Kyriacos Kyriacou
Lecturer in Finance
Economics and Finance
Brunel University
Uxbridge, UB8 3PH
United Kingdom
Biography
Qualifications
- BSc (Hons) Economics
- MSc Finance
- PhD Derivatives and Spot Markets
Personal Biography
I have been working at Brunel since 1995 and have taught on various under-graduate and post-graduate Finance modules. During this time I completed my PhD on a part-time basis in 2002.
Research
Research Overview
My research concerns the interaction between derivative and underlying markets. As well as modelling the relationship between volume and volatility in derivative markets I have also examined the impact of short-selling restrictions on underlying and option markets. My current interests lie in the area of insider trading with particular focus on the information content of managerial stock option transactions.
Member, The Centre of Empirical Finance
PhD Supervision
Basel Nassar: Insider Trading and Financial Analysis
Clarisse Wuttidma: Insider Trading and Stock Market Volatility
Teaching
Undergraduate Programmes
Module convenor
- Financial Markets
- Corporate Finance
Administration
- Admissions Tutor (EU coordinator)
External Activity
- Editorial board of the Journal of Financial Innovation
Publications
Publications
Journal Papers
(2010) Kyriacou, K., Luintel, K. and Mase, B., Private Information in Executive Stock Option Trades: Evidence of Insider Trading in the UK, Economica 77 (308)
(2006) Mase, B., Kyriacou, K. and Madsen, JB., Does inflation exaggerate the equity premium?, Journal of Economic Studies 33 (5) : 344- 356
(2006) Kyriacou, K. and Mase, B., The adverse consequences of share-based pay in risky companies, Journal of Management and Governance 10 (3) : 307- 323
(2006) Kyriacou, K., The informativeness of insider trades: A review of the literature, The Cyprus Journal of Sciences 4 159- 176
(2005) Kyriacou, K. and Mase, B., Executive stock option exercises, tax, and the predictive ability of transaction value, Journal of Derivatives Accounting 2 (2) : 203- 214
(2000) Kyriacou, K. and Mase, B., Rolling settlement and market liquidity, Applied Economics 32 (8) : 1029- 1036
(1999) Kyriacou, K. and Sarno, L., The temporal relationship between derivatives trading and spot market volatility in the UK: Empirical analysis and Monte Carlo evidence, JOURNAL OF FUTURES MARKETS 19 (3) : 245- 270
