Clearing 2021
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

Our research interests

Our research interests span a range of topics including:  

  • asset pricing 
  • banks’ 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.

Our engagement

Most recent publications

Selected publications

Current 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 Essex Business School.

Our members

Finance

Christos Argyropoulos
Lecturer, EBS - Finance
Research interests: Financial Econometrics; Financial Forecasting; Alternative Investments
Sam Astill
Senior Lecturer, EBS - Finance
Research interests: Time Series Econometrics; Financial Econometrics.; Theoretical Econometrics
Konstantinos Baltas
Lecturer, EBS - Finance
Research interests: Financial Economics; Applied Econometrics; Financial Intermediation; Empirical Finance; Banking; Financial Stability
Chiara Banti
Lecturer, EBS - Finance
Research interests: International finance; Market microstructure
Theodora Bermpei
Senior Lecturer, EBS - Finance
Research interests: Financial regulation and bank risk/performance; Bank lending channels and monetary policy; Loan contract terms; bank corporate governance; Corruption and firm/bank outcomes
Udichibarna Bose
Senior Lecturer, EBS - Finance
Research interests: Corporate Finance; Financial Economics; Emerging Markets Finance; Financial inclusion
Xiangshang Cai
Lecturer, EBS - Finance
Research interests: Corporate Finance; Mergers and Acquisitions; Innovation and Patents; Corporate Social Responsibility
Jerry Coakley
Professor, EBS - Finance
Research interests: Entrepreneurial finance in the UK; Corporate finance; Behavioural finance; International finance
Stefano Filomeni
Lecturer, EBS - Finance
Research interests: Information Transmission in Banking; Relationship Banking; Bank Lending; Islamic Banking; Securitization
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
Claudia Girardone
Professor, EBS - Finance
Research interests: Banks' financial and social performance; Integration in banking and financial markets; SMEs finance and financial inclusion; Competition issues in banking; Bank corporate governance
Mark Hallam
Lecturer, EBS - Finance
Research interests: Financial and time series econometrics; systemic risk and market spillovers; macro-financial linkages; forecasting of return and volatility processes
Norvald Instefjord
Reader (R), EBS - Finance
Research interests: Corporate finance; banking and regulation; financial markets and market microstructure
Sotirios Kokas
Reader, 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
Alexandros Kontonikas
Professor, EBS - Finance
Research interests: Asset pricing; Monetary policy; Sovereign risk
Yiwei Li
Lecturer, EBS - Finance
Ming-Tsung Lin
Lecturer, EBS - Finance
Research interests: Default risk; Asset pricing; Credit derivatives
Jose Linares Zegarra
Senior Lecturer, EBS - Finance
Research interests: Payments Economics; Consumer and household finance; Banking; SMEs finance; Microfinance and financial inclusion; Fintech
Vivek Nawosah
Lecturer, EBS - Finance
Research interests: Asset Pricing; Behavioural Finance; Macro-Finance
Ekaterini Panopoulou
Professor, EBS - Finance
Research interests: Financial Econometrics; Financial Forecasting; International Finance; Alternative Investments
Simon Price
Professor, EBS - Finance
Research interests: forecasting methods; forecasting in the presence of structural change; density forecasts; long-horizon predictability; drivers of commodity prices; empirical macroeconomics; applications to dynamic 'macro' panel datasets;
Emmanouil Pyrgiotakis
Lecturer, EBS - Finance
Research interests: Corporate Finance; Mergers and Acquisitions; Initial Public Offerings; Textual Analysis
Anna Sarkisyan
Senior Lecturer, EBS - Finance
Research interests: Securitisation; Empirical Banking; Corporate Governance; Financial Inclusion
Liya Shen
Lecturer, EBS - Finance
Research interests: Option pricing; Application of wavelet method; Derivative securities
Lazaros Symeonidis
Senior Lecturer, EBS - Finance
Research interests: Financial Econometrics; Forecasting; Empirical Asset Pricing; Commodities
Robert Taylor
Professor, EBS - Finance
Research interests: Time series econometrics; financial econometrics; non-stationary time series analysis
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
Athanasios Triantafyllou
Lecturer, EBS - Finance
Research interests: Commodity markets; Macro-finance; Risk Management; Agricultural economics; Oil markets and the macroeconomy; Volatility modeling and forecasting; Economic Uncertainty; Forecasting inflation; Monetary policy and financial markets; Financial derivatives; Option-implied risk neutral moments
Thanos Verousis
Reader, EBS - Finance
Research interests: Equity options; Market microstructure; Empirical behavioral finance; Exchange market structures
Luiz Vitiello
Lecturer, EBS - Finance
Research interests: Options and derivatives pricing; Asset pricing; Application of generalised/high moment distributions to option/asset pricing
Nikolaos Vlastakis
Lecturer, EBS - Finance
Research interests: Financial Econometrics; Volatility Modelling; Information Markets
Senyu Wang
Lecturer, EBS - Finance
Research interests: Capital Structure; Bank Risk Management
Cheng Yan
Senior Lecturer, EBS - Finance
Research interests: Empirical Asset Pricing, International Finance, Mutual Funds
Yuqian Zhao
Lecturer, EBS - Finance
Research interests: Financial Econometrics; Quantitative Finance; Intra-day Curve Data Analysis; Structural Break
Contact us
Contact us
Departmental Director of Research Professor Claudia Girardone
University of Essex
Essex Business School University of Essex
Wivenhoe Park, Colchester, Essex, CO4 3SQ
Telephone: 01206 87 3911