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) and Spatial Economics and Econometrics Centre at Heriot Watt. He held various administrative positions and is currently the Head of the Finance Subject Area Group. He has published in internationally-renowned journals such as the Journal of International Money and Finance, Journal of Banking and Finance and the Journal of Financial Markets, and currently supervises three Ph.D. students in microstructure and ethical finance.

Keywords

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

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

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Carbon Engineering & Materials Science
Autocorrelation Engineering & Materials Science
Stock market Business & Economics
Carry trade Business & Economics
Liquidity Business & Economics
Risk factors Business & Economics
Factors Business & Economics
International stock markets Business & Economics

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

Research Output 1997 2018

Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R. Jan 2018 In : Journal of International Financial Markets, Institutions and Money. 52, p. 37-47 11 p.

Research output: Contribution to journalArticle

Common factors
Carry trade
Market risk
Stock market
Risk factors

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

File
Carry trade
Currency
Commodities
Risk factors
Stock market

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

Open Access
File
Comovement
International stock returns
Trading activity
Price changes
Liquidity

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

File
Currency
Time-varying risk
Carry trade
Expected returns
Economics

Common Information in Carry Trade Risk Factors

Byrne, J. P., Ibrahim, B. M. & Sakemoto, R. 2016 (Unpublished)

Research output: Working paperDiscussion paper

File
Common factors
Factors
Carry trade
Market risk
Stock market