Dr Evangelos Litos
Lecturer
Contact details
- Email: el189@leicester.ac.uk
- Office:
- Office Hours: Friday 12.00 noon – 2.00pm or by appointment
Personal Details
B.Sc. Mathematics, M.Sc. Financial Mathematics & Computation, Ph.D. Economics.
I am an (applied) theorist currently working as a Lecturer in Finance within the Finance Division at the University of Leicester.
Teaching
- EC7097: Financial Risk Management (lectures/seminars)
- EC3058: Corporate Finance (seminars)
- EC7076: Financial Derivatives (seminars)
- MN7038: Empirical Finance (seminars)
Research
- Market-microstructure
- Microeconomic Theory
- Experimental Economics/Finance
- Behavioural finance
- Numerical techniques
Supervision
I am willing to supervise students in the area of market-microstructure or experimental Economics/Finance.
Publications
“Dark Pools under Different Execution Priority, Adverse Selection and Traders' Competition”, with Alejandro Bernales, Daniel Ladley and Marcela Valenzuela, Working Paper
“Trading with Fast and Slow Computer Agents: Insights from a Financial Market Experiment”, with Sarah Zhang, Working Paper
“A Nonparametric Analysis of Portfolio Choice”, with David Rojo-Arjona and Matthew Polisson, Working Paper
“Dynamic Equilibrium in Limit Order Markets: Midpoint Dark Pool Vs VWAP Dark Pool, Analysis of Market Quality, Trading Behaviour and Welfare”, with Daniel Ladley, Working Paper
