Personal profile
Research interests
My research agenda is primarily in the areas of International Finance (spanning asset pricing models, parity conditions, capital market integration and emerging stock markets), Investments (including funds management, trading strategies and computational finance (such as momentum and sentiment analysis); and political risk management) and Corporate Finance (both domestic and cross-border mergers and acquisitions). My other research interests are in the financial education space, particularly in relation to indigenous financial literacy.
Statement for HDR students
I have capacity to supervise at the Honours, Masters of Philosophy and PhD levels, across any of the topics identified in my research interests. That is, in the areas of International Finance (eg. asset pricing models, parity conditions, capital market integration and emerging stock markets), Investments (including funds management, trading strategies and computational finance (such as momentum and sentiment analysis); and political risk management) and Corporate finance (both domestic and cross-border MNAs). I also have capacity to supervise in the financial literacy space. My present doctoral supervisions are in the areas of momentum and sentiment (with Bruce Vanstone) and risk management (with Bruce Vanstone, Steve Stern and Adrian Gepp). I am presently seeking expressions of interest at the honours level in relation to conducting research both on the time-variation of equity market integration and on a number or projects relating to the long run performance of mergers and acquisitions in the Australian market (including Japanese parents and currency risk premiums).
External positions
Senior Lecturer, Australian National University
2001 → 2015
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
Long-term comparative performance of Australian asset classes
Tonkin, I., Bilson, C. M., Brailsford, T. J. & Gallagher, D. R., 23 Mar 2026, In: Pacific Basin Finance Journal. 98, 103126.Research output: Contribution to journal › Article › Research › peer-review
-
Deep learning applications in investment portfolio management: a systematic literature review
Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B. J., 18 Mar 2025, In: Journal of Accounting Literature. 47, 2, p. 245-276 32 p.Research output: Contribution to journal › Article › Research › peer-review
9 Link opens in a new tab Citations (Scopus) -
Empirical validation of ELM trained neural networks for financial modelling
Novykov, V., Bilson, C. M., Gepp, A., Harris, G. & Vanstone, B. J., Jan 2023, In: Neural Computing and Applications. 35, 2, p. 1581-1605 25 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile13 Link opens in a new tab Citations (Scopus)286 Downloads (Pure) -
Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report
Cornwell, N., Bilson, C. M., Gepp, A., Stern, S. & Vanstone, B. J., Feb 2023, In: Pacific Basin Finance Journal. 77, 16 p., 101906.Research output: Contribution to journal › Article › Professional › peer-review
Open AccessFile16 Link opens in a new tab Citations (Scopus)333 Downloads (Pure) -
Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered study
Cornwell, N., Bilson, C., Gepp, A., Stern, S. & Vanstone, B. J., Jun 2023, In: Pacific Basin Finance Journal. 79, p. 1-23 23 p., 102011.Research output: Contribution to journal › Article › Professional › peer-review
Open AccessFile2 Link opens in a new tab Citations (Scopus)290 Downloads (Pure)
Activities
- 1 Participating in a conference, workshop, ...
-
World Finance Conference 2023
Novykov, V. (Speaker), Gepp, A. (Participant), Bilson, C. (Participant), Vanstone, B. (Participant) & Harris, G. (Participant)
2 Aug 2023Activity: Participating in or organising an event › Participating in a conference, workshop, ... › Oral Presentation