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Personal profile

Personal Statement

I previously held academic appointments at the University of Southampton and at CASS Business School. After finishing my PhD at the University of Southampton in 2001, I spent one and half years doing research on wagering markets and another two years on a credit scoring project with Scottish Widows funded by EPSRC. I also spent one year doing research on bank risk management at CASS from 2004 to 2005.

Research Interests

My research is in three main areas:

  • financial econometrics
  • credit scoring
  • decision-making in markets for state contingent claims

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Attrition Mathematics
Customers Mathematics
Industry Mathematics
Hazards Engineering & Materials Science
Economics Engineering & Materials Science
Purchasing Engineering & Materials Science
Profitability Engineering & Materials Science
Polynomial approximation Engineering & Materials Science

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2016 2018

Selected Research Output 2005 2018

The explanatory power of trading volume and insider activity in a pari-mutuel betting market

Bruce, A., Johnson, J. & Tang, L., 2011, In : European Journal of Finance. 17, 3, p. 197-216 20 p.

Research output: Contribution to journalArticle

Trading volume
Insider
Betting markets
Betting
Conditional logit
29 Citations

Financial market can go mad: evidence of irrational behaviour during the South Sea Bubble

Dale, R. S., Johnson, J. & Tang, L., May 2005, In : Economic History Review. 58, 2, p. 233-271 38 p.

Research output: Contribution to journalArticle

Investors
Bubble
Financial markets
Financial Markets
South Sea

Thesis

Corporate financial decisions : alternative sources and uses

Author: Qiu, J., 1 Jan 2015

Supervisor: Paudyal, K. (Supervisor) & Tang, L. (Supervisor)

Student thesis: Doctoral Thesis

Survival risk and liquidity risk involving hedge fund

Author: FANG, D., 1 Feb 2017

Supervisor: Tang, L. (Supervisor) & Andriosopoulos, D. (Supervisor)

Student thesis: Doctoral Thesis