Olympiad
2003: Diploma winner, International Mathematics Tournament of Towns, Russian Academy of Sciences
(c) 2023 Wang Chun Wei