Fellow in Finance, Bayes Business School (formerly Cass), City, University of London, UK
PhD in Finance,
Bayes Business School (formerly Cass),
City, University of London, UK
Fellow (FHEA), Higher Education Academy
MSc in Accounting and Finance,
London School of Economics and Political Science (LSE), UK
Fellow (FHEA), Higher Education Academy
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FINANCE. Academic specialising in applied research on market microstructure, trading strategies, financial modelling and forecasting, market surveillance, and machine learning in finance.
Experience working in and consulting for banks, hedge funds, exchanges, and industry.
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ART. Making abstract art for many years as an inspiration for research in finance. "Art helps me find innovative solutions and balance in my research. My art and science live together and support each other."
Publications
Nonstandard Errors, 2024, with Albert J. Menkveld, Anna Dreber, Felix Holzmeister, et al., Journal of Finance
Price discovery between Bitcoin spot markets and exchange traded product, 2023, with Roland Gemayel and James Bowden, Economics Letters
Welfare effects of Spoofing Manipulation Strategy in Financial Double Auction, 2019, special volume “Contributions on Game Theory and Management”, vol. XII.
Conferences
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Economics of Financial Technology Conference, 19-21 June, 2024, Edinburgh, UK. "Crypto ETPs vs Direct Investments"
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Finance and Business Analytics Conference, 12-14 June, 2024, Athens, Greece. "Valuation of leasehold extensions in England using a machine learning approach"
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International Conference on Finance and Economics (ICFAE-24), 11-12 April, 2024, Dubai, UAE. "Informed Trading in Futures Market"
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Wold Finance Conference, 2-4 August, 2023, Arger, Norway. "Modeling and Forecasting spoofing manipulation"
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International Symposium of Forecasting, 25-28 June, 2023, Charlottesville, Virginia, USA. "Modeling and Forecasting spoofing manipulation"
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Economics of Financial Technology Conference, 21–23 June, 2023, Edinburgh, UK. "Price Discovery between Bitcoin Spot Markets and Exchange Traded Products"
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Finance and Business Analytics Conference, 7-9 June, 2023, Lefkada, Greece. "Modeling and Forecasting spoofing manipulation"
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16th Annual Conference Behavioural Finance Working Group, 12–13 June 2023, London, UK. "Hitting the Right Notes? Earnings Call Vocal Cues and Investment Decision Making"
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Academy of Finance’s 36th Annual Meeting, 22-24 March, 2023, Chicago, USA. "Price discovery between Bitcoin spot markets and exchange traded products"
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Market Microstructure Summer School, 2021, Stockholm Business School, Sweden
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World Finance & Banking Symposium, 2020, Riga Latvia, December, 5th-6th. "Spoofing Manipulation and Intraday Market Quality"
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13th International Conference on Game Theory and Management, 3-5 July, 2019, Saint-Petersburg, Russia, “Welfare effects of spoofing manipulation strategy in financial double auction”
Working Papers
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Modelling and forecasting spoofing manipulation, 2023, with Richard Payne and Malvina Marchese
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Hitting the Right Notes? Earnings Call Vocal Cues and Investment Decision Making, 2023, with James Bowden and Roland Gemayel
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Market efficiency and market depth, 2022, with Simon Hayley and Richard Payne
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Non-Standard Errors I, 2021, with Albert J. Menkveld, Anna Dreber, Felix Holzmeister, et al., Journal of Finance (forthcoming)
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Momentum ignition manipulation on financial markets, 2021
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Spoofing manipulation and intraday market quality, 2020
