Iordanis KALAITZOGLOU

Professor

  • Finance Department

Research Domains

Corporate Social Responsibility
Market Microstructure
Energy Finance

Curriculum vitae

Habilitation à Diriger des Recherches, Economy, Finance
Université de Nantes, France (2019)

15 octobre 2019

PhD
University of Heriot-Watt, Great Britain (2011)

Msc in International Banking and Financial
University of Heriot-Watt, Great Britain (2007)

BSc in Accountancy and Finance, Major : Finance
Université de Macédoine, Greece (2006)

Publications

Forthcoming

IOANNIDIS, F., KOSMIDOU, K., KALAITZOGLOU, I., ANDRIOSOPOULOS, K., GALARIOTIS, E. (2022) . Investing in bridging fuels: the unit commitment problem of public vs. private ventures, Energy Journal

2022

MENGYU ZHANG, M., VEROUSIS, T., KALAITZOGLOU, I. (2022) . Information and the arrival rate of option trading volume, Journal of Futures Markets, 42 (4), 605-644

2021

KALAITZOGLOU, I., PAN, H., NIKLEWSKI, J. (2021) . Corporate social responsibility: How much is enough? A higher dimension perspective of the relationship between financial and social performance, Annals of Operations Research, 306 (special issue: Regression Methods based on OR techniques 2021), 209–245

GALARIOTIS, E., KALAITZOGLOU, I., NIKLEWSKI, J., ZOPOUNIDIS, C. (2021) . Optimal level of state ownership in banks. Prevention measure vs emergency action. Evidence from the new millennia., Annals of Operations Research, 304 (2021), 165–197

2020

KALAITZOGLOU, I., IBRAHIM, B. (2020) . OTC trades and liquidity in the European carbon market. More than meets the eye, Applied Economics, 52 (16), 1745-1762

2019

GALARIOTIS, E., KALAITZOGLOU, I., KOSMIDOU, K., PAPAEFTTHIMIOU, S., SPYROU, S. (2019) . Could Market Making be Profitable in The European Carbon Market?, Energy Journal, 40 (SI1), 5-28

KALAITZOGLOU, I. (2019) . Visible and Invisible Forces. What Drives the Intensity of Trading in the European Carbon Market?, Review of Economic Analysis, 11 117-144

2016

KALAITZOGLOU, I., DURGHEU, B. (2016) . Financial and Economic Growth in Europe: Is the Euro Beneficial for All Countries?, Journal of Economic Integration, 31 (2), 414-471

IBRAHIM, B., KALAITZOGLOU, I. (2016) . Why do carbon prices and price volatility change?, Journal of Banking and Finance, 63 76–94

2015

KALAITZOGLOU, I., IBRAHIM, B. (2015) . Liquidity and Resolution of Uncertainty in the European Carbon Futures Market, International Review of Financial Analysis, 37 89-102

2013

KALAITZOGLOU, I., IBRAHIM, B. (2013) . Does order flow in the European Carbon Futures Market reveal information?, Journal of Financial Markets, 16 (3), 604-635

KALAITZOGLOU, I., IBRAHIM, B. (2013) . Trading patterns in the European carbon market: The role of trading intensity and OTC transactions, Quarterly Review of Economics and Finance, 53 (4), 402-416

ZOPOUNIDIS, C., BENKRAIEM, R., KALAITZOGLOU, I. (2021). Financial Risk Management and Modeling. Springer.

KALAITZOGLOU, I. (2021). From Calendar to Economic Time. Deciphering the Arrival of Events in Irregularly Spaced Time. Financial Risk Management and Modeling. Springer.

GALARIOTIS, E., TSELIKA, M., KALAITZOGLOU, I. (2021). Why the Empirical Models of Herding Disagree: The Aggregate Effect of Microlevel Herding and the Importance of the Investor Type on Market Wide Herding. 37th International Conference of the French Finance Association. Audencia Business School., Nantes.

GALARIOTIS, E., TSELIKA, M., KALAITZOGLOU, I. (2021). Why the Empirical Models of Herding Disagree: The Aggregate Effect of Microlevel Herding and the Importance of the Investor Type on Market Wide Herding. 10th International Conference of the Financial Engineering and Banking Society. LUMEN Laboratory, IAE Lille University School of Management, France.

GALARIOTIS, E., IOANNIDIS, F., ANDRIOSOPOULOS, K., KALAITZOGLOU, I., KOSMIDOU, K. (2020). Investing in Bridging Fuels: the Unit Commitment Problem of Public vs Private Ventures. 2020 International Conference on Business & Economics, Hellenic Open University, Athens.

GALARIOTIS, E., IOANNIDIS, F., ANDRIOSOPOULOS, K., KALAITZOGLOU, I., KOSMIDOU, K. (2020). INVESTING IN BRIDGING FUELS: THE UNIT COMMITMENT PROBLEM OF PUBLIC VS PRIVATE VENTURES. 37th International Conference of the French Finance Association (AFFI), Nantes, France.

KALAITZOGLOU, I., NGUYEN, H., IBRAHIM, B. (2019). Do implied trading strategies of UK directors reveal information?. In American Finace Association (Ed.), AFA conference.

GALARIOTIS, E., ZOPOUNIDIS, C., KALAITZOGLOU, I., NIKLEWSKI , J. (2018). Optimal Level of State Ownership in Banks. Prevention measure vs emergency action. Evidence from the new millennia., 35th French Finance Association International conference.

KALAITZOGLOU, I., IBRAHIM, B. (2018). Optimal Market Conditions for Order Type Selection. In Lancaster University (Ed.), Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivative Markets Conference.

KALAITZOGLOU, I., NGUYEN, H., IBRAHMI, B. (2018). Do implied trading strategies of UK directors reveal information?. In ABF Conference (Ed.), Australasian Banking and Finance Conference.

KALAITZOGLOU, I., NGUYEN, H., IBRAHIM, B. (2018). The impacts of UK insiders’ transactions on stock price and non-price characteristics.. In IFABS (Ed.), IFABS International Conference.

KALAITZOGLOU, I., NGUYEN, H., IBRAHIM, B. (2018). Do implied trading strategies of UK directors reveal information?. In FEBS (Ed.), FEBS International Conference.

KALAITZOGLOU, I., NGUYEN, H., IBRAHIM, B. (2018). The impacts of UK insiders’ transactions on stock price and non-price characteristics – the role of pre-trade transparency requirement.. In 3rd Panorisk Internaional Conference (Ed.), 3rd Panorisk Conference. PANORisk Conference.

KALAITZOGLOU, I. (2018). The impacts of UK insiders’ transactions on stock price and non-price characteristics.., 2018 International Conference of IFABS.

KALAITZOGLOU, I. (2018). The impacts of UK insiders’ transactions on stock price and non-price characteristics., 8th Interenational Conference of FEBS.

KALAITZOGLOU, I. (2018). Optimal Market Conditions for Order Type Selection., 8th International conference of FEBS.

KALAITZOGLOU, I. (2018). Crowdedness and Over-reaction in the European Carbon Mraket., 3rd International Conference of HAEE.

ANDRIOSOPOULOS, K., GALARIOTIS, E., KALAITZOGLOU, I. (2017). Could Market Making be Profitable in The European Carbon Market?.

GALARIOTIS, E., ZOPOUNIDIS, C., KALAITZOGLOU, I., NIKLEWSKI, J. (2016). Optimal level of state ownership in the financial sector., 6th International Conference of the Financial Engineering and Banking Society (FEBS).

KALAITZOGLOU, I., & IBRAHIM, B. M. (2015). Why Do Security Prices and Price Volatility Change? An Analysis of the European Carbon Futures Market., Seminar Series Macquarie University, School of Management.

KALAITZOGLOU, I., & IBRAHIM, B. M. (2015). Liquidity and Resolution of Uncertainty in the European Carbon Futures Market., 5th International Conference of the Financial Engineering and Banking Society (FEBS).

KALAITZOGLOU, I., & IBRAHIM, B. M. (2015). Liquidity and Resolution of Uncertainty in the European Carbon Futures Market., Seminar Series, Coventry University, Business School.

GALARIOTIS, E., ZOPOUNIDIS, C., KALAITZOGLOU, I., NIKLEWSKI, J. (2015). Optimal level of state ownership in the financial sector., 5th International Conference of the Financial Engineering and Banking Society (FEBS).

KALAITZOGLOU, I., & IBRAHIM, B. M. (2015). Why Do Security Prices and Price Volatility Change? An Analysis of the European Carbon Futures Market., Research Seminar Series Heriot Watt University, School of Management and Languages.

KALAITZOGLOU, I., & DURGHEU, B. (2014). Economic and Financial Growth in Europe Is Euro Beneficial for all Countries?., EFMA (European Financial Management Association) Annual Meeting 2014.

KALAITZOGLOU, I., & IBRAHIM, B. M. (2014). Measuring Temporal Dependence of Order Flow and Intraday Uncertainty Resolution in the European Carbon Futures Market., 5th International Ioannina Meeting on Applied Economics and Finance (IMAEF).

GALARIOTIS, E., KALAITZOGLOU, I., & NICKLEWSKI, J. (2014). State Ownership in the Financial Sector. When does it work better as a prevention measure or as an emergency action? Evidence from the new millennia., 31st International conference of the French Finance Association (AFFI).

KALAITZOGLOU, I., & IBRAHIM, B. M. (2014). Why Do Security Prices and Price Volatility Change? An Analysis of the European Carbon Futures Market., 16th International Conference on Computer Networks and Systems Security (ICCNSS).

KALAITZOGLOU, I., & IBRAHIM, B. M. (2013). Autoregressive Conditional Weighted Duration: Measuring Temporal Dependence of Order Flow in the European Carbon Futures Market., 51st EWGFM Meeting.

KALAITZOGLOU, I., & DURGHEU, B. (2013). Economic and Financial Growth in Europe. Is Euro Beneficial for all Countries?., International Conference on the Global Financial Crisis.

KALAITZOGLOU, I., PAN, H., & NIKLEWSKI, J. (2013). Should Companies Increase Size or Improve their CSR Profile in order to Improve their Performance? Evidence from UK listed Firms., 20th Annual Conference of the Multinational Finance Society.

GALARIOTIS, E., ZOPOUNIDIS, C., KALAITZOGLOU, I., & NIKLEWSKI, J. (2013). State Ownership in the Financial Sector. Does it work better as a prevention measure or as disciplinary action? Evidence from the new millennia., 3rd International conference of the Financial Engineering and Banking Society (FEBS).

KALAITZOGLOU, I., & IBRAHIM, B. M. (2013). Trading Patterns in the European Carbon Market: The Role of Trading Intensity and OTC Transactions., 49th BAFA Annual Conference (British Accounting & Finance Association).

Articles

KALAITZOGLOU, I. (2021). Corporations must prepare for a greener energy mix. The transition starts now.. dialogue (november).

KALAITZOGLOU, I. (2020). [EXPERT AUDENCIA] La responsabilité sociale du carbone. Monde des Grandes Ecoles et Universités.

KALAITZOGLOU, I. (2019). Коммунизм плюс электрификация автопрома Китай начинает новый этап развития рынка электромобилей Communism and the electrification of the automotive industry China starts a new stage of development in the electric vehicle market. Kommersant (Russia).

KALAITZOGLOU, I. (2019, December). Understanding thedrivers and challengesof sustainable business. Ambition, 2019 December 9 (9), pp. 22-25.

KALAITZOGLOU, I. (2018). Le prix du pétrole devrait baisser. Presse Ocean.

KALAITZOGLOU, I. (2018). Американские регуляторы держат криптовалюту с предисловием. Kommersant (Russia).

KALAITZOGLOU, I. (2018). Made in space’: tangible reality or daydreaming?. The Conversation.

KALAITZOGLOU, I. (2018). Made in Space”: Tangible Reality or Daydreaming?. Minutehack.com.

KALAITZOGLOU, I. (2018). Le bitcoin n'a plus d'avenir, la blockchain si. Les echos.fr.

KALAITZOGLOU, I. (2018). Bitcoin: a currency-to-be or mere speculation?. Global Banking and Finance Review.

KALAITZOGLOU, I. (2018). Bitcoin: a currency-to-be or mere speculation?. APAC Newswire.

KALAITZOGLOU, I. (2017). Is there a future for coal?. Minutehack.com.

KALAITZOGLOU, I. (2017). Rosatom and the new nuclear energy deals. Kommersant (Russia).

KALAITZOGLOU, I. (2017). CSR: A way forward or a fudge. Minutehack.com.

KALAITZOGLOU, I. (2016). Trading de l'énergie et des matières premières : un marché qui prédit l'avenir. Journal des Grandes Ecoles et Universités.

KALAITZOGLOU, I. (2016). Pressure on Coal. International Finance.

Broadcasts

KALAITZOGLOU, I. (2019). Corporate Social Responsibility. How much is enough?. Chaine Youtube Audencia.

Scientific activities

Reviewer for an academic journal

Journal of Statistical Science and Application (2018) , 01/09/2018

Journal of Banking and Finance (2015)

Journal of Financial Markets (2015)

Financial Review (2015)

Economic Modelling (2015)

Quarterly Review of Economics and Finance (2015)

Energy Economics (2015)

Computers and Operations Research (2015)

International Review of Economics and Finance (2015)

Review of Economics and Finance (2015)

Guest Editor of an academic journal

Journal of Multinational Financial Management , 01/09/2015

Member of the editorial board of an academic journal

Journal of Contemporary Management (2018) , 01/09/2018

Awards and Honors

  • Allocations de thèses cofinancées 2020 , 2021
  • Aquaspice , 2021
  • AFA Travel Grant , 2019
  • Outstanding Contribution in Reviewing - North American Journal of Economics and Finance , 2018
  • Most cited paper in Journal of Financial Markets , 2014
  • PhD scholarship , 2008-2011

Doctoral supervision

Thesis director

L. PATAILLOT : Danse to the beat of the market
,

Thesis co-director

- 2019, CongWei WANG : Innovation of financing modes during developments of new energy projects (photovoltaic ground power stations’
Western Business School, China (PRC)

Since 2018, Athanasios Stamoulis : Climate change and Energy Transition in European Union
Aristoteleion University of Thessaloniki, Greece

Since 2017, Hai Dang NGO : Intraday/Instantaneous risk measures
Audencia Business School, France

Since 2016, Hoang Thi My Nguyen : Management Ownership and Intraday Information Resolution
University of Heriot-Watt, Great Britain

Since 2016, Nana Agyei : Liquidity in the EU ETS
University of Heriot-Watt, Great Britain

2013 - 2020, Maria Tselika : Behavioral Economics, Finance & Financial Vulnerability
Université de Nantes, France

Thesis Jury Member

- 2017, Zeyang Zhou : The Impact of Market Conditions, Global Market Liquidity and High Frequency Trading on the Price Effects of Trades in Future Markets
,

Tom Steffen : Three essays on benchmarks, derivatives, and OTC markets
University of Edinburgh, Great Britain