Dr Nikolaos Voukelatos

Senior Lecturer in Finance

About

Dr Nikolaos Voukelatos is a Senior Lecturer in Finance and the Director of the MSc Finance at Kent Business School. He has been working in finance since 2005 and he holds a PhD in Finance from Lancaster University.

Teaching

  • Quantitative Methods
  • Fixed Income Markets
  • Finance with Excel
  • Research Methods and Skills

Supervision

Dr Nikolaos Voukelatos is currently supervising a number of PhD students. He welcomes applications related to his research area.

Supervision topics

  • Option-implied distributions
  • Option returns
  • Detecting priced factors in the cross-section of asset returns
  • Hedge fund performance

Current supervisees

Past supervisees

  • Catalin Cantia: Levy Factor Models for Financial Applications

Publications

Also view these in the Kent Academic Repository

Article

  • Verousis, T. and Voukelatos, N. (2018). Cross-Sectional Dispersion and Expected Returns. Quantitative Finance [Online] 18. Available at: https://doi.org/10.1080/14697688.2017.1414515.
  • Verousis, T., ap Gwilym, O. and Voukelatos, N. (2016). Commonality in equity options liquidity: Evidence from NYSE LIFFE. European Journal of Finance [Online] 22. Available at: http://dx.doi.org/10.1080/1351847X.2016.1188836.
  • Bernales, A., Verousis, T. and Voukelatos, N. (2016). Do Investors Follow the Herd in Option Markets? Journal of Banking and Finance [Online]. Available at: http://dx.doi.org/10.1016/j.jbankfin.2016.02.002.
  • Verousis, T., ap Gwilym, O. and Voukelatos, N. (2015). The Impact of a Premium Based Tick Size on Equity Option Liquidity. Journal of Futures Markets [Online] 36:397-417. Available at: http://dx.doi.org/10.1002/fut.21734.
  • Shackleton, M. and Voukelatos, N. (2013). Hedging efficiency in the Greek options market before and after the financial crisis of 2008. Journal of Multinational Financial Management [Online] 23:1-18. Available at: http://dx.doi.org/10.1016/j.mulfin.2012.10.005.
  • Voukelatos, N. (2010). The Asymmetric Impact Of Firm-specific And Of Index. Returns On The Volatility Processes Of Individual Stocks. Applied Financial Economics [Online] 20:1627-1638. Available at: http://dx.doi.org/10.1080/09603107.2010.515202.

Conference or workshop item

  • Tunaru, R. and Voukelatos, N. (2017). Insurance Against Volatility Risk or Negative Skewness as Reflected by Option Returns in Emerging European Markets. in: 2017 Annual Meetings of the European Financial Management Association.. Available at: http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2017-Athens/2017%20meetings.php.
  • Panopoulou, E. and Voukelatos, N. (2017). The Role of Strategy Distinctiveness in Hedge Fund Performance. in: 7th International Conference of the Financial Engineering and Banking Society.. Available at: http://febs2017.eventsadmin.com/Home/Welcome.
  • Verousis, T. and Voukelatos, N. (2016). Cross-Sectional Dispersion and Expected Returns. in: 2016 Financial Management Association Annual Meeting.. Available at: http://www.fma.org/Vegas/Papers/Verousis_and_Voukelatos_2015.pdf.
  • Panopoulou, E. and Voukelatos, N. (2016). The Role of Strategy Distinctiveness in Hedge Fund Performance. in: 8th Conference of the International Finance and Banking Society.. Available at: http://www.ifabs.org/conference/view/6.
  • Verousis, T. and Voukelatos, N. (2015). Cross-sectional dispersion and expected returns. in: 11th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics.. Available at: http://www.econometricopedia.com/annual-conferences/11th-bmrc-dems-conference-on-macro-and-financial-economicseconometrics-18-19th-of-may-2015/.
  • Panopoulou, E. and Voukelatos, N. (2015). The Role of Strategy Distinctiveness in Hedge Fund Performance. in: 9th International Conference on Computational and Financial Econometrics.. Available at: http://www.cfenetwork.org/CFE2015/.
  • Bernales, A., Verousis, T. and Voukelatos, N. (2015). Do investors follow the herd in option markets? in: 7th International Finance and Banking Society Conference.. Available at: http://www.ifabsconference.com/.
  • Verousis, T. and Voukelatos, N. (2015). Cross-sectional dispersion and expected returns. in: 5th International Conference of the Financial Engineering and Banking Society - Banking, Financial markets, risk and financial vulnerability.. Available at: http://febs2015.eventsadmin.com/Home/Welcome.
  • Bernales, A., Verousis, T. and Voukelatos, N. (2015). Do investors follow the herd in option markets? in: 32nd International Conference of the French Finance Association.. Available at: http://affi-2015.essec.edu/.
  • Verousis, T., ap Gwilym, O. and Voukelatos, N. (2014). The Impact of a Premium Based Tick Size on Equity Option Liquidity. in: 31st Spring International Conference of the French Finance Association.
  • Verousis, T., ap Gwilym, O. and Voukelatos, N. (2014). Equity option liquidity after the introduction of the Premium Based Tick Size on NYSE LIFFE Amsterdam. in: 7th Financial Risks International Forum – Big Data in Finance and Insurance.. Available at: http://risk2014.institutlouisbachelier.org/fichiers/bibliotheque/files/slide/parallel-session-9/paper-thanos-verousis.pdf.
  • Verousis, T., ap Gwilym, O. and Voukelatos, N. (2014). The Impact of a Premium Based Tick Size Change on Equity Option Liquidity. in: 2014 FMA European Conference.. Available at: http://www.fma.org/Maastricht/MaastrichtIndex.htm.
  • Bernales, A., Verousis, T. and Voukelatos, N. (2014). Do Investors Follow the Herd? Evidence from the Options Market. in: 4th International Conference of the Financial Engineering and Banking Society.
  • Voukelatos, N. (2013). The Performance of Option Trading Strategies in the EU Periphery. in: 3rd International Conference of the Financial Engineering and Banking Society (FEBS).
  • Voukelatos, N. (2013). The Performance of Option Trading Strategies in the EU Periphery. in: 5th International Finance and Banking (IFABS) Conference.
  • Pavlidis, E., Shackleton, M. and Voukelatos, N. (2012). Foreign Exchange Implied. Variance and the Forward Premium Puzzle. in: 2nd International Conference of the Financial Engineering and Banking Society (FEBS).. Available at: http://www.rcem.eu/media/37755/full_programme.pdf.
  • Pavlidis, E., Shackleton, M. and Voukelatos, N. (2012). Foreign Exchange Implied. Variance and the Forward Premium Puzzle. in: 9th Applied Financial Economics (AFE) Conference.. Available at: http://www.ineag.gr/AFE/images/pdf/AFE%202012%20Programme.pdf.
  • Pavlidis, E., Shackleton, M. and Voukelatos, N. (2012). Foreign Exchange Implied. Variance and the Forward Premium Puzzle. in: Time-Varying Correlation and Volatility Symposium.. Available at: http://www.wlv.ac.uk/PDF/UWBS-symposium-programme.pdf.
  • Shackleton, M. and Voukelatos, N. (2009). An Examination of the Efficiency of Emerging. Options Markets: The Case of the Athens Derivatives Exchange. in: 18th annual meeting of the European Financial Management Association (EFMA).. Available at: http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2009-milan/efma_program2009_12JuneWEB.pdf.

Forthcoming

  • Verousis, T. and Voukelatos, N. (2019). Option-implied information and stock herding. International Journal of Finance & Economics.
Total publications in KAR: 26 [See all in KAR]