Gavin_Brown

Biography

Gavin holds both a Bachelors and MSc degree in Business Management as well as an MBA from the University of Oxford (Said Business School) where he was a Dean's List member. He qualified as an ACA (ICAEW) chartered accountant with PricewaterhouseCoopers (Manchester) in 2006 and went on to work at Merrill Lynch (London) before setting up a hedge fund (Director) in 2008. He also holds the Investment Management Certificate (IMC) qualification and is currently a Chartered Financial Analyst (CFA) Level III June 2016 candidate. Gavin is also a Fellow of the Higher Education Academy (HEA).

Part-time PhD Research Candidate in Financial Economics at Keele University Business School.

Gavin also holds the position of Senior Lecturer in Financial Economics at Manchester Metropolitan University where he lectures and supervises both undergraduates and postgraduate students in corporate finance.

Research and scholarship

Research project

Title: Dual listed arbitrage and its implications for price discovery and the efficiency of capital markets

Abstract: The original contribution of the work proposed can be summarised as; (1) the analysis of 2002-2014 dual listed company (DLC) panel trading data, (2) investigation into the explanatory power of both implied and historical stock and index volatility (available since 2008) regarding changes in DLC spreads, (3) linkage between established DLC’s and emerging Chinese Hong-Kong DLC’s and (4) establishing commonalities in value distortion between DLC’s and other financial instruments and structures.

This research has implications for the Law of One Price, the efficient market hypothesis, noise trading theory, international capital markets, trading profitability and the distortion of equity values by geographic locality.

Supervisors: Professor Jim Steeley, Professor David Leece and Dr Alena Audzeyeva

Further information

Gavin has completed postgraduate training at Keele in Stata, Matlab, VBA and Bloomberg.

He regularly appears on BBC television and radio where he is an expert commentator on finance and the capital markets.

Gavin was shortlisted by PQ Magazine as a Lecturer of the Year 2015.