Andrew Caminschi

Assistant Professor, BSc MBA W.Aust., MSc Chic.

  • 10 Citations
  • 1 h-Index
20142016
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Personal profile

Biography

Andrew is an active finance researcher, with a strong focus on commodity and financial markets. His publications have received extensive press coverage, including Bloomberg, the Financial Times and Forbes, and given radio interviews ABC and 2GB. His work on financial benchmark manipulation has been sought by in US, EU and Australian regulators, and he advises on the largest precious metals anti-trust class actions. Andrew holds a Doctor of Philosophy (Finance) from the University of Western Australian, a Masters of Financial Mathematics from The University of Chicago, a Masters of Business Administration and a Bachelor of Computer and Mathematical Science from the University of Western Australia, and has completed post-graduate coursework at Stanford University.

Keywords

  • Commodity Pricing
  • Financial Markets
  • Market Manipulation
  • Price Fixing
  • Market Microstructure
  • Commodity pricing
  • Derivative pricing
  • Financial benchmarks
  • Corporate finance
  • Precious metals
  • Events studies
  • Market microstructure
  • Financial econometrics
  • Big data analytics

Fingerprint Dive into the research topics where Andrew Caminschi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Market reaction Business & Economics
Interaction Business & Economics
Gold price Business & Economics
Futures markets Business & Economics
Metals Business & Economics
Price fixing Business & Economics
Benchmarking Business & Economics
Auctions Business & Economics

Research Output 2014 2016

  • 10 Citations
  • 1 h-Index
  • 1 Conference presentation/ephemera
  • 1 Article
  • 1 Doctoral Thesis
21 Downloads (Pure)
File
Benchmarking
Futures markets
Interaction
Metals
Information asymmetry
10 Citations (Scopus)
224 Downloads (Pure)

Fixing a leaky fixing: short-term market reactions to the London PM gold price fixing

Caminschi, A. & Heaney, R., Nov 2014, In : Journal of Futures Markets. 34, 11, p. 1003-1039

Research output: Contribution to journalArticle

Open Access
File
Market reaction
Gold price
Price fixing
Economic returns
Price volatility