Staff profile
Overview
https://apps.dur.ac.uk/biography/image/1312
Dr Arze Karam
Assistant Professor in Finance
| Affiliation | Telephone |
|---|---|
| Assistant Professor in Finance in the Business School | +44 (0) 191 33 45460 |
| Director of Quantitative Research in Financial Economics in the Business School | +44 (0) 191 33 45460 |
| Fellow at Durham Institute for Data Science in the Business School | +44 (0) 191 33 45460 |
Biography
Arzé holds a Msc in Finance from University of Toulouse 1, and a PhD in Finance from University of Paris X. Her main research interests are in Market Microstructure and span a wide range of topics including market transparency, high frequency trading, market liquidity and systemic risks.
Arzé is the Director of the Centre for Quantitative Research in Financial Economics.
Mini Biography
Arzé's main interests are in Market Microstructure, Data Science, Machine learning applied to Finance, Climate Finance.
Research interests
- Market Microstructure
- Asset Pricing
- FinTech
- Climate Modelling
- Information and Financial Markets
- Experimental Economics
- Machine Learning
Publications
Journal Article
- Bogoev, D., Karam, A., & et al. (in press). Non-standard errors. Journal of Finance,
- Cox, C., Karam, A., & Pelster, M. (2022). Two-period duopolies with forward markets. Review of Industrial Organization, 60(1), 29-62. https://doi.org/10.1007/s11151-021-09839-6
- Karam, A. (2022). Dealers' incentives to reveal their names. Financial Review, 57(1), 27-44. https://doi.org/10.1111/fire.12229
- Karam, A. (2018). The effects of intraday news flow on Dealers' Quotations, Market Liquidity, and Volatility. International Journal of Finance and Economics, 23(4), 492-503. https://doi.org/10.1002/ijfe.1634
- Karam, A. (2017). The effects of intraday news flow on market liquidity, price volatility and trading activity. Economics Bulletin, 37(4), 2354-2363
- Bogoev, D., & Karam, A. (2017). Detection of algorithmic trading. Physica A: Statistical Mechanics and its Applications, 484, 168-181. https://doi.org/10.1016/j.physa.2017.04.157
- Cox, C., Karam, A., & Murphy, R. (2017). Social preferences and cooperation in simple social dilemma games. Journal of Behavioral and Experimental Economics, 69, 1-3. https://doi.org/10.1016/j.socec.2017.05.002
Working Paper
- Woroniuk, D., Karam, A., & Jamasb, T. European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective, Cambridge Working Papers in Economics CWPE 1964 / Electricity Policy Research Group Working Paper EPRG 1922, May, Faculty of Economics, University of Cambridge
- Bogoev, D., & Karam, A. Intraday Momentum Trading and Liquidity Crises
Supervision students
Dimitar Bogoev
Jiexiuhui Chen
/prod01/channel_3/business/media/durham-university-business-school/study/dba/DBA-(2).png)
A Top Global Business School
We are an international triple accredited business school. Sharing insights, supporting innovation and teaching tomorrow’s leaders. We combine our academic excellence, insightful research and exceptional global business connections, to equip our students to become innovative business thinkers.