Staff profile

Dr. Frankie (Ho-Chi) Chau is an Associate Professor in Finance at Durham University Business School. He has served on a number of committees responsible for the development of the School’s education and research strategies, and has also received the University's recognition for his outstanding contribution to the College life. He has been/is an external examiner of programmes at the University of Strathclyde, University of York, and the University of Leeds.   

Frankie is a core member of the Centre for Quantitative Research in Financial Economics (QRFE) research group. His principal research interests are behavioural finance and monetary economics, specialising in investor sentiment, political uncertainty, central bank communication, and energy markets. His research has appeared in Journal of Business Finance and Accounting, Journal of International Financial Markets, Institutions & Money, International Review of Financial Analysis, Review of Quantitative Finance and Accounting, Energy Economics, and several other internationally reputable journals. 

Mini Biography

Dr. Frankie (Ho-Chi) Chau is an Associate Professor in Finance at Durham University Business School. He has served on a number of committees responsible for the development of the School’s education and research strategies, and has also received the University's recognition for his outstanding contribution to the College life. 

• Behavioural Finance
• Monetary Policy
• Energy Economics

Chapter in book

• Chau, F., & Deesomsak, R. (2018). Volatility Transmission across Commodity Futures Markets. In H. K. Baker, G. Filbeck, & J. H. Harris (Eds.), Commodities : markets, performance, and strategies (331-350). Oxford University Press. https://doi.org/10.1093/oso/9780190656010.003.0018
• Chau, F., Lau, M., & Su, Y. (2013). Commodity Futures and Strategic Asset Allocation. In Alternative Investments: Instruments, Performance, Benchmarks, and Strategies (399-418.). John Wiley and Sons
• Zhang, Z., Chau, F., & Shi, N. (2012). A curious Partnership in Global Imbalances: China’s Continual Accumulation of US Treasuries. In X. Fu (Ed.), China's Role in Global Economic Recovery (18-40). Routledge

Journal Article

• Chau, F., Deesomsak, R., & Shaikh, R. (in press). Does Fed communication affect uncertainty and risk aversion?. Review of Quantitative Finance and Accounting,
• Ye, T., Zhao, S., Lau, C. K. M., & Chau, F. (2024). Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms. Energy Economics, 133, 107564. https://doi.org/10.1016/j.eneco.2024.107564
• Chau, F., Han, C., & Shi, S. (2018). Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets. International Review of Financial Analysis, 55, 156-169. https://doi.org/10.1016/j.irfa.2017.11.004
• Chau, F., Deesomsak, R., & Koutmos, D. (2016). Does investor sentiment really matter?. International Review of Financial Analysis, 48, 221-232. https://doi.org/10.1016/j.irfa.2016.10.003
• Chau, F., Kuo, J., & Shi, Y. (2015). Arbitrage opportunities and feedback trading in emissions and energy markets. Journal of International Financial Markets, Institutions and Money, 36, 130-147. https://doi.org/10.1016/j.intfin.2015.02.002
• Chau, F., & Deesomsak, R. (2015). Business cycle variation in positive feedback trading : evidence from the G-7 economies. Journal of International Financial Markets, Institutions and Money, 35, 147-159. https://doi.org/10.1016/j.intfin.2014.12.003
• Chau, F., & Deesomsak, R. (2014). Does Linkage Fuel the Fire? The Transmission of Financial Stress across the Markets. International Review of Financial Analysis, 36, 57-70. https://doi.org/10.1016/j.irfa.2014.02.005
• Charteris, A., Chau, F., Gavriilidis, K., & Kallinterakis, V. (2014). Premiums, Discounts and Feedback Trading: Evidence from Emerging Markets’ ETFs. International Review of Financial Analysis, 35, 80-89. https://doi.org/10.1016/j.irfa.2014.07.010
• Chau, F., Deesomsak, R., & Wang, J. (2014). Political Uncertainty and Stock Market Volatility in the Middle East and North African (MENA) Countries. Journal of International Financial Markets, Institutions and Money, 28, 1-19. https://doi.org/10.1016/j.intfin.2013.10.008
• Zhang, Z., Chau, F., & Zhang, W. (2013). Exchange Rate Determination and Dynamics in China: A Market Microstructure Analysis. International Review of Financial Analysis, 29, 303-316. https://doi.org/10.1016/j.irfa.2012.08.005
• Zhang, Z., Chau, F., & Li, X. (2013). Accumulation of Large Foreign Reserves in China: A Behavioural Perspective. Economic Change and Restructuring, 46(1), 85-108. https://doi.org/10.1007/s10644-012-9136-1
• Chau, F., Dosmukhambetova, G., & Kallinterakis, V. (2013). International Financial Reporting Standards and Noise Trading: Evidence from Central and Eastern European Countries. Journal of Applied Accounting Research, 14(1), 37-53. https://doi.org/10.1108/09675421311282531
• Suvankulov, F., Lau, M., & Chau, F. (2012). Job search on the internet and its outcome. Internet Research, 22(3), 298-317. https://doi.org/10.1108/10662241211235662
• Lau, M., Suvankulov, F., Su, Y., & Chau, F. (2012). Some Cautions on the Use of Nonlinear Panel Unit Root Tests: Evidence from a Modified Series-specific Non-linear Panel Unit-root Test. Economic Modelling, 29(3), https://doi.org/10.1016/j.econmod.2011.08.006
• Chau, F., Deesomsak, R., & Lau, M. (2011). Investor Sentiment and Feedback Trading: Evidence from the Exchange-Traded Fund Markets. International Review of Financial Analysis, 20(5), 292-305. https://doi.org/10.1016/j.irfa.2011.06.006
• Chau, F., Holmes, P., & Paudyal, K. (2008). The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics. Journal of Business Finance and Accounting, 35(1-2), 227-249. https://doi.org/10.1111/j.1468-5957.2007.02067.x