Dr Konstantinos Tolikas
BSc, MSc, PhD
Management School
Senior Lecturer in Finance
Full contact details
Management School
C088
Sheffield University Management School
Conduit Road
Sheffield
S10 1FL
- Research interests
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I have obtained significant research experience by conducting research in the area of empirical finance and in particular in the fields of financial risk measurement, market efficiency, asset pricing, and the risk-taking behaviour of investment funds. My research aims are to (i) sustain research excellence in empirical finance, (ii) publish in high quality journals, including AJG 4*, (iii) attract research funding, (iv) attract and supervise promising doctoral students, and (v) engage with the public, local businesses and government agencies.
- Publications
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Journal articles
- . Journal of Financial Research, 46(4), 925-947.
- . The North American Journal of Economics and Finance, 64.
- . Journal of Financial and Quantitative Analysis, 54(1), 425-447.
- . The European Journal of Finance, 24(10), 849-866.
- . Journal of International Financial Markets, Institutions and Money, 51, 39-57.
- . International Review of Financial Analysis, 46, 191-201.
- . Journal of Banking & Finance, 40(-), 476-493.
- . Managerial Finance, 37(3), 275-294.
- The impact of foreign cross-listings on volatility spillovers between stock markets: The case of the paris stock exchange. International Research Journal of Finance and Economics, 1(25), 240-246.
- . Journal of Empirical Finance, 16(2), 254-263.
- . Communications in Statistics - Theory and Methods, 37(19), 3135-3143.
- . The European Journal of Finance, 13(4), 373-395.
- . Managerial Finance, 32(5), 451-462.
- . The European Journal of Finance, 12(1), 1-22.
- . The Journal of Risk, 10(3), 31-77.
- The Covid-19 Pandemic Effects in the Interconnectedness and Systemic Risk of European Stock Markets.
Book chapters
- , Advances in Doctoral Research in Management (pp. 19-45). WORLD SCIENTIFIC
Presentations
- On the Impact of Tail Risk on the Yield Curve and the Response of Pension Funds: Evidence from the UK. Florence, Italy.
- Teaching interests
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Asset pricing, Risk management, Performance and risk-taking behavior of mutual and hedge funds, Tail risk.
- Teaching activities
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My teaching experience covers almost all of the areas of finance. Currently, I lead and lecture the PG modules of International Finance and Financial Management. In the past I have also led and lectured UG as well as MBA modules (Corporate Investment, International Corporate Finance, Multinational Financial Management, Managerial Finance).
- PhD Supervision
I have previously supervised:
Name Thesis title Year of completion Chuting Feng Stock Liquidity and Managerial Overconfidence: Evidence from China Research 2024 Are you interested in applying for a PhD?