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Reader in Finance, University of Essex

Thanos specializes in the study of financial markets and market microstructure. His main contribution is understanding investor behavior with respect to (i) changes in exchange market structures and (ii) departures from the classical rational expectations theory.

He has previously held positions at Newcastle University Business School, the University of Bath School of Management, Bangor Business School and Swansea University Management School.

He has published work in empirical market microstructure, especially around the microstructure of individual equity options, high frequency finance, behavioral finance, asset pricing and forecasting.

His work has appeared in journals such as the European Journal of Operational Research, the Journal of Banking and Finance, Quantitative Finance, the Journal of Futures Markets and the Journal of International Financial Markets, Institutions and Money. He has received funding from a large UK bank and the ESRC and has acted as an expert witness in a legal case on financial regulation.

Experience

  • 2018–present
    Reader in Finance, University of Essex