Staff profile

Mini Biography

Arzé's main interests are in Market Microstructure, Data Science, Machine learning applied to Finance, Climate Finance.

• Market Microstructure
• FinTech
• Climate Modelling
• Experimental Economics
• Machine Learning
• Asset Pricing
• Information and Financial Markets

• Economics & Finance Department
• Experimental Methods in Business Research
• Quantitative Research in Financial Economics

Journal Article

• Menkveld, Albert J. Dreber, Anna, Holzmeister, Felix Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neus¨uss, Sebastian, Razen, Michael Weitzel, Utz, Abad-D´ıaz, David, Abudy, Menachem, Adrian, Tobias Ait-Sahalia, Yacine, Akmansoy, Olivier Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C. Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Correa, Santiago Bohorquez, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera Romero, Laura M., Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha Chen, Jian, Chernov, Mikhail Cheung, William Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi Clapham, Benjamin Colliard, Jean-Edouard, Comerton-Forde, Carole Curran, Edward, Dao, Thong, Dare, Wale Davies, Ryan J., Blasis, Riccardo De, De Nard, Gianluca F., Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y. Desagre, Christophe van Dijk, Mathijs A., Dim, Chukwuma Dimpfl, Thomas Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzielinski, Michał, Eksi, Asli, Kalak, Izidin El, Ellen, Saskia ter Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty, Jonathan T. Foley, Sean D. V., Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart Frommel, Michael Fu, Servanna M., Fullbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemaye, Roland Gerritsen, Dirk Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny Grammig, Joachim Gregoire, Vincent Gucbilmez, Ufuk Hagstromer, Bjorn Hambuckers, Julien, Hapnes, Erik Harris, Jeffrey H., Harris, Lawrence Hartmann, Simon Hasse, Jean-Baptiste Hautsch, Nikolaus He, Xue-Zhong (Tony), Heath, Davidson Hediger, Simon Hendershott, Terrence Hibbert, Ann Marie, Hjalmarsson, Erik Hoelscher, Seth Hoffmann, Peter Holden, Craig W. Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe Ilczuk, Konrad Ivashchenko, Alexey Iyer, Subramanian R. Jahanshahloo, Hossein Jalkh, Naji P. Jones, Charles M., Jurkatis, Simon Jylha, Petri Kaeck, Andreas T. Kaiser, Gabriel Karam, Arze Karmaziene, Egle Kassner, Bernhard Kaustia1, Markku Kazak, Ekaterina Kearney, Fearghal Kervel, Vincent van, Khan, Saad A. Khomyn, Marta K., Klein, Tony Klein, Olga Klos, Alexander Koetter, Michael Kolokolov, Aleksey, Korajczyk, Robert A. Kozhan, Roman Krahnen, Jan P., Kuhle, Paul Kwan, Amy Lajaunie, Quentin Lam, F.Y. Eric C., Lambert, Marie Langlois, Hugues Lausen, Jens Lauter, Tobias Leippold, Markus Levin, Vladimir Li, Yijie Li, Hui Liew, Chee Yoong, Lindner, Thomas Linton, Oliver Liu, Jiacheng Liu, Anqi Llorente, Guillermo Lof, Matthijs Lohr, Ariel Longstaff, Francis Lopez-Lira, Alejandro Mankad, Shawn, Mano, Nicola Marchal, Alexis Martineau, Charles Mazzola, Francesco Meloso, Debrah Mi, Michael G. Mihet, Roxana, Mohan, Vijay Moinas, Sophie Moore, David, Mu, Liangyi, Muravyev, Dmitriy Murphy, Dermot Neszveda, Gabor, Neumeier, Christian Nielsson, Ulf Nimalendran, Mahendrarajah, Nolte, Sven Norden, Lars L. O’Neill, Peter W., Obaid, Khaled Ødegaard, Bernt A. Ostberg, Per Pagnotta, Emiliano Painter, Marcus Palan, Stefan Palit, Imon J., Park, Andreas Pascual, Roberto Pasquariello, Paolo Pastor, Lubos Patel, Vinay Patton, Andrew J. Pearson, Neil D., Pelizzon, Loriana Pelli, Michele Pelster, Matthias, Perignon, Christophe Pfiffer, Cameron Philip, Richard, Plihal, Tomas Prakash, Puneet Press, Oliver-Alexander, Prodromou, Tina Prokopczuk, Marcel Putnins, Talis Qian, Ya Raizada, Gaurav Rakowski, David Ranaldo, Angelo, Regis, Luca Reitz, Stefan Renault, Thomas Renjie, Rex W. Reno, Roberto Riddiough, Steven J. Rinne, Kalle, Rintamaki, Paul J. Riordan, Ryan Rittmannsberger, Thomas, Longarela, Inaki Rodriguez Roesch, Dominik, Rognone, Lavinia Roseman, Brian, Rosu, Ioanid Roy, Saurabh Rudolf, Nicolas Rush, Stephen R. Rzayev, Khaladdin, Rzeznik, Aleksandra A. Sanford, Anthony Sankaran, Harikumar Sarkar, Asani Sarno, Lucio Scaillet, Olivier, Scharnowski, Stefan Schenk-Hoppe, Klaus R. Schertler, Andrea Schneider, Michael Schroeder, Florian, Schurhoff, Norman Schuster, Philipp Schwarz, Marco A. Seasholes, Mark S. Seeger, Norman J. Shachar, Or Shkilko, Andriy, Shui, Jessica Sikic, Mario Simion, Giorgia Smales, Lee A., Soderlind, Paul Sojli, Elvira Sokolov, Konstantin Sonksen, Jantje, Spokeviciute, Laima Stefanova, Denitsa Subrahmanyam, Marti G. Szaszi, Barnabas Talavera, Oleksandr, Tang, Yuehua Taylor, Nick Tham, Wing Wah Theissen, Erik Thimme, Julian Tonks, Ian Tran, Hai Trapin, Luca, Trolle, Anders B. Vaduva, M. Andreea Valente, Giorgio, Van Ness, Robert A. Vasquez, Aurelio Verousis, Thanos, Verwijmeren, Patrick Vilhelmsson, Anders Vilkov, Grigory, Vladimirov, Vladimir Vogel, Sebastian Voigt, Stefan, Wagner, Wolf Walther, Thomas Weiss, Patrick Wel, Michel van der Werner, Ingrid M. Westerholm, Joakim Westheide, Christian Wika, Hans C. Wipplinger, Evert Wolf, Michael Wolff, Christian C. P. Wolk, Leonard Wong, Wing-Keung Wrampelmeyer, Jan Wu, Zhen-Xing Xia, Shuo, Xiu, Dacheng Xu, Ke Xu, Caihong Yadav, Pradeep K., Yague, Jose Yan, Cheng, Yang, Antti Yoo, Woongsun, Yu, Wenjia Yu, Yihe Yu, Shihao Yueshen, Bart Z. Yuferova, Darya, Zamojski, Marcin Zareei, Abalfazl Zeisberger, Stefan M., Zhang, Lu Zhang, S. Sarah Zhang, Xiaoyu Zhao, Lu, Zhong, Zhuo Zhou, Zeyang (Ivy) Zhou, Chen Zhu, Xingyu S. Zoican, Marius & Zwinkels, Remco (2023). 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.
• Karam, A. (2022). Dealers' incentives to reveal their names. The Financial Review 57(1): 27-44.
• Karam, A. (2018). The effects of intraday news flow on Dealers' Quotations, Market Liquidity, and Volatility. International Journal of Finance & Economics 23(4): 492-503.
• 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.
• Cox, C.A., Karam, A. & Murphy, R.J. (2017). Social preferences and cooperation in simple social dilemma games. Journal of Behavioral and Experimental Economics 69: 1-3.

Working Paper

• Bogoev D., & Karam A. (2023). Intraday Momentum Trading and Liquidity Crises.
• Woroniuk, D., Karam, A., & and Jamasb, T. (2019). 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.