Research output per year
Research output per year
Research activity per year
I am a world leading researcher in the field of stock market liquidity. I am particularly interested in developing new measures of liquidity, how liquidity reacts to news, carbon markets and the liquidity of zero leverage firms. More recently, my research has also included liquidity of SMEs and cryptocurrencies. My future research plans are in the areas of liquidity and the coronavirus and on the association between liquidity and asset pricing.
I joined Brighton Business School in 2014 as a Professor of Finance. I have held senior academic positions at various universities including the University of Hull, Brunel University and the University of East Anglia. A world leading authority in finance, I have published extensively in leading finance journals, have generated a vast mount of research income and supervised numerous PhD students to completion.
I am very interested in supervising students in the fields of liquidity, financial modelling, SMEs and cryptocurrencies. In particular, I am keen on developing new measures of financial stability that can be applied to the impacts of Brexit and the Coronavirus on financial markets. Panel econometrics and computational finance including bootstraping and monte carlo simulations are also of interest.
I have extensive knowledge of teaching finance at undergraduate and postgraduate level. I have delivered courses in financial management, derivatives, market microstructure, financial econometrics and financial institutions. I have also taught professional courses to executives working in the financial sector. I believe in research led teaching, where I use my research papers to demonstrate expert knowledge of financial markets, and apply this information to real world empirical examples.
PhD Finance , Brunel University London
Award Date: 2 Jun 2003
Visiting Professor, Peking University
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
Lawrence Haar (Reviewer) & Andros Gregoriou (Reviewer)
Activity: Publication peer-review and editorial work › Publication Peer-review
Lawrence Haar (Reviewer), Andros Gregoriou (Reviewer) & Ali Elharidy (Reviewer)
Activity: Publication peer-review and editorial work › Publication Peer-review