Research Interests

Open to PhD applications in the fields of:

• Financial derivatives
• Option implied information
• Market microstructure
• Asset pricing

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Public outreach & key achievements

• Menkveld, Albert J., et al. (2023). Non-standard errors. Forthcoming in Journal of Finance.
• Kostakis, A., Mu, L., & Otsubo, Y. (2023). Detecting political event risk in the option market. Journal of Banking & Finance, 146, 106624.
• Chartered Financial Analyst (CFA) charterholder

Discover More

• Queen's Business School
• Faculty of Arts Humanities and Social Sciences