Professor of Financial Economics and Director of Research, School of Economics and Finance, Queen Mary University of London
Fellow, Digital Environment Research Institute, Queen Mary University of London
Research Associate, Financial Markets Group, Hellenic Observatory Centre, and Systemic Risk Centre, London School of Economics
[BibTeX file for some of the papers mentioned below (.bib)]
“AI Agents playing Market Games”,
"Large Market Discipline of Combinatorial Double Auctions: No Assembly, Bundle Selection, and Complementarities" with Y. Yang [Draft Coming Soon]
"Runtime monitoring of Dynamic Markets using Norms" with A. Artikis, E. Tsilionis, and Y. Yang
“FAIR-Compute: A Roadmap for Fair and Efficient Allocation of Federated Digital Research Infrastructure”, with D. Fotakis, A. Mathioudaki, A. Sayed, and W.-S. Siaw
Funding received by the Engineering and Physical Sciences Research Council (EPSRC) under the National Federated Compute Services Network Plus (NFCS-NP) initiative
“Anchoring the Cloud: Local Ecosystem Readiness for Data Centres in Greece”, with V. Monastiriotis, and G. Pierzynski
Funding received by the Hellenic Observatory Centre (HOC), LSE
“Persuading Large Investors”, with R. Alonso, forthcoming in the Journal of Economic Theory
“The Asymptotics of Price and Strategy in the Buyer’s Bid Double Auction”, with S. Williams, Review of Economic Design, 28(1), 151-187, February 2024
"Multi-Asset Noisy Rational Expectations Equilibrium with Contingent Claims”, with G. Chabakauri and K. Yuan, Review of Economic Studies, 89(5), 2445–2490, Octοber 2022
“The Wall Street Stampede: Exit As Governance with Interacting Blockholders”, with D. Cvijanovic and A. Dasgupta, Journal of Financial Economics, 144(2), 433-455, May 2022
“Price Discovery Using a Double Auction”, with M. Satterthwaite and S. Williams, Games and Economic Behavior, 131, 57-83, January 2022
“The Impact of Security Trading on Corporate Restructurings”, with I. Olaru, (circulated before under the title “Trading and Voting in Distressed Firms”), Review of Finance, 21 (2), 667–718, March 2017
“Ties that Bind: How Business Connections Affect Mutual Fund Activism”, with D. Cvijanovic and A. Dasgupta, (Paul Woolley Centre Working Paper Prize), Journal of Finance, 71 (6), 2933–2966, December 2016
“Optimality Versus Practicality in Market Design: A Comparison of Two Double Auction Mechanisms”, with M. Satterthwaite and S. Williams, Games and Economic Behavior, 86, 248–263, July 2014
“Source Fidelity over Fading Channels: Performance of Erasure and Scalable Codes”, with M. L. Honig and A. K. Katsaggelos, IEEE Transactions on Communications, 56 (7), 1080-1091, July 2008
“Dynamic Power Control in a Fading Downlink Channel Subject to an Energy Constraint”, with B. Ata, Queuing Systems, 55 (1), 41-69, January 2007
“Multiple Description Wavelet Coding of Layered Video using Efficient Redundancy Allocation”, with N. V. Boulgouris, A. Kanlis and M. G. Strintzis, EURASIP Journal on Applied Signal Processing, 1-19, December 2006
“Free-Riders and Underdogs: Participation in Corporate Voting”, with D. Cvijanovic and M. Groen-Xu, revise and resubmit at the Journal of Finance.