Personal profile

Research interests

Portfolio theory; Asset pricing theory; Asset-liability modelling; Microstructure of financial markets; Carbon emission trading; Information transfer; Return predicatability; Market integration; Trading strategies; Capital structure; Liquidity and co-liquidity; Volatility modelling; Time series econometric analysis.

Biography

Boulis joined the Department of Accountancy and Finance as a Lecturer in 1996, and teaches on both the School's undergraduate and postgraduate courses. He has a BSc. in Actuarial Science from The London School of Economics and Political Schience, an MSc in Finance and a Ph.D. in Accounting and Finance from the University of Strathclyde and is a Fellow of the Higher Education Academy (HEA). He was a member of the Energy Theme Committee that shaped Heriot Watt University's future plans in Energy and is currently a member of the Energy Academy (EA), Centre for Finance and Investment (CFI), Centre for Analysis of Resources, Energy and Sustainability and Spatial Economics and Econometrics Centre at Heriot Watt. He held various administrative positions and is currently Alignement Officer (Accountancy, Economics and Finance, Ph.D. Selector (Finance), and Second-Year Teaching Co-ordinator (Accounting and Finance). He has published in internationally-renowned journals such as the Journal of International Money and Finance and the Journal of Financial Markets, and currently supervises three Ph.D. students in operational research, capital structure and liquidity of derivatives.

Keywords

  • HG Finance
  • Financial Markets; Derivative Markets;
  • Microstructure; Econometrics

Fingerprint Fingerprint is based on mining the text of the persons scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

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Co Author Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1997 2017

Carry Trades and Commodity Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R. 14 Aug 2017 (MPRA Working Paper; no. 80789)

Research output: Working paperDiscussion paper

currency
Currency
Financial markets
commodity
risk

International Stock Return Co-movements and Trading Activity

Sheng, X., Brzeszczynski, J. & Ibrahim, B. M. 9 Jun 2017 In : Finance Research Letters.

Research output: Contribution to journalArticle

Liquidity
Interaction

The Time-Varying Risk Price of Currency Carry Trades

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R. 14 Aug 2017 (MPRA Working Paper; no. 80788)

Research output: Working paperDiscussion paper

time
Time-varying
price
risk
return

Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R. 2016

Research output: Working paperDiscussion paper

Common factor
Stock market
return
stock market
market

Liquidity and resolution of uncertainty in the European carbon futures market

Kalaitzoglou, I. A. & Ibrahim, B. M. Jan 2015 In : International Review of Financial Analysis. 37, 1, p. 89-102 14 p.

Research output: Contribution to journalArticle

Liquidity
Uncertainty
Carbon
Financial markets
Benchmark