Blake Phillips
Associate Professor
Accounting and Finance
University of Waterloo
Canada
Biography
Prof/Dr Blake Phillips completed Doctor of Philosophy, University of Alberta, Finance. Currently working as a Assistant Professor in University of Waterloo of School of Accounting and Finance. He is awarded as Outstanding Paper in Investments, Southern Finance Association Meetings 2014, Harry M. Moskowitz Special Distinction Award, Runner-up best paper in Journal of Investment Management 2013, etc, He is serving as Associate Editor for the journal of f Banking and Finance, 2014- Present and Ad-Hoc Referee: Financial Management, Journal of Business Ethics; Journal of Banking and Finance; Financial Analysts Journal; Financial Review; Financial Markets and Portfolio Management; Emerging Markets, Finance and Trade; Social Sciences and Humanities Research Council of Canada
Research Interest
Order Characteristics, uncertainty and price formation in the foreign exchange market, The turn of the year anomaly, Diseconomies of scale in the mutual fund industry revisited.
Publications
-
Phillips B, Pukthuanthong K, Rau PR. Past performance may be an illusion: Performance, flows, and fees in mutual funds.
-
Phillips B, Pukthuanthong K, Rau PR. Detecting superior mutual fund managers: Evidence from copycats. The Review of Asset Pricing Studies. 2014 Oct 28;4(2):286-321.
-
Ismailescu I, Phillips B. Credit default swaps and the market for sovereign debt. Journal of Banking & Finance. 2015 Mar 31;52:43-61.
-
Namvar E, Phillips B, Pukthuanthong K, Rau PR. Do hedge funds dynamically manage systematic risk?. Journal of Banking & Finance. 2016 Mar 31;64:1-5.
