Market Liquidity and Institutional Trading during the 2007-8 Financial Crisis
|Date||30 November 2011|
|Venue||ICMA Centre, Room G03/04|
She is currently a Professor of Finance at Manchester Business School, visiting professor at the National University of Singapore and was recently appointed as a distinguished visiting professor at the University of Technology, Sydney. She is also a Board Member of the Numerical Algorithms Group (NAG). Dr Poon is internationally renowned for her volatility research which was cited as reference readings on Nobel website. More recently, her interests have extended to derivatives and credit risk, liquidity and quantitative aspects of risk management. She has written three books and published widely in peer reviewed journals including the Review of Financial Studies, Journal of Econometrics, Journal of Economic Literature, Journal of Banking and Finance, Journal of Business Finance and Accounting, Journal of Derivatives, Journal of Futures Markets and Journal of European Financial Management. She is the joint recipient of two best paper awards.