基本信息
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职业迁徙
个人简介
Research interests
Empirical banking: My research here investigates financial, accounting and corporate governance differences of alternative/ethical bank types (e.g., community, Islamic, green banks). A large part of this is focused on efficiency, productivity, liquidity creation, financial stability (credit, liquidity, market risk) modelling and forecasting, and audit practices.
Financial economics. I focus on financial contagion, event study analyses, price clustering/stock price manipulation and behavioural finance literature.
Financial econometrics. I investigate the forecasting performance of realised volatility models and ways of enhancement, as well as the impact of (co-)jumps on forecasting accuracy.
Empirical banking: My research here investigates financial, accounting and corporate governance differences of alternative/ethical bank types (e.g., community, Islamic, green banks). A large part of this is focused on efficiency, productivity, liquidity creation, financial stability (credit, liquidity, market risk) modelling and forecasting, and audit practices.
Financial economics. I focus on financial contagion, event study analyses, price clustering/stock price manipulation and behavioural finance literature.
Financial econometrics. I investigate the forecasting performance of realised volatility models and ways of enhancement, as well as the impact of (co-)jumps on forecasting accuracy.
研究兴趣
论文共 119 篇作者统计合作学者相似作者
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International Review of Financial Analysis (2023): 102598-102598
CORPORATE GOVERNANCE-THE INTERNATIONAL JOURNAL OF BUSINESS IN SOCIETYno. 4 (2023): 888-919
SSRN Electronic Journal (2023)
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Social Science Research Network (2022)
Capital Markets: Market Efficiency eJournal (2021)
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