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Research Group

Finance

Five hands placed next to each other on a wooden table

At the forefront of the next age of Finance

We are a motivated, collegial and dynamic group of academics with different backgrounds and nationalities bound by the same passion for knowledge and learning about the financial world.

We have an international research expertise that focuses towards the areas of banking, behavioural and corporate finance, and financial econometrics. It is based upon novel and rigorous research and teaching programmes that prepare and train the next generation of banking and finance minds.

Our vision is to be at the forefront of the next age of finance and to focus on research that can harness the potential of technological innovation and digital disruption to transform financial services and support sustainable growth.

Our work

Research interests

Our research interests span a range of topics including:  

  • asset pricing 
  • banks鈥� performance, risks and regulation 
  • commodity markets
  • corporate governance
  • empirical behavioural finance
  • financial econometrics
  • fintech 
  • macro-finance modelling and forecasting
  • SMEs finance and financial inclusion
  • sustainable finance and banking

We take pride in our outstanding research in quantitative finance and econometrics that addresses fundamental problems in macroeconomics and financial markets. Our researchers engage with the financial industry, policy-makers and regulators including the Bank of England, Bank for International Settlements, the European Central Bank and Federal Reserve.

Selected publications

  • RFS paper from Giorgio Valente (2012), e, the paper is affiliated with 糖心Vlog
  • Delis, Manthos D and Kokas, Sotirios and Ongena, Steven (2017)  Review of Finance
  • Fiordelisi, Franco and Ricci, Ornella and Stentella Lopes, Francesco Saverio (2017)  Journal of Financial and Quantitative Analysis
  • Kellard, N and Millo, Y and Simon, J and Engel, O (2017)  British Journal of Management
  • Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019)  Journal of Business and Economic Statistics
  • Instefjord, Norvald and Frantz, Pascal (2019)  Journal of Financial Intermediation
  • Bermpei, Theodora and Kalyvas, Antonios Nikolaos and Leonida, Leone (2020)  Journal of Business Ethics
  • Harris, David and Kew, Hsein and Taylor, AM Robert (2020) Journal of Econometrics
  • Arnaboldi, Francesca and Casu, Barbara and Gallo, Angela and Kalotychou, Elena and Sarkisyan, Anna (2021)  Journal of Corporate Finance
  • Bose, Udichibarna and Filomeni, Stefano and Mallick, Sushanta (2021)  Journal of Corporate Finance
  • Girardone, Claudia and Kokas, Sotirios and Wood, Geoffrey (2021)  Journal of Corporate Finance
  • Kellard, Neil M and Kontonikas, Alexandros and Lamla, Michael and Maiani, Stefano (2021)  British Journal of Management
  • Annals of Statistics from Ilias Chronopoulos, (2022) 
  • RoF paper from Ming Tsung Lin (2022), 

Selected grants

Research grants awarded to members include: 

Our research centres

Our research centres focus on specific areas of interest, whilst facilitating interdisciplinary collaboration both within and beyond 糖心Vlog Business School.

糖心Vlog Finance Centre
The 糖心Vlog Finance Centre (EFiC) fosters internationally renowned and high-quality academic research in banking, finance and financial econometrics.
糖心Vlog Centre for Macro and Financial Econometrics
The 糖心Vlog Centre for Macro and Financial Econometrics brings together academic and industry expertise from inside and outside the 糖心Vlog to research and help solve important issues in financial markets.
Research degrees from 糖心Vlog Business School
Find out about the range of research degrees available from 糖心Vlog Business School, find research supervision and learn how to apply.

Our members

Finance

Dr Christos Argyropoulos
Lecturer, EBS - Finance
Research interests: Financial Econometrics; Financial Forecasting; Alternative Investments
Dr Sam Astill
Senior Lecturer, EBS - Finance
Research interests: Time Series Econometrics; Financial Econometrics.; Theoretical Econometrics
Dr Konstantinos Baltas
Senior Lecturer, EBS - Finance
Research interests: Financial Economics; Applied Econometrics; Financial Intermediation; Empirical Finance; Banking; Financial Stability
Dr Chiara Banti
Senior Lecturer, EBS - Finance
Research interests: International finance; Market microstructure; Housing; Global liquidity; Emerging markets
Dr Udichibarna Bose
Senior Lecturer, EBS - Finance
Research interests: Corporate Finance; Financial Economics; Emerging Markets Finance; Financial inclusion
Dr Ilias Chronopoulos
Lecturer, EBS - Finance
Research interests: Econometrics; High-dimensional Econometrics
Liangrong Chunyu
Lecturer, EBS - Finance
Professor Jerry Coakley
Professor, EBS - Finance
Research interests: Fintech; Behavioural finance; Corporate finance
Dr Stefano Filomeni
Lecturer, EBS - Finance
Research interests: Information Transmission in Banking; Relationship Banking; Bank Lending; Islamic Banking; Securitization
Professor Franco Fiordelisi
Professor, EBS - Finance
Research interests: Financial Risk Management; Banking Regulation and Supervision; Structure and performance in banking; Bank Corporate Governance; Bank risk culture
Dr Norvald Instefjord
Reader (R), EBS - Finance
Dr Mehmet Furkan Karaca
Lecturer, EBS - Finance
Professor Neil Kellard
Acting Deputy Vice-Chancellor and Professor (R), EBS - Finance
Research interests: Finance (Financial inclusion, Derivative market efficiency, commodity portfolios, bubbles, hedge funds, hedge ratios, return predictability, asset price volatility); International Finance (Forward premium puzzle, purchasing power parity); Development (Inclusive growth, Prebisch-Singer hypothesis, modelling and forecasting commodity prices, linkages between commodities ,growth and poverty, the food crisis, political regime and health); Applied econometrics (Spurious regressions, panel, forecasting, long memory, fractional cointegration and structural breaks, GARCH modelling); Environment and Sustainability (cap and trade, carbon allowances, corporate governance)
Professor Sotirios Kokas
Professor, EBS - Finance
Research interests: Financial Networks; Syndicated Loan Market; Financial Regulation, Supervision and Architecture; Bank Competition and Financial Stability; Foreign Bank Ownership; Monetary Policy and Banks
Professor Alexandros Kontonikas
Professor, EBS - Finance
Research interests: Monetary policy; Sovereign risk
Yiwei Li
Lecturer, EBS - Finance
Junyi Liao
Lecturer, EBS - Finance
Dr Jose Linares Zegarra
Senior Lecturer, EBS - Finance
Research interests: Payments Economics; Consumer and household finance; Banking; SMEs finance; Microfinance and financial inclusion; Entrepreneurial finance and Fintech
Dr Vivek Nawosah
Lecturer, EBS - Finance
Research interests: Asset Pricing; Behavioural Finance; Macro-Finance
Dr Efthimios Nikolakopoulos
Lecturer, EBS - Finance
Research interests: Financial Econometrics; Financial Forecasting; Empirical Finance
Professor Ekaterini Panopoulou
Professor, EBS - Finance
Research interests: Financial Econometrics; Financial Forecasting; International Finance; Alternative Investments
Dr Emmanouil Pyrgiotakis
Lecturer, EBS - Finance
Research interests: Corporate Finance; Mergers and Acquisitions; Initial Public Offerings; Textual Analysis
Dr Nick Rowe
Lecturer, EBS - Finance
Dr Anna Sarkisyan
Senior Lecturer, EBS - Finance
Research interests: Empirical Banking; Securitisation; Corporate Governance
Onur Sefiloglu
Lecturer, EBS - Finance
Dr Liya Shen
Lecturer, EBS - Finance
Research interests: Option pricing; Application of wavelet method; Derivative securities
Dr Lazaros Symeonidis
Senior Lecturer, EBS - Finance
Research interests: Financial Econometrics; Forecasting; Empirical Asset Pricing; Commodities
Professor Robert Taylor
Professor, EBS - Finance
Research interests: Time series econometrics; financial econometrics; non-stationary time series analysis
Dr Hardy Thomas
Lecturer, EBS - Finance
Research interests: Corporate control, governance systems & political economy of risk; Valuation of assets; Real option portfolios and investment appraisal; Investment cash flow sensitivities and frictions in credit channels; Market microstructure and high frequency trading behaviours
Dr Luiz Vitiello
Lecturer, EBS - Finance
Research interests: Options and derivatives pricing; Asset pricing; Application of generalised/high moment distributions to option/asset pricing
Dr Cheng Yan
Senior Lecturer, EBS - Finance
Research interests: Financial Economics, Sustainable Finance, Asset Pricing, Corporate FInance
Our related courses
PhD Finance
PhD Accounting and Finance
Contact us
Departmental Director of Research Professor Claudia Girardone
糖心Vlog
糖心Vlog Business School 糖心Vlog
Wivenhoe Park, Colchester, 糖心Vlog, CO4 3SQ
Telephone: 01206 87 3911
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