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Prof Sasha Molchanov staff profile picture

Contact details +6492136152

Prof Sasha Molchanov PhD, MA

Professor

Doctoral Mentor Supervisor
School of Economics and Finance

Associate Head of School of Economics and Finance (Auckland)

School of Economics and Finance

Professional

Contact details

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

Qualifications

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

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

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.
Molchanov, A., & Stangl, J. (2018). Investor Sentiment and Industry Returns. International Journal of Finance & Economics.
[Journal article]Authored by: Molchanov, A., Stangl, J.
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.
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.
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.
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.
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.
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.
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.
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.
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.

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.
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.
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.
Molchanov, A., Durnev, A., & Garfinkel, J.(2012). Political partisanship and corporate performance. . Auckland, New Zealand
[Conference Paper]Authored by: Molchanov, A.
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.
Burchin, C., Durnev, A., & Molchanov, A.(2011). Political risk, trade, and capital allocation. . Porto, Portugal
[Conference Paper]Authored by: Molchanov, A.
Durnev, A., & Molchanov, A.(2011). Political risk, trade, and capital allocation. . Christchurch, NZ
[Conference Paper]Authored by: Molchanov, A.
Arin, KP., Molchanov, A., & Reich, OF.(2009). Politics, stock markets, and model uncertainty. . University of Toronto, Canada
[Conference Paper]Authored by: Molchanov, A.
Durnev, A., Errunza, V., & Molchanov, A.(2009). Property rights protection corporate transparency and growth. . Charlottesville, VA, United States
[Conference Paper]Authored by: Molchanov, A.
Arin, KP., Molchanov, A., & Reich, OF.(2008). Politics, stock markets and model uncertainty. . Sydney, NSW
[Conference Paper]Authored by: Molchanov, A.
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.
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.

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

Teaching and Supervision

Courses Coordinated

Summary of Doctoral Supervision

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

Current Doctoral Supervision

Main Supervisor of:

  • Yantao Wen - Doctor of Philosophy
    Ownership Structure, Foreign Direct Investment, and Investment Efficiency: Evidence from China
  • Pham Minh Quan Nguyen - Doctor of Philosophy
    Essays on Credit Ratings
  • Yasmine Farzami - Doctor of Philosophy
    The dynamics of the liquidity network

Co-supervisor of:

  • Tony Zhang - Doctor of Philosophy
    Essays in Corporate Social Responsibility
  • Michael Blank - Doctor of Philosophy
    Impact Investing: Is Investing for Sustainable Development a Sustainable Investment Strategy.