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Professor Guglielmo Maria Caporale

Professor Guglielmo Maria Caporale
Divisional Lead / Professor - Economics & Econometrics


Guglielmo Maria Caporale is Professor of Economics and Finance and Director of the Centre for Empirical Finance at Brunel University, London. He is also a Visiting Professor at London South Bank University and London Metropolitan University, a Research Professor at DIW Berlin, a CESifo Research Network Fellow, an NCID (Navarra Center for International Development) Non-Resident Fellow and an Associate Researcher at the International Laboratory of Financial Economics (LFE), International College of Economics and Finance (ICEF), Higher School of Economics (HSE), Moscow. Prior to taking up his current position, he was a Research Officer at the National Institute of Economic and Social Research in London; a Research Fellow and then a Senior Research Fellow at the Centre for Economic Forecasting at the London Business School; Professor of Economics at the University of East London; Professor of Economics and Finance as well as Director of the Centre for Monetary and Financial Economics at London South Bank University.


  • Phd Economics (LSE)
  • MSc Economics (LSE)
  • Laurea (Politics, LUISS, Rome)

Newest selected publications

Caporale, GM. and Plastun, A. (2020) 'Momentum effects in the cryptocurrency market after one-day abnormal returns'. Financial Markets and Portfolio Management. ISSN: 1555-497X Open Access Link

Journal article

Caporale, GM. and Plastun, A. (2020) 'Daily abnormal price changes and trading strategies in the FOREX'. Journal of Economic Studies. ISSN: 0144-3585 Open Access Link

Journal article

Caporale, GM. and Gil-Alana, L. (2020) 'Prospects for a monetary union in the East Africa Community: some empirical evidence'. South African Journal of Economics. ISSN: 0038-2280 Open Access Link

Journal article

Caporale, GM., Gil-Alana, L. and Poza, C. (2020) 'Cycles and long-range behaviour in the European stock markets', in Dufrenot, G. and Matsuki, T. (eds.) Recent Econometric Techniques for Macroeconomic and Financial Data. Springer.Open Access Link

Book chapter

Arin, KP., Caporale, GM., Kyriacou, K. and Spagnolo, N. (2020) 'Financial Integration in the GCC region: Market Size versus National Effects'. Open Economies Review, 31 (2). pp. 309 - 316. ISSN: 1573-708X Open Access Link

Journal article
More publications(276)