Dr Thomas Ruf

Senior Lecturer

PhD Finance, University of British Columbia
MSc Mathematical Finance, University of Southern California
Diplom Business Mathematics, Universität Ulm

Business School

School of Banking and Finance

Thomas is a Senior Lecturer at the School of Banking and Finance. He holds a PhD from UBC and a MSc from the University of Southern California. He has been a visiting academic at the Financial Conduct Authority, the University of Technology Sydney, Simon Fraser University and most recently, Indiana University from 2018-2020.

Phone

+61 2 9065 1992

E-mail

t.ruf@unsw.edu.au

Location

UNSW Business School - Ref E12 Level 3, Office 340

Journal articles | 2024

Aquilina M; Foley S; O'Neill P; Ruf T, 2024, 'Sharks in the dark: Quantifying HFT dark pool latency arbitrage', Journal of Economic Dynamics and Control, 158, http://dx.doi.org/10.1016/j.jedc.2023.104786
Working Papers | 2018

Ruf T; Chuprinin O, 2018, Inferring Mutual Fund Quality at Inception, http://dx.doi.orghttps://papers.ssrn.com/Sol3/papers.cfm?abstract_id=2831285

Working Papers | 2017

Ruf T; Chuprinin O, 2017, Let The Bear Beware: What Drives Stock Recalls, http://dx.doi.org, https://ssrn.com/abstract=2831261

Working Papers | 2016

Ruf T; Goldstein MA; Foley S; Chen H, 2016, The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets, http://dx.doi.org10.2139/ssrn.2860359, https://ssrn.com/abstract=2860359

Working Papers | 2015

Ruf T, 2015, Liquidation Risk and the Skewness Risk Premium in Options Markets, http://dx.doi.orghttp://ssrn.com/abstract=2023942

Working Papers | 2012

Ruf T; Levi MD, 2012, Arbitrage in Unfamiliar Places: The International Residential Real Estate Market, http://dx.doi.org10.2139/ssrn.2022572, https://ssrn.com/abstract=2022572

Working Papers | 2011

Ruf T, 2011, The Dynamics of Overpricing in Structured Products, http://dx.doi.org10.2139/ssrn.1787216, https://ssrn.com/abstract=1787216
Reports | 2016

Ruf T; Aquilina M; Foley S; O'Neill P, 2016, Asymmetries in Dark Pool Reference Prices, Financial Conduct Authority, London, https://ssrn.com/abstract=2848120

Conference Presentations | 2016

Ruf T; Chuprinin , 2016, 'Let the bear beware: The inopportune timing of stock recalls', presented at European Finance Association Meeting, Oslo, Norway, 17 August 2016 - 20 August 2016

Conference Presentations | 2016

Ruf T; Goldstein MA; Foley S; Chen H, 2016, 'The Value of a Millisecond: Harnessing Information in Fast, Fragmented Markets', presented at NBER Microstructure Meeting, Boston, 01 December 2016 - 02 December 2016

Preprints |

Chuprinin O; Ruf T, Chasing Ghosts: What Determines Flows Into Funds Without Performance Histories, http://dx.doi.org/10.2139/ssrn.2831285

Preprints |

Chuprinin O; Ruf T, Rent Seeking and Mutual Fund Inceptions, http://dx.doi.org/10.2139/ssrn.3189986

ASB Special Research Grant (SRG), 2013
Canadian Securities Institute Research Foundation Ph.D. Scholarship, 2011-2012

Best Paper Award Behavioural Finance and Capital Markets Conference, 2017
FMA Semi-Finalist for Best Paper Award, 2016
CAFM Best Paper Award, 2015
MFA Best Paper Award 2011

2014-2018: Academic PhD supervisor in the industry partnership with the CMCRC, Singapore Stock Exchange, Ontario Security Commission and the Financial Conduct Authority

My Teaching

FINS1613 – Business Finance
FINS1612 – Capital Markets and Institutions

Previously:

MFIN6205 – Financial Risk Management for Financial Institutions
FINS5535 – Derivatives and Risk Management Techniques

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Dr Thomas Ruf