UEA

Biography

Andros joined Norwich Business School as a Professor in Finance in August 2008. He was previously in the Economics and Finance Department at Brunel University, where he obtained his PhD in 2003 and then took up appointments as Lecturer and Senior Lecturer in Finance. His current research interests focus upon the liquidity of internet stocks, the time series properties of corporate earnings and the relationship between post earnings announcement drift and liquidity. His research is funded on a regular basis by the British Academy and the London Stock Exchange.

Andros holds visiting appointments at the Financial Markets Group (London School of Economics) and at Cardiff Business School. In addition, he is an external examiner at University College London. He has published and has forthcoming papers in Journals including, Oxford Economic Papers, Economics Letters, The Journal of Economic Behavior and Organization, Economics Letters, The Journal of Futures Markets, The European Journal of Finance, The Bulletin of Economic Research and The Journal of Business Finance and Accounting.

PhD Supervision

Andros is very interested in supervising doctoral work in the area of Market Microstructure with a particular interest in Carbon, Commodity and Energy Markets.

Career

Selected Publications in Refereed Journals

"Modeling the non-linear behaviour of option price deviations from the black-scholes model". Forthcoming Journal of Economic Studies.

“The Impact of Government Expenditure on Growth: Empirical Evidence from a Heterogeneous Panel” (with S.Ghosh). Forthcoming The Bulletin of Economic Research.

“Non-Normality, Heteroscedasticity and Recursive Unit Root Tests for PPP: Solving the PPP Puzzle?”, (with G. Caporale). Forthcoming Applied Financial Economics Letters

“Do interest rates converge? Evidence from the European Union”, (with M. Arghyrou and A. Kontonikas). Forthcoming Journal of International Financial Institutions, Markets and Money.

“An empirical investigation of the relationship between the real economy and stock returns for the United States”, (with J. Hunter and F. Wu). Forthcoming, Journal of Policy Modeling.

“Modeling the behaviour of inflation deviations from the target”, (with A. Kontonikas). Economic Modelling, 2009. 26, 90-95.

“Unemployment and life satisfaction: A non-linear adaptation process” (with Y.Georgellis, J. Healy and N. Tsitsianis). International Journal of Manpower, 2008, 29, 668-680.

“Adaptation towards Reference Values: A Non-linear Perspective” (with Y.Georgellis and N. Tsitsianis). Journal of Economic Behavior and Organization, 2008, 67, 768-781.

“Non-linear adjustment of the average holding period with respect to transaction costs” (with V. Boinet and C. Ioannidis). Applied Financial Economics, 2008, 18, 1221-1231.

“Non-linearity versus non-normality in real exchange rate dynamics”, (with M. Arghyrou). Economics Letters, 2008, 100, 200-203.

“On the Consumption of Government Spending, Optimal Fiscal Policy, and Endogenous Growth: Theory and Evidence”, (with S.Ghosh). Oxford Economic Papers, 2008, 60, 484-516.

“The Asymmetry of the Price Impact of Block Trades and the Bid-Ask Spread. Evidence from the London Stock Exchange”. Journal of Economic Studies, 2008, 35, 191-199.

“GMM and present value tests of the C-CAPM under Transactions Costs: Evidence from the UK stock market” (with C. Ioannidis). Empirical Economics, 2007, 32, 19-39.

“Market Frictions in the FTSE 100 Index Option Market: Evidence from A Data Mining Approach” (with J. Healy and C. Ioannidis).Journal of Futures Markets, 2007, 27, 471-494

“Testing for Purchasing Power Parity correcting for non normality using the wild bootstrap” (with M. Arghyrou). Economics Letters, 2007, 95, 285-290.

“Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test” (with A. Kontonikas).The Bulletin of Economic Research, 2006, 58, 309-322.

“Information Costs and Liquidity Effects from Changes in the FTSE 100 List” (with  C. Ioannidis). The European Journal of Finance, 2006, 12, 347-360.

“Transactions Costs and Holding Periods for Common Stocks: Evidence from the UK” (with C. Ioannidis). Advances in Investment Analysis and Portfolio Management, 2006, 2, 1-15.

“Information asymmetry and the bid-ask spread. Evidence from the UK” (with C. Ioannidis and L. Skerratt). Journal of Business Finance and Accounting, 2005, 32, 1801-1826.

“Does the Day of the Week Effect Exist once Transactions Costs Have Been Accounted For? Evidence from the UK" (with A. Kontonikas and N.Tsitsianis). Applied Financial Economics, 2004, 14, 215-220.

“Asset Pricing Under the Presence of Transactions Costs:  Evidence from the UK stock market”. Ekonomia, 2004, 7, 139-151.