Daniel Chai

Dr. Daniel Chai

Senior Lecturer, Finance

Details

  • College: Economics Finance & Marketing
  • Department: Economics Finance & Marketing
  • Campus: City Campus Australia
  • daniel.chai@rmit.edu.au

Open to

  • Masters Research or PhD student supervision

About

I specialise in emprical asset pricing. My research aims to provide investors, portfolio managers, and policymakers with deeper insights into the drivers of asset returns, leading to better risk management and investment strategies. By assessing the performance of investment strategies and evaluating the efficiency of Australian financial markets, I seek to empower investors with actionable insights and informed decision-making tools. Whether it be exploring the efficacy of factor-based investing or examining the role of information asymmetry in market dynamics, my research aims to bridge the gap between theory and practice and contributes to more stable and efficient markets. In my research journey, I am driven by a commitment to advancing knowledge and fostering innovation in asset pricing within the Australian context.

Supervisor projects

  • Asset Pricing of Green Bonds in the Context of Uncertainty from a Multidimensional Perspective: Evidence from United States
  • 5 Feb 2024
  • Extrapolative beliefs and price-path convexity: Momentum and reversals
  • 11 Oct 2023
  • Market risk, mispricing and stock return anomalies: An investigation into the Chinese market
  • 27 Jun 2022
  • Essays on Downside Risk: Evidence from Board Diversity, CEO Traits, and Social Networks
  • 12 Sep 2021
  • The Socially Responsible Investments (SRI) Determinants of Growth and Characteristics
  • 6 May 2021

Teaching interests

I have taught many finance subjects including business finance, investments, sustainable finace, and financial modelling. 

Research interests

Emprical asset pricing, behavioural finance, asset management, stock liquidity 

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Acknowledgement of Country

RMIT University acknowledges the people of the Woi wurrung and Boon wurrung language groups of the eastern Kulin Nation on whose unceded lands we conduct the business of the University. RMIT University respectfully acknowledges their Ancestors and Elders, past and present. RMIT also acknowledges the Traditional Custodians and their Ancestors of the lands and waters across Australia where we conduct our business - Artwork 'Sentient' by Hollie Johnson, Gunaikurnai and Monero Ngarigo.