Dr Evangelos Litos

Lecturer

Contact detailsDr Evangelos Litos

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

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Contact Details

School of Business
University of Leicester
University Road
Leicester
LE1 7RH

ulsb@le.ac.uk

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