Financial Markets

Financial markets are essential components of modern countries, reallocating and redistributing resources to maximise economic growth. Yet so many aspects of financial markets are not yet well understood and need greater attention to maximise the potential of exchanges and countries. Our research focuses is on issues, such as the effects of exchange competition; financial literacy and its role on market participation; and how regulation affects financial markets.

Current research in the financial markets field includes:

  • “Institutional Trading and Asset Pricing”. (2018) Journal of Banking and Finance 89, 59-77.
  • “Time-Varying Arbitrage and Dynamic Price Discovery”. (2018) Journal of Economic Dynamics and Control 91, 485-502.
  • “Commodity Markets, Long-Horizon Predictability and Intertemporal Pricing”. (2017) Review of Finance 21, 1159-1188