PhD conferral Dhr. Hang Sun, MSc.

“Revealing financial interactions”

Key words: asset markets, price bubbles, commodity, stock prices

This research focuses on understanding the mechanism of financial phenomena in asset markets, such as recent price bubbles in global commodity markets, and the contagion of financial crisis in the Eurozone. Hang Sun develops novel methodologies to analyze how the interactions among investors and different markets affect commodity and stock prices. With these analyses, he finds the recent price volatilities in commodity markets can be partly attributed to the co-existence of different investor groups that employ sub-rational trading strategies. He also reveals how the network of mutual influences among different European stock markets changes during the Eurozone crises.