Prof Sasha Molchanov staff profile picture

Contact details +6492136152

Prof Sasha Molchanov MA, PhD

Head of School

Doctoral Mentor Supervisor
School of Economics and Finance

Professional

Contact details

  • Ph: +64 9 414 0800 Ext 43152
    Location: QB 2.55, Quad B
    Campus: Albany

Qualifications

  • Master of Arts - University of Miami (2001)
  • Doctor of Philosophy - University of Miami (2006)

Certifications and Registrations

  • Licence, Mentor Supervisor, Massey University

Research Expertise

Research Interests

International Finance, Politics and Finance, Econometrics

Area of Expertise

Field of research codes
Applied Economics (140200): Economics (140000): Financial Economics (140207)

Research Outputs

Journal

Nguyen, QMP., Do, HX., Molchanov, A., Nguyen, L., & Nguyen, NH. (2024). Asymmetric trading responses to credit rating announcements from issuer- versus investor-paid rating agencies. Journal of Business Finance and Accounting. 51(1-2), 84-112
[Journal article]Authored by: Do, X., Molchanov, A.
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Ergun, L., Molchanov, A., & Stork, P. (2023). Technical trading rules, loss avoidance, and the business cycle. Pacific Basin Finance Journal. 82
[Journal article]Authored by: Molchanov, A.
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Molchanov, A., & Stangl, J. (2023). The myth of business cycle sector rotation. International Journal of Finance and Economics.
[Journal article]Authored by: Molchanov, A., Stangl, J.
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Nguyen, QMP., Do, HX., Molchanov, A., Nguyen, L., & Nguyen, NH. (2023). Political similarities in credit ratings. International Review of Financial Analysis. 86
[Journal article]Authored by: Do, X., Molchanov, A.
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Farzami, Y., Gregory-Allen, R., Molchanov, A., & Sehrish, S. (2021). COVID-19 and the liquidity network. Finance Research Letters. 42
[Journal article]Authored by: Gregory-Allen, R., Molchanov, A.
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Molchanov, A., & Stangl, J. (2018). Investor sentiment and industry returns. International Journal of Finance and Economics. 23(4), 546-570 Retrieved from https://onlinelibrary.wiley.com/doi/10.1002/ijfe.1637
[Journal article]Authored by: Molchanov, A., Stangl, J.
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Col, B., Durnev, A., & Molchanov, A. (2018). Foreign risk, domestic problem: capital allocation and firm performance under political instability. Management Science. 64(5), 2102-2125
[Journal article]Authored by: Molchanov, A.
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Arin, KP., Molchanov, AE., & Reich, OF. (2013). Politics, stock markets, and model uncertainty. Empirical Economics. 45(1), 23-38
[Journal article]Authored by: Molchanov, A.
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Maltritz, D., & Molchanov, A. (2013). Analyzing determinants of bond yield spreads with Bayesian Model Averaging. Journal of Banking and Finance. 37(12), 5275-5284
[Journal article]Authored by: Molchanov, A.
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Maltritz, D., & Molchanov, A. (2014). Country credit risk determinants with model uncertainty. International Review of Economics and Finance. 29, 224-234
[Journal article]Authored by: Molchanov, A.
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Bartz, S., Molchanov, A., & Stork, PA. (2013). When a celebrity endorser is disgraced: A twenty-five-year event study. Marketing Letters. 24(2), 131-141
[Journal article]Authored by: Molchanov, A.
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Arin, KP., Molchanov, A., & Reich, O. (2013). Politics, stock markets, and model uncertainty. Empirical Economics. 45(1), 23-38 Retrieved from http://link.springer.com/article/10.1007/s00181-012-0601-5#
[Journal article]Authored by: Molchanov, A.
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Boutchkova, M., Doshi, H., Durnev, A., & Molchanov, A. (2012). Precarious politics and return volatility. Review of Financial Studies. 25(4), 1111-1154
[Journal article]Authored by: Molchanov, A.
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253
Ding, H., Molchanov, AE., & Stork, PA. (2011). The value of celebrity endorsements: A stock market perspective. Marketing Letters. 22(2), 147-163
[Journal article]Authored by: Molchanov, A.
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Durnev, A., Errunza, V., & Molchanov, A. (2009). Property rights protection, corporate transparency, and growth. Journal of International Business Studies. 40(9), 1533-1562
[Journal article]Authored by: Molchanov, A.
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Book

Molchanov, A., & Stork, PA. (2010). Momentum trading for the private investor. In GN. Gregoriou (Ed.) The Handbook of Trading: Strategies for navigating and profiting from currency, bond, and stock markets. (pp. 39 - 52). U.S.A: McGraw Hill
[Chapter]Authored by: Molchanov, A.

Report

Arin, KP., Hawkins, JC., Molchanov, A., Reich, OF., & Pickering, P. (2007). An appraisal of the education sector in North Shore City: Key issues and intervention strategies.
[Commissioned Report]Authored by: Molchanov, A.
Arin, KP., Hawkins, JC., Molchanov, A., Reich, OF., & Pickering, P. (2007). Big business and North Shore City: Key issues and attraction strategies.
[Commissioned Report]Authored by: Molchanov, A.
Arin, KP., Hawkins, JC., Molchanov, A., Reich, OF., & Pickering, P. (2007). An appraisal of the sports and performance sector in North Shore City: Key issues and intervention strategies.
[Commissioned Report]Authored by: Molchanov, A.
Arin, KP., Hawkins, JC., Molchanov, A., Reich, OF., & Pickering, P. (2007). An appraisal of the health sector in North Shore City: Key issues and intervention strategies.
[Commissioned Report]Authored by: Molchanov, A.

Conference

Barrett, M., Karaitiana, T., Karaitiana, B., & Molchanov, . (2016, February). Integrative reporting in collective/kin-owned Maori organizations. Presented at Social Innovation and Entreneurship Conference. "Collaborating for Impact. Auckland, New Zealand.
[Conference Oral Presentation]Authored by: Barrett, M., Molchanov, A.
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Molchanov, A., Stork, P., & Ergun, L.Tail risk in technical trading rule retrurns. . Hamilton, New Zealand
[Conference Paper]Authored by: Molchanov, A.
Molchanov, A., & Stangl, J. (2013, February). Investor sentiment and industry returns. Presented at New Zealand Finance Colloquium. Dunedin, New Zealand.
[Conference Oral Presentation]Authored by: Molchanov, A., Stangl, J.
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Molchanov, A., & Stangl, J.(2018). Investor sentiment and industry returns. Paper presented at the meeting of International Journal of Finance and Economics
[Conference Paper]Authored by: Molchanov, A., Stangl, J.
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Molchanov, A., Durnev, A., & Garfinkel, J.(2012). Political partisanship and corporate performance. . Auckland, New Zealand
[Conference Paper]Authored by: Molchanov, A.
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Molchanov, A., Garfinkel, J., & Durnev, A.(2012). Political partisanship and corporate performance. . Sydney, Australia
[Conference Paper]Authored by: Molchanov, A.
Molchanov, A., Durnev, A., & Garfinkel, J.(2012). Partisanship and corporate performance. . Auckland
[Conference Paper]Authored by: Molchanov, A.
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Burchin, C., Durnev, A., & Molchanov, A.(2011). Political risk, trade, and capital allocation. . Porto, Portugal
[Conference Paper]Authored by: Molchanov, A.
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Durnev, A., & Molchanov, A.(2011). Political risk, trade, and capital allocation. . Christchurch, NZ
[Conference Paper]Authored by: Molchanov, A.
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Arin, KP., Molchanov, A., & Reich, OF.(2009). Politics, stock markets, and model uncertainty. . University of Toronto, Canada
[Conference Paper]Authored by: Molchanov, A.
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Durnev, A., Errunza, V., & Molchanov, A.(2009). Property rights protection corporate transparency and growth. . Charlottesville, VA, United States
[Conference Paper]Authored by: Molchanov, A.
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Arin, KP., Molchanov, A., & Reich, OF.(2008). Politics, stock markets and model uncertainty. . Sydney, NSW
[Conference Paper]Authored by: Molchanov, A.
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Boutchkov, M., Doshi, H., Durnev, A., & Molchanov, A.(2008). Politics and volatility. . Hitosubashi University, Tokyo, Japan
[Conference Paper]Authored by: Molchanov, A.
Maltritz, D., & Molchanov, A. (2008). Economic determinants of country credit risk: A Bayesian approach. Proceedings of the 12th New Zealand Finance Colloquium. (pp. unpaged - 37).
[Conference Paper in Published Proceedings]Authored by: Molchanov, A.
Molchanov, A.(2007). Dynamics of event-induced liquidity changes in the aftermarket. . Cesme, Izmir, Turkey
[Conference Paper]Authored by: Molchanov, A.
Arin, KP., Molchanov, A., & Reich, OF.(2007). Politics, stock markets and model uncertainty. . University of Waikato, Hamilton, NZ
[Conference Paper]Authored by: Molchanov, A.
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Molchanov, A.(2007). Dynamics of event-induced liquidity changes in the aftermarket. . Ho Chi Minh City, Vietnam
[Conference Paper]Authored by: Molchanov, A.
Molchanov, A. (2007). Dynamics of event-induced liquidity changes in the aftermarket. In MH. Liu, & A. Tourani Rad (Eds.) Proceedings of the 11th New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Molchanov, A.

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Other

Barrett, M., Molchanov, ., & Karaitiana, B. (2015, September). Enhancing integrative reporting (IR) through collective/kin owned assets. In New Zealand Sustainability Acccounting Research Massey University.
[Oral Presentation]Authored by: Barrett, M., Molchanov, A.
Barrett, M., Molchanov, ., & Karaitiana, B. (2015, July). Enhancing integrative reporting (IR) through collective kin-owned assets. In Bicultural Seminar Kakano Rua Massey University. Presented at Auckland, New Zealand.
[Oral Presentation]Authored by: Barrett, M., Molchanov, A.
Schumacher, CR., & Molchanov, A. (2014). Govt more interested in selling up than price efficiency. (pp. B5 - B5). The New Zealand Herald
[Other]Authored by: Molchanov, A., Schumacher, C.
Molchanov, A., Durnev, A., & Garfinkel, J. (2013, October). Political Partisanship and Corporate Performance. Presented at Victoria University, Wellington.
[Oral Presentation]Authored by: Molchanov, A.
Molchanov, A., & Maltritz, D. (2007). Economic determinants of country credit risk: A Bayesian approach. Presented at University of Technology Chemnitz, Germany.
[Oral Presentation]Authored by: Molchanov, A.

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Arin, KP., Molchanov, A., & Reich, OFM.Politics, stock markets, and model uncertainty.
[Oral Presentation]Authored by: Molchanov, A.
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Teaching and Supervision

Contact Supervisor

Summary of Doctoral Supervision

Position Current Completed
Main Supervisor 0 3
Co-supervisor 2 0

Current Doctoral Supervision

Co-supervisor of:

  • Peter Eze - Doctor of Philosophy
    Salience Theory, Social Interaction, and Limited Attention
  • Tony Zhang - Doctor of Philosophy
    Essays in Corporate Social Responsibility

Completed Doctoral Supervision

Main Supervisor of:

  • 2024 - Yantao Wen - Doctor of Philosophy
    Essays on Corporate Risk
  • 2023 - Foroogh Farzami - Doctor of Philosophy
    The dynamics of liquidity networks
  • 2022 - Pham Nguyen - Doctor of Philosophy
    Essays on Credit Ratings