Jeffrey Wong

Associate Professor

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Personal profile


Jeffrey Wong is Associate Professor in the Department of Accounting and Corporate Governance. His research expertise is in the areas of Accounting, Finance and Energy Finance with specialization in market behaviour, corporate regulations, complex relationships in financial markets, securities market microstructure, and energy finance.  

His research projects have addressed issues in high frequency trading, market fragmentation, institutional behaviour, complex relationships across financial markets, minimum tick variations, board lot sizes, intraday volatility, trading opportunities and execution costs. He has published in leading internationally refereed journals including the Journal of Business Finance & Accounting, Journal of Futures Markets and is a critical part of a successful team that won $1 million in Australian Research Council funding to analyse the impact of High Frequency Trading on financial markets. Outcomes from Jeffrey’s research have contributed to a better understanding of the complex relationship between cross-border exchanges and assisted in shaping the rules and regulations governing securities market design.

Jeffrey is also Head of the Energy Markets Research Centre at the Capital Markets CRC (a large research institute awarded approximately 300m in funding since inception). He previously worked for Singapore Exchange and held executive positions in the funds management industry. As the energy research leader at CMCRC, he engages extensively with government, regulators and industry stakeholders to enable evidence-based decisions. Using his experience in financial and other markets, Jeffrey seeks to incorporate advance techniques into energy markets to make it more fair, efficient, secure, reliable and affordable.

Jeffrey has a PhD and Honours from the University of Sydney, won significant government funding (from Australian Research Council), worked and consulted with the Australian Energy Regulator and NSW government on energy research projects.

Education/Academic qualification

PhD, University of Sydney

BCom (Hons), University of Sydney

External positions

Head of Energy Markets Research Centre , Capital Markets CRC Limited

1 Aug 2017 → …

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Market quality Business & Economics
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Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2019 2022

Research Outputs 2007 2020

Impact of international energy prices on China’s industries

Wong, J. B. & Zhang, Q., 7 Jan 2020, In : Journal of Futures Markets. 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Crude oil futures
Energy prices

Short selling restrictions and index futures pricing: Evidence from China

Lepone, A., Wen, J., Wong, J. B. & Yang, J. Y., 2019, In : International Review of Economics and Finance. 61, p. 179-187 9 p.

Research output: Contribution to journalArticleResearchpeer-review

Short selling
Futures pricing

Short-selling and credit default swap spreads-Where do informed traders trade?

Lecce, S., Lepone, A., Mckenzie, M. D., Wong, J. B. & Yang, J. Y., 2018, In : The Journal of Futures Markets. 38, 8, p. 925-942 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Short selling
Credit default swap (CDS) spreads
Informed traders
Global financial crisis
Fixed effects

The impact of mandatory IFRS reporting on institutional trading costs: Evidence from Australia

Lepone, A. & Wong, J. B., 2018, In : Journal of Business Finance & Accounting. 45, 7-8, p. 797-817 21 p.

Research output: Contribution to journalArticleResearchpeer-review

Institutional trading
Trading costs
International Financial Reporting Standards
Bid/ask spread

Pseudo market-makers, market quality and the minimum tick size

Lepone, A. & Wong, J. B., 1 Jan 2017, In : International Review of Economics and Finance. 47, p. 88-100 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Tick size
Market makers
Market quality
Stock prices
Empirical evidence