Emilios Galariotis

Formation

• PhD Dunelm (Doctorat de Philosophie en Economie financière), Durham Business School, Durham, Grande-Bretagne
• MA avec distinction (monnaie, banque et finance), Middlesex University Business School, Londres, Grande-Bretagne
• BA(Hons) (Sciences politiques et études internationales), Panteion University of Social and Political Sciences, Athens, Hellas
• Dipl. (HND) (Economie des affaires), Middlesex University Business School, Londres, Grande-Bretagne

Expériences

• Senior Lecturer en Finance, Durham Business School, Durham University, Grande-Bretagne (2007-2008)
• Visiting, Central University of Finance and Economics, Beijing, Chine (2007)
• Visiting Professorship, Hellenic American University, Athènes, Grèce (2007 à aujourd'hui)
• Directeur du programme de Master en finance, Durham Business School, Durham University, Grande-Bretagne (2003-2008)
• Enseignant en finance, Durham Business School, Durham University, Grande-Bretagne (2002-2007)
• Enseignant et tuteur pour les formations à distance, University of London, SOAS Centre for Financial Management Studies, Londres, Grande-Bretagne (2004 à aujourd'hui)
• Consultant pour le Vice-Président, China Three Gorges Project Corporation (2007)
• Vacataire, Durham University, Département d'économie et de finance, Grande-Bretagne (2000-2002)

Thèmes de recherche

• Dynamique et anticonformisme des stratégies d'investissement
• Microstructure du marché et évaluation des actifs risqués
• Marchés émergents

Publications

Articles dans des revues à comité de lecture

• 2010. What should we know about momentum investing? The case of the Australian Security Exchange. Pacific-Basin Finance Journal 18: 369-389.
• 2009. Systematic liquidity and excess returns: evidence from the London Stock Exchange. Review of Accounting and Finance 8 (3): 279-307 (with E. Giouvris).
• 2008. Short-term patterns in government bond returns following market shocks: International evidence. International Review of Financial Analysis 17 (5): 903-924 (with S.I. Spyrou and K. Kassimatis).
• 2007. Contrarian and momentum profitability revisited for the London Stock Exchange over 1964 to 2005. Journal of Multinational Financial Management 17 (5): 349-448 (with P. Holmes and S.X. Ma).
• 2007. Liquidity commonality in the London Stock Exchange. Journal of Business Finance and Accounting 34 (1-2): 374-388 (with E. Giouvris).
• 2007. Short-term overreaction, underreaction and efficient reaction: Evidence from the London Stock Exchange. Applied Financial Economics 17 (3): 221-235
• 2006. The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: A Kalman filter approach. Applied Financial Economics 16 (18): 1317-1329 (with A. Antoniou and S.I. Spyrou).
• 2006. Short-term contrarian strategies in the London Stock Exchange: Are they profitable? Which factors affect them? Journal of Business Finance and Accounting 33 (5-6): 839-867 (with A. Antoniou and S.I. Spyrou).
• 2005. Contrarian profits and the overreaction hypothesis: The case of the Athens Stock Exchange. European Financial Management 11 (1): 71-98 (with A. Antoniou and S.I. Spyrou).
• 2004. Sources of contrarian profits and return predictability in emerging markets. Applied Financial Economics 14 (14): 1027-1034.

Communications

• Nombreuses communications au sein de : EFMA, HFFA, MFS, Swiss Society for Financial Market Research, European Applied Business Research Conference ...

Autres activités

• Directeur de Comités de rédaction : Journal of Money, Investment and Banking (2007 à aujourd'hui)
• Relecteur ad hoc pour des revues à comité de lecture : Journal of Economic Psychology, Applied Financial Economics, Review of Finance, Frontiers in Finance and Economics ...
• Relecteur ad hoc pour des projets de l'ESRC (Economic and Social Research Council)
• Membre de : European Financial Management Association, Hellenic Accounting and Finance Association, Southwestern Finance Association

Prix / financements

• Prix du meilleur papier de la conférence European Applied Business Research pour le papier "Return Predictability and Market Microstructure."
• Financement d'une recherche comme principal investigateur pour INQUIRE (Institute for Quantitative Investment Research) sur les stratégies d'investissement anticonformistes à la bourse de Londres