Dr Olga Kolokolova

Senior Lecturer in Finance

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Publications

  1. 2021
  2. Accepted/In press

    Is the index efficient? A worldwide tour with stochastic dominance

    Kolokolova, O., Le Courtois, O. & Xu, X., 22 Jun 2021, (Accepted/In press) In: Journal of Financial Markets.

    Research output: Contribution to journalArticlepeer-review

  3. 2019
  4. Published

    Do Hedge Funds Shape Merger Payment?

    Gao, N., Kolokolova, O. & Mattes, A., 2019, SSRN, 53 p.

    Research output: Working paper

  5. Published

    Institutional Investors and Market Anomalies: Cui Bono?

    Cui, X., Kolokolova, O. & Wang, G., 2019, Social Science Research Network, p. 1-41, 42 p.

    Research output: Working paper

  6. Published

    Slow- and Fast-Moving Information Content of CDS Spreads: New Endogenous Systematic Factors

    Lin, M-T., Kolokolova, O. & Poon, S-H., 2019, In: European Journal of Finance.

    Research output: Contribution to journalArticlepeer-review

  7. 2018
  8. Published

    A time to scatter stones, and a time to gather them: the annual cycle in hedge fund risk taking

    Kolokolova, O. & Mattes, A., 2018, In: The Financial Review (Statesboro). 53, 4

    Research output: Contribution to journalArticlepeer-review

  9. Published

    Rating-based CDS curves

    Kolokolova, O., Lin, M. & Poon, S., 2018, In: The European Journal of Finance. p. 1-35

    Research output: Contribution to journalArticlepeer-review

  10. Published

    Too Big to Ignore? Hedge Fund Flows and Bond Yields

    Kolokolova, O., Lin, M-T. & Poon, S-H., 2018, In: Journal of Banking and Finance. JBF5271 .

    Research output: Contribution to journalArticlepeer-review

  11. 2017
  12. Published

    Too big to care, too small to matter: macrofinancial policy and bank liquidity creation

    Bowe, M., Kolokolova, O. & Michalski, M., 2017, • Bank of England Conference on "Financial Services Indices, Liquidity and Economic Activity" London, UK (May 2017) •INFINITI annual conference, Valencia, Spain (June 2017). • F.E.B.S 7th annual conference, Glasgow, UK (June. 2017). • I.F.A.B.S annual conference, Oxford, UK (July 2017)..

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

  13. 2016
  14. Published

    Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function

    Bowe, M., Kolokolova, O. & Michalski, M., 2016, • BIS Irving Fisher Committee Workshop on "Combining micro and macro statistical data for the financial stability analysis", co-organised with the Central Bank of Poland in Warsaw, (December 2015) •F.E.B.S. annual conference, Malaga, Spain (June 2016). • Money, Macro and Finance Group, 48th annual conference, Bath, UK (Sept. 2016). • Southern Finance Association annual conference, San Destin, Florida, USA (November 2016), accepted.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

  15. 2015
  16. Published
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