Staff profile

Dr Robin Luo

Senior Lecturer, Postgraduate Co-ordinator

Faculty of Business, Economics and Law

Melbourne (Bundoora)

 

Qualifications

PhD (Nanyang), FRM

Membership of professional Associations

Global Association of Risk Professionals (GARP), American Finance Association (AFA), Financial Management Association (FMA)

Area of study

Finance

Brief Profile

Robin Luo joined the Department of Economics and Finance, La Trobe University in June 2008. Prior to his appointment at La Trobe, he was a Senior Lecturer at Auckland University of Technology (AUT), New Zealand, from 2005-2008 and Lecturer at AUT from 2003-2005. He also taught and researched at Nanyang Technological University in Singapore and a couple of other tertiary institutions in the Asia Pacific. Robin’s research is focused on financial risk management, asset pricing, market efficiency, international finance, and Asia-Pacific financial markets. Robin is a Financial Risk Manager (FRM®), Fellow member of the Global Association of Risk Professionals (GARP) and Director of GARP College Chapter at La Trobe University. He also holds external position as Visiting Professor at Nanjing University, Research Fellow at Wuhan University, and Adjunct Professor at Zhongnan University of Economics and Law.
 

Teaching Units

  • Portfolio Management (FIN5PMT)
  • Financial Management (FIN4FMA)
  • Investment and Portfolio Management (FIN3IPM)

Recent Publications

 “Order Imbalance, Market Returns, and Volatility: Evidence from Thailand during the Asian Crisis”, with Nuttawat Visaltanachoti, 2009, forthcoming in Applied Financial Economics.

“Trade Scheduling and Bid-ask Spread Forecasting: Evidence from China”, with Nuttawat Visaltanachoti, 2009, forthcoming in International Research Journal of Finance and Economics.

“Public Finance in China: Reform and Growth for a Harmonious Society, Lou, J. and S. Wang, eds.”, book review, 2009, Journal of Chinese Political Science, 14(1), 109-110.   “Performance of Market Order Execution Strategy: the Australian Evidence”, with Nuttawat Visaltanachoti and Dongqiang Wang, 2007, Applied Economics Letters, 14(13), 945-949.   “Holding Periods, Illiquidity, and Disposition Effect in the Chinese Stock Markets”, with Nuttawat Visaltanachoti and Lin Lu, 2007, Applied Financial Economics, 17(15), 1265-1274.   “Financial Contagion within a Small Country”, with Nuttawat Visaltanachoti and Puspakaran Kesayan, 2006, International Journal of Business and Information, 1(2), 119-136.   “Analysis of Foreign Currency Exposure of the New Zealand Stock Market”, with Nuttawat Visaltanachoti and Puspakaran Kesayan, 2006, Investment Management and Financial Innovations,3(1),132-141.