Dimitrios Stafylas

Personal profile

Contact Details

Email: d.stafylas@aston.ac.uk

Phone: +44(0)121 204 3267

Room: SW911D

General

I am a Lecturer (Assistant Professor) in Finance and I joined Aston Business School in 2016. Prior to this I was an Associate Lecturer and Doctoral Researcher at the University of York where I completed the York Learning and Teaching Award Programme. I have an MBA and an MSc degree in net-centric information systems. Also, I have worked for several years in the industry in many consulting and management positions. My Thesis investigated hedge fund performance attribution at various market conditions and issues in hedge fund index engineering.

Research Interests

My research interests lie the area of empirical finance. More specific, my interests include hedge funds, mutual funds, stock market behaviour and issues in corporate finance.

Qualifications

PGCert, Aston Univeristy. Subject: Learning and Teaching
PhD, Univeristy of York. Subject: Finance
MSc, Univeristy of Piraeus. Subject: Information Systems
MBA, ALBA Graduate Business School. Subject: Finance
BSc, University of Piraeus. Subject: Finance

Teaching Activity

Current Teaching

Investment Management (PG level - module leader)
Investment Banking (PG level - module leader)

Previous Teaching

International Finance (PG level - module leader)
Financial Management (PG level)
Capital Markets (UG level)
Quantitative Methods (UG level)
Business Information Systems (UG level)

Membership of Professional Bodies

Fellow of Higher Education Academ
Member of Accounting and Finance Association
Member of British Academy of Management
Member of Royal Economic Society

Education/Academic qualification

PG Cert

University of York

University of Piraeus

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3 Similar Profiles

Hedge fund performance Business & Economics

Hedge funds Business & Economics

Market conditions Business & Economics

Performance attribution Business & Economics

Factors Business & Economics

China Business & Economics

Performance persistence Business & Economics

Stock market Business & Economics

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

Research Output 2016 2019

8 Article
1 Chapter (peer-reviewed)

Corporate Governance and Business Growth: Evidence From China

Liu, J., Stafylas, D., Wu, J. & Muganhu, C., 7 Mar 2019, Enhancing Board Effectiveness : Institutional, Regulatory and Functional Perspectives for Developing and Emerging Markets. Ngwu, F. N., Osuji, O., Ogbechie, C. & Williamson, D. (eds.). Routledge, p. 59-80 22 p.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed)

Business growth

China

Corporate governance

Economic growth

Ownership structure

Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models

Yu, L., Zha, R., Stafylas, D., He, K. & Liu, J., 7 May 2019, In : International Review of Financial Analysis.

Research output: Contribution to journal › Article

Open Access

Oil markets

Stock market

Copula

Volatility spillover

China

Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods

Stafylas, D. & Andrikopoulos, A., 17 Nov 2019, In : Research in International Business and Finance.

Research output: Contribution to journal › Article

Economics

Hedge fund performance

Market conditions

Markov switching model

Business cycles

A conceptual alternative forecasting model for alternative investments

Stafylas, D. & Mari, K., 30 Jun 2018, In : JOURNAL OF PREDICTION MARKETS. 12, 2, p. 1-25

Research output: Contribution to journal › Article

Conceptual model

Fuzzy logic

Alternative investments

Artificial neural network

Investors

Future directions in International Financial Integration Research - A Crowdsourced Perspective

Lucey, B. M., Vigne, S. A., Ballester, L., Barbopoulos, L., Brzeszczynski, J., Carchano, O., Dimic, N., Fernandez, V., Gogolin, F., González-urteaga, A., Goodell, J. W., Helbing, P., Ichev, R., Kearney, F., Laing, E., Larkin, C. J., Lindblad, A., Lončarski, I., Ly, K. C., Marinč, M. & 14 others, Mcgee, R. J., Mcgroarty, F., Neville, C., O’hagan-luff, M., Piljak, V., Sevic, A., Sheng, X., Stafylas, D., Urquhart, A., Versteeg, R., Vu, A. N., Wolfe, S., Yarovaya, L. & Zaghini, A., 1 Jan 2018, In : International Review of Financial Analysis. 55, p. 35-49

Research output: Contribution to journal › Article

Open Access

File

Future directions

Financial economics

Finance

International finance

International financial integration