Rate My Professor Van Le

Van's research specializations include asset pricing, market microstructure, financial modelling and forecasting, particularly option pricing and financial market volatility. She has strong skills in quantitative modelling and programming using Matlab, SAS, and Eviews. Notable publications are: Akhtaruzzaman et al. (2024) 'Hedging precious metals with impact investing' in International Review of Economics & Finance; Ahmed et al. (2024) 'Interconnectedness in the FOREX market during the high inflation regime: A network analysis' in Research in International Business and Finance; Le and Zurbruegg (2016) 'The impact of short sale restrictions on informed trading in the stock and options markets' in International Review of Economics & Finance; and Le and Zurbruegg (2014) 'Forecasting option smile dynamics' in International Review of Financial Analysis. She has obtained 9 research grants totaling $267,950 AUD, including leading the 2024 CHSF Pilot Research Scheme ($5,000) and the 2017 ECR HDR Scholarship Grant ($215,000). As principal supervisor, she has overseen the completion of four doctoral theses on topics such as human capital and monitoring efficacy of interlocked directors (2022) and family involvement in firm performance in Vietnam (2018). Her contributions extend to ongoing collaborative projects with researchers from the University of Adelaide and the University of Sydney.