معرفی
Dr. Alfonso Dufour serves as Associate Professor of Finance at the ICMA Centre, part of Henley Business School at the University of Reading. He also holds the position of Programme Co-Director for the MSc Finance and Financial Technology (FinTech) program, demonstrating his leadership in both academic research and curriculum development within financial markets education.
His educational background includes a Laurea in Economia e Commercio (cum laude) from the University of Venice, Italy, followed by an MA and PhD in Economics from the University of California, San Diego. This strong theoretical foundation has supported his extensive research career focused on empirical financial markets analysis.
Dufour's research centers on financial econometrics, market microstructure, and financial regulation. His work spans forecasting models for transaction prices, measures of market liquidity, and comparative analysis of alternative market structures. Recent research focuses on market fragmentation effects on European markets, bond market dynamics, and the growing intersection of climate awareness with financial markets. His publications reveal a consistent pattern of sophisticated quantitative analysis applied to real-world market phenomena, often collaborating with leading researchers at the ICMA Centre.
His scholarly contributions have been recognized with a shortlisting for the Smith-Breedon best paper prize in the Journal of Finance (2001) for his work 'Time and the price impact of a trade' co-authored with Nobel laureate Robert F. Engle. This early recognition signaled the importance of his contributions to understanding price formation mechanisms in financial markets.
In addition to his research, Dufour plays a significant role in academic instruction as Course Convenor for Derivative Securities – Pricing and Trading on the BSc programme and Trading and Exchanges on the MSc programme. His teaching directly connects his research expertise in market microstructure with practical financial applications for students pursuing careers in finance.
