Michalis Vasios
PH.D. CANDIDATE IN FINANCE, UNIVERSITY OF WARWICK
Contact Information
Email: m dot vasios at warwick dot ac dot uk
University of Warwick
Room B2.22
Coventry, CV4 7AL, UK
+44-79424-68063
Research Interests
Market Microstructure, Behavioral Finance, Network Economics, Financial Econometrics
News
Jan 2013
There is a new version of the 'Covariation Estimation' paper. We now include an empirical application using DJ stocks, which proves the nice performance of the proposed estimator.
June 2012
4 forthcoming conference presentations in my agenda: SoFiE, Oxford and EFMA, Barcelona in June; EEA-ESEM, Malaga in August; and FMA, Atlanta in October.
