Author Archives: jwc

KBS visiting PhD student awarded!

Mauro Mastella, PhD student from Brazil visiting Kent Business School, was awarded “Best Panel Presentation” at the III Oxbridge Conference on Brazilian Studies, at the University of Oxford. On the 10th May, Mauro presented some preliminary results of his research “Implied volatility modelling … Continue reading

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Working paper presented at the 7th Financial Risks International Forum in Paris

Dr Nikolaos Voukelatos from Ken Business School had a working paper presented at the 7th Financial Risks International Forum at Paris in March 2014. The paper examines the effects of tick size changes on the liquidity of options markets.

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31st French Finance Association Conference (AFFI)

Dr Ekaterini Panopoulou (KBS) presented her paper “Hedge Fund Return Predictability; To Combine Forecasts or Combine Information” joint with S. Vrontos at the 31st French Finance Association Conference, held at Puyricard, Aix-en-Provence at the IAE Aix Graduate School of Management, Aix-Marseille … Continue reading

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Working paper presented at the 31st Spring International Conference of the French Finance Association in Aix-en-Provence

Dr Nikolaos Voukelatos (KBS) had a working paper presented at the 31st Spring International Conference of the French Finance Association at Aix-en-Provence in May 2014. The paper examines the effects of tick size changes on the liquidity of options markets.

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10th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics

Dr Ekaterini Panopoulou from Kent Business School (KBS) presented her paper “Speculative behaviour and oil price predictability” joint with T. Pantelidis at the 10th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics held at the Brunel University (May 28-30, 2014). The conference was sponsored … Continue reading

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Dr Antonis Alexandridis has paper accepted in ITISE 2014

A research paper by Dr Antonis Alexandridis has been accepted in the International work-conference on Time Series 2014. Messis, P., Alexandridis, A., Zapranis, A., “Testing and Comparing Conditional CAPM with A New Approach in The Cross-Sectional Framework”.  The paper will be … Continue reading

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Dr Antonis Alexandridis publishes new book

Dr Antonis Alexandridis has published his second book, co-authored with Achilleas D. Zapranis.  Wavelet Neural Networks: With Applications in Financial Engineering, Chaos, and Classification. Wiley. From the Publishers description: Through extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to … Continue reading

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Professor Radu Tunaru invited to give seminar at the Swiss Institute for Banking and Finance

On 29th April 2014 Professor Radu Tunaru was invited to give a seminar at the Swiss Institute for Banking and Finance s/bf-HSG, University of St.Gallen. The title of the presentation was Dividend Derivatives. In addition, Prof. Tunaru has had some … Continue reading

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Professor Radu Tunaru has paper published in the Journal of Dynamics and Control

Professor Radu Tunaru has published, jointly with Frank Fabozzi and Arturo Leccadito  the paper Extracting Market Information from Equity Options with Exponential Levy Processes, in the Journal of Economic Dynamics and Control, 2014, vol. 38, pp. 125-141. The article has been … Continue reading

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KBS paper makes SSRN TOP 10 DOWNLOADS list within days

A recent research paper authored by Ekaterini Panopoulou of Kent Business School (joint with S. Plastira)  entitled ‘COMBINATION FORECASTS OF BOND AND STOCK RETURNS: AN ASSET ALLOCATION PERSPECTIVE’  has ranked among the TOP 10 most downloaded papers in its category within … Continue reading

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