Leonidas Tsiaras

Phone: 0121 204 3251
Email:  [email protected]
Room: SW1020A

I am a Lecturer in Finance at Aston Business School. I hold a PhD in Finance from Aarhus University, Denmark, where I was affiliated with the Center for Research in Econometric Analysis of Time Series (CREATES). I have also been a Visiting Research Scholar at the Kellogg School of Management, Northwestern University.

My research focuses on Empirical Finance and Financial Econometrics, with particular emphasis on asset price dynamics, forecasting, and the empirical analysis of derivative markets. My work has been published in international peer-reviewed journals, including the Journal of Futures Markets and the Journal of Real Estate Finance and Economics, and presented at international conferences organised by academic institutions and policymakers, such as the Bank of Portugal and the Bank of Brazil. I have also conducted applied, policy-relevant research during my appointment as Principal Analyst at the Prime Minister’s Implementation Unit (Cabinet Office, UK) and through projects commissioned by international institutions such as the World Bank.

In teaching, I have delivered a range of undergraduate and postgraduate modules, including Financial Econometrics, Derivatives, Financial Economics, and Investments. I have served as Programme Director for the BSc Finance, MSc Finance, and MSc Finance and Investments programmes. Additionally, I have supervised PhD students and acted as an external examiner for MSc programmes at other UK institutions. Outside academia, I have designed and delivered specialised forecasting workshops for quantitative analysts at the UK Cabinet Office.

• BS3385 –  Derivatives
• BSM162 – Derivatives

Aarhus School of Business, Aarhus University, Denmark
- Ph.D. in Finance, August 2010

Kellogg School of Management, Northwestern University, U.S.A.
- Visiting Research Scholar, Department of  Finance,  March 2008 - September 2008

Management School, Lancaster University, U.K.
- M.Sc. in Finance, September 2005

Department of Business Administration, University of Patras, Greece
- B.Sc. in Business Administration, June 2004

Dr Tsiaras's research focuses on empirical finance, financial econometrics, with particular emphasis on asset price dynamics and forecasting.