Faculties and research

Name

Academic Year

Supervisor 1

Supervisor 2

Research

Contact details and website

Boran Li

2012/13

Sonia Falconieri

Anh Tran

Who’s more sensitive under different set of information----an event study on behavioral difference between institutional investors and individual investors in UK and China

 

Chiara De Amicis

2016/17

Sonia Falconieri

 

Are female executives more informative? An analysis of tone and market reaction

 

Chih-Yueh Huang

2012/13

Amir Alizadeh

Nikos Nomikos

Hedging in the Asymmetrical Freights Market

 

Elisa Pazaj

2015/16

Enrique Schroth

Mamdouh Medhat

Building on microfoundations to explain on the momentum anomaly in stock returns

 

Emmanuel Pezier

2016/17

Sonia Falconieri

 

IPO Allocations and Pilot Fish: Fair Reward or Cosy Cartel?

 

Federico Maglione

2015/16

Gianluca Fusai

Laura Ballota

Structural derivative pricing as n-fold compound options: connecting the equity and the credit markets

Website:https://federicomaglione.wixsite.com/home

Email: federico.maglione@cass.city.ac.uk

Jiatao Liu

2016/17

Maik Schmeling

 

Investor Sentiment Effect on Asset Pricing and Financial Market

 

Juraj Spilda

2010/11

Ales Cerny

Gianluca Fusai

Progression of numerical pricing methods for early expiry options and jump diffusion models

 

Liangrong Chunyu

2016/17

Anh Tran

Paolo Volpin

A Study of Outbound M&A and Post-acquisition Performance: Insights from Developed and Emerging Markets

 

Lulu Feng

2012/13

Richard Payne

Ian Marsh

Momentum profits, market volatility, volatility of volatility and skewness

 

Marianna Russo

2012/13

Lilian De Menezes

Giovanni Urga

Price discovering in the European gas market

 

Mengdi Zhang

2016/17

Paolo Volpin

Ian Marsh

Optimal Hedging Policy for Non-Financial Institutions in Imperfect Markets

 

Mikael Homanen

2015/16

Thorsten Beck

 

Ethical Banking & Finance, Development Finance, Illicit Financial Flows and Corporate Governance

Website: mikaelhomanen.com

Email: mikael.homanen@cass.city.ac.uk

Nan Zhao

2016/17

Ana-Maria Fuertes

 

Forecasting International Bond Return

 

Orkun Saka

2012/13

Elena Kalotychou

Ana-Maria Fuertes

Informational Role of Ratings in Asset-Backed Securities Market

 

Panagiotis Panagiotou

2014/15

Richard Payne

Ian Marsh

Essays on Statistical Arbitrage

 

Petros Katsouilis

2015/16

Barbara Casu Lukac

Elena Kalotychou

Systemic Risk and Central Clearing

Email: petros.katsoulis.1@cass.city.ac.uk

Raffaele Corvino

2012/13

Giovanni Fusai

Enrique Schroth

Portfolio diversification, cross heterogeneity and systemic risk

 

Robin Tietz

2016/17

Lucio Sarno

Maik Schmeling

Financial Market Financial Market Behaviour and Exchange RatesBehaviour and Exchange Rates

 

Siyang Tian

2014/15

Anh Tran

Paolo Volpin

Private equity reputation: what is its impact on private equity’s entry and exit?

 

Xiaochi Ge

2016/17

Pawel Bilinksi

Arthur Kraft

Managerial Incentive for short-termism with firm type uncertainty

Email: Xiaochi.Ge@cass.city.ac.uk

Zana Beqiri

2011/12

Barbara Casu-Lukac

Daniela Fabbri

Volume and pricing of syndicated loans in developing countries

 

Andre Silva

2013/14

Thorsten Beck

Pawel Bilinski

Essays in Bank Regulation and Supervision

Email: andre.silva.3@cass.city.ac.uk

Ioannis Moutzouris

2013/14

Costas Grammenos

Nikos Nomikos

Risk Management in the Commodity Markets: Modeling of commodity forward curves; How supply/demand factors affect the shape of the forward curve

 

Jacopo Piana

2013/14

Alessandra Beber

 

Investor Flows and the Conditional Dependence of Returns in the Commodity Futures Market

 

Riccardo Borghi

2013/14

Giovanni Urga

Richard Payne

Analyzing Equity Market Contagion Using a Dynamic Multi-Level Factor Model

 

Xingchen Zhu

2013/14

Paolo Volpin

Enrique Schroth

Optimal design of loan syndication, agency problems in private investment in public equity (PIPE), and strategic information disclosure in financial markets.

Email:
Xingchen.Zhu.1@cass.city.ac.uk