Aris Kartsaklas

Qualifications

• PhD Economics (University of York)
• MSc Banking and Finance (Loughborough University)
• BSc Accounting and Finance (Middlesex University)

Personal Biography

Aris joined Brunel University as a Lecturer in January 2011. He was previously a Lecturer of Financial Economics at the School of Economics and Finance, Queen Mary University of London. At the end of 2008, Aris completed his PhD in Applied Market Microstructure from the University of York, UK.

Research Overview

Aris is working on modelling the joint distribution of asset returns and trading volume implied by various market microstructure theoretical frameworks. He is also working on the economic and financial forecasting in the presence of structural breaks and long memory.

Member, Brunel Macroeconomics Research Centre (BMRC)

 

Current Projects

A Bayesian VAR approach to forecasting US stock returns
Aris Kartsaklas (CI) with Andrea Carrierro.

Stochastic and Garch type volatility estimation using range based data
Aris Kartsaklas (PI)

Mutual fund flows and stock market volatility
Aris Kartsaklas (CI) with Hayan Omran and Menelaos Karanasos

 

Recently Completed Projects

Trader type effects on the volatility-volume relationship: evidence from the KOSPI200 Index futures market
Aris Kartsaklas (PI)

Long-run dependencies in stock volatility and trading volume
Aris Kartsaklas (CI) & Menelaos Karanasos

Derivatives trading and the volume-volatility link in the Indian stock market
Aris Kartsaklas (CI)  with Menelaos Karanasos & Sumon Bhaumik

 

Undergraduate Programmes

Module convenor

• Financial Accounting (Year 3)

Postgraduate Programmes

Module convenor

• Financial Analysis

Module contributor

• Introduction to Quantitative Methods

• EU / Overseas Undergraduate Admissions