showSidebars ==
showTitleBreadcrumbs == 1
node.field_disable_title_breadcrumbs.value ==

Faculty Profile

John SEQUEIRA's photo

John SEQUEIRA

Full-time Faculty
Associate Professor of Finance (Practice); Academic Director, Asian Financial Leaders Programme (AFLP); Director, Global Master of Finance dual degree programme; (Washington University in St.Louis); Director, Master of Science in Applied Finance (Part Time); Course Coordinator, Real Estate
Lee Kong Chian School of Business LKCSB

Education

1999PhD (Economics), University of Western Australia
1996MSocSc (Economics), National University of Singapore
1988BSc (Applied Economics), University of Ulster (UK)

Current Position(s) Held

Jul 2016 - NowAssociate Professor of Finance (Practice)
Lee Kong Chian School of Business, Singapore Management University

Awards, Recognition and Honors

  • Best Instructor Award, Masters in Applied Finance (Part-Time Programme), 2022, 2024 and 2025
  • Dean's Teaching Honour List (Undergraduate) 2017 to 2025, Lee Kong Chian School of Business, Singapore Management University.
  • Dean's Teaching Honour List (Postgraduate) 2019 to 2025, Lee Kong Chian School of Business, Singapore Management University.

Research Interests

  • Monetary Policy and Stock Market Behaviour

Journal Articles (Refereed)

  1. "Monetary Policy Surprises, Stock Returns, and Financial and Liquidity Constraints, in an Exchange Rate Monetary Policy System”, Quarterly Review of Economics and Finance, 81, 226-236, 2021.
  2. "Do Voluntary Corporate Restrictions on Insider Trading eliminate Informed Insider Trading?", with Inmoo Lee, Michael Lemmon and Li Yan, Journal of Corporate Finance, 29, 158-178, 2014.
  3. "Earnings Surprises, Asymmetry of Returns and Market Level Changes: An Industry Study", with Ho Yew Kee, Journal of Accounting, Auditing and Finance, 22(1),29-55, 2007.
  4. "Stock Exchange Governance and Market Quality", with Chandrasekhar K. and Fu Fangjian, Journal of Banking and Finance, 27(9), 1859-1878, 2003.
  5. "Does World-Level Volatility matter for the Average Firm in a Global Equity Market?", with Dong Lan, Journal of Multinational Financial Management, 13(4-5),341-357, 2003.
Highlights
John M. Sequeira is a distinguished academic and practitioner in finance and financial econometrics, with extensive expertise in monetary policy, stock market behaviour, and econometric modelling, and a strong record of teaching, research, and industry engagement across Asia-Pacific.

Bridges rigorous econometric research with practical policy and industry applications; recognized for excellence in teaching and curriculum development; significant contributions to financial market analysis and policy advisory roles; active in academic leadership and professional service; recipient of multiple teaching and research awards.

Focused research areas include Econometric analysis of financial markets, including currency and oil futures; monetary policy impacts on stock returns; volatility modelling in developed and emerging markets; insider trading and market quality; macroprudential policy and financial stability.
Monetary policy and stock market behaviourfinancial econometricscurrency and oil futuresequity valuationinsider tradingvolatility modellingmacroeconomic and financial market analysisapplied econometrics.
This highlights are AI-generated content using the faculty's CV.

Education

1999PhD (Economics), University of Western Australia
1996MSocSc (Economics), National University of Singapore
1988BSc (Applied Economics), University of Ulster (UK)

Current Position(s) Held

Jul 2016 - NowAssociate Professor of Finance (Practice)
Lee Kong Chian School of Business, Singapore Management University

Awards, Recognition and Honors

  • Best Instructor Award, Masters in Applied Finance (Part-Time Programme), 2022, 2024 and 2025
  • Dean's Teaching Honour List (Undergraduate) 2017 to 2025, Lee Kong Chian School of Business, Singapore Management University.
  • Dean's Teaching Honour List (Postgraduate) 2019 to 2025, Lee Kong Chian School of Business, Singapore Management University.

Research Interests

  • Monetary Policy and Stock Market Behaviour

Journal Articles (Refereed)

  1. "Monetary Policy Surprises, Stock Returns, and Financial and Liquidity Constraints, in an Exchange Rate Monetary Policy System”, Quarterly Review of Economics and Finance, 81, 226-236, 2021.
  2. "Do Voluntary Corporate Restrictions on Insider Trading eliminate Informed Insider Trading?", with Inmoo Lee, Michael Lemmon and Li Yan, Journal of Corporate Finance, 29, 158-178, 2014.
  3. "Earnings Surprises, Asymmetry of Returns and Market Level Changes: An Industry Study", with Ho Yew Kee, Journal of Accounting, Auditing and Finance, 22(1),29-55, 2007.
  4. "Stock Exchange Governance and Market Quality", with Chandrasekhar K. and Fu Fangjian, Journal of Banking and Finance, 27(9), 1859-1878, 2003.
  5. "Does World-Level Volatility matter for the Average Firm in a Global Equity Market?", with Dong Lan, Journal of Multinational Financial Management, 13(4-5),341-357, 2003.