Research interests: Commodities, Empirical asset pricing, Financial Derivatives, Portfolio Management.
George Skiadopoulos is Professor of Finance in the School of Economics and Finance at Queen Mary University of London.
He is also a Professor of Finance at the Department of Banking and Financial Management of the University of Piraeus and co-Founder and Director of the Institute of Finance and Financial Regulation (IFFR), and an Honorary Senior Visiting Fellow at Cass Business School.
His research interests and professional expertise lie in the fields of asset pricing, commodities, financial derivatives, risk management and portfolio management. He has published in leading academic journals, including Management Science, Journal of Financial and Quantitative Analysis, Journal of Business and Economic Statistics, Journal of Banking and Finance, and the Journal of Financial Markets.
He is a speaker in international conferences and seminars for academics and practitioners, and he provides executive training courses. He has been acting as a consultant to a number of financial institutions. He has also worked as a Research Fellow at the Financial Options Research Centre at Warwick Business School, and at the R&D Group of the Athens Derivatives Exchange.
Professor Skiadopoulos serves in the editorial boards of the Journal of Banking and Finance, Journal of Business Finance and Accounting, Journal of Commodity Markets, Journal of Derivatives and Multinational Finance Journal. He has also served in the Academic Advisory Board of the Professional Risk Managers International Association (PRMIA).
He has been awarded research grants by institutions such as the Chicago Mercantile Exchange, the J.P. Morgan Research Centre in Commodities at University of Denver Colorado, the Athens Derivatives Exchange, and the Portuguese Foundation for Science and Technology. His work has been featured in CFA, Citigroup, and Global Commodities Applied Research Digest Volumes, Economonitor, CFO Magazine, Forbes, Kathimerini, Market Watch, Seeking Alpha, The Verdict, and the Wall Street Journal. His publication on the diversification benefits of investments in commodites (with C. Daskalaki, 2011) was in the Top 25 most cited papers in the Journal of Banking and Finance for January 2010 – April 2015. His paper on measuring the impact of market frictions on stock returns (with K.. Hiraki) received the 2018 best paper award from the German Finance Association and was included in the list of papers with Impactful Research using WRDS .
Professor Skiadopoulos holds a Ph.D. in Finance from the University of Warwick, an M.Sc. in Mathematical Economics and Econometrics from the London School of Economics, and a Ptychion (ranked first in his graduating class) in Economics from the Athens University of Economics and Business.
Teaching: Advanced Topics in Financial Economics, Part I (MRes in Economics, MRes in Finance), Quantitative Techniques (MSc. Investment and Finance)
Indicative publications since 2011:
- Kapetanios G., Konstantinidi E., Neumann M., Skiadopoulos G. (2019) "Jumps in Option Prices and their Determinants: Real-Time Evidence from the E-mini S&P 500 Option Market", Journal of Financial Markets (forthcoming).
- Lambrinoudakis C., Skiadopoulos G., Gkionis K. (2019) "Capital structure and financial flexibility: Expectations of future shocks", Journal of Banking and Finance
- Bernales A., Cortazar G., Salamunic L., Skiadopoulos G. (2018) "Learning and Index Option Returns", Journal of Business and Economic Statistics
- Faccini R., Konstantinidi E., Skiadopoulos G., Sarantopoulou S. (2018) "A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion", Management Science (forthcoming).
- Daskalaki C., Skiadopoulos G., Topaloglou N. (2017) "Do Commodities provide Diversification Benefits? A Stochastic Dominance Efficiency Approach", Journal of Empirical Finance, 44, 250-269.
- Daskalaki C., Kostakis A., Skiadopoulos G. (2014) "Are there Common Factors in Commodity Futures Returns?", Journal of Banking and Finance, 40, 346-363.
- Neumann M., Skiadopoulos G. (2013) "Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options", Journal of Financial and Quantitative Analysis, 48, 947-977.
- Kostakis A., Panigirtzoglou N., Skiadopoulos G. (2011) "Market Timing with Option-Implied Distributions: A Forward-Looking Approach", Management Science 57, 1231-1249.
Current PhD students at the School of Economics and Finance, Queen Mary University of London
- Ali Ebadi, Commencement Date: September 2018
- Kazuhiro Hiraki, Commencement Date: October 2016
- Konstantinos Gkionis, Commencement Date: October 2015
- Part of the team of experts who have been appointed to advise the Hellenic Capital Market Commission (HMCM) Innovation Hub on Financial Technology. The hub is founded in line with the Directives of the European Commission and The European Securities and Markets Authority (ESMA), the European Banking Authority (EBA), and the European Insurance and Occupational Pensions Authority (EIOPA). The role of the team is to consult HCMC on issues related to FinTech in the Greek stock and bond markets.
- Member of the Academic Advisory Council of the Professional Risk Managers International Association (PRMIA) for the period 2008-2009.
- Media coverage by Forbes, Market Watch, Seeking Alpha, and the Wall Street Journal.
- Our work has been cited by a number of professional bodies and outlets including the Chicago Board Options Exchange, CFA Digest, Citigroup Academic Research Digest, Robeco Investment Management
- Our research on asset pricing models for commodities is cited in policy reports published by the European Parliament regarding the regulation of agricultural commodity derivatives (2014 Directorate General for Internal Policies report, title: Financial instruments and legal frameworks of derivatives markets in EU agriculture)