معرفی
Dr Kyriacos Kyriacou serves as a Senior Lecturer and Associate Dean within the Department of Accountancy and Finance at Brunel University London, where he has been employed since 1995. He completed his PhD on a part-time basis in 2002 focusing on derivatives and spot markets, while teaching undergraduate and postgraduate finance modules throughout his tenure.
His educational background includes:
- BSc (Hons) in Economics
- MSc in Finance
- PhD in Derivatives and Spot Markets (2002)
Dr Kyriacou's research program centers on insider trading dynamics across UK and Chinese markets, examining how corporate insiders' stock and option transactions reveal private information. His recent work pioneers cultural finance investigations, specifically analyzing how bribery and corruption influence corporate financial decision-making. This research bridges theoretical finance with real-world governance issues, contributing to regulatory frameworks and market integrity studies through empirical analysis of transaction data and cross-cultural comparisons.
Analysis of his 2019-2024 publications reveals a consistent focus on insider trading's relationship with market volatility and corruption, with increasing emphasis on Chinese market contexts. His work demonstrates methodological sophistication through time-series analysis and cross-cultural comparisons, while the 2024 hypertension study indicates expanding interdisciplinary collaboration in occupational health research.
He has successfully supervised four PhD candidates to completion: Shadi Al-Hammoud (Asymmetric Information and Financing Policy), Basel Nassar (Insider Trading and Financial Analysis), Clarisse Wuttidma (Insider Trading and Stock Market Volatility), and Dongxiao Zhang (The Impact of Relationship Spending on Chinese Firms). As an editorial board member of the Journal of Financial Innovation, he contributes to academic discourse in financial technology and market evolution.
Dr Kyriacou is affiliated with Brunel's Centre for Economic Forecasting (CEF) research group, which provides critical infrastructure for his work on market volatility modeling and insider trading analysis through access to financial databases and interdisciplinary collaboration opportunities.
