Alex Dickerson

Alex Dickerson is affiliated with the School of Banking & Finance at the University of New South Wales (UNSW) in Sydney, Australia. He earned his PhD in Finance & Econometrics in 2023 from Warwick Business School and has previously earned two masters degrees in finance and risk management with distinction from the University of Warwick and the University of Cape Town respectively. His research focus is empirical asset pricing, with particular interest in corporate bonds. He has published in leading academic journals such as the Journal of Financial Economics and the Journal of Banking and Finance.

Referee Service: Journal of Finance, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Management Science, Journal of Empirical Finance, Journal of Banking and Finance.

Open Source Bond Asset Pricing: Open source data, code and replications. Much more coming soon! 

Industry Experience: Economic consultant for Aaro Capital. Prior experience in building systematic equity factors for Salient Quants.

News:

July 2024. Priced Risk in Corporate Bonds, wins the Fama-DFA 2024 best paper award (first prize) for papers published in the Journal of Financial Economics.

June 2024. The Low Frequency Trading Arms Race: Machines Versus Delays, wins best paper award at the 2024 Wellington Finance Summit.