Dr Arzé Karam, BA, MBA, MSc, PhD
Arzé holds a Ph.D. in Finance from the University of Paris X, and MSc in Finance from University of Toulouse 1 in France. Her primary research interests are in Market Microstructure, Asset Pricing and span a wide range of topics including market transparency, high-frequency trading, market liquidity and systemic risks. She also conducts research in experimental economics. Her current research is focused on the role of Fintech innovation in financial markets, and the ongoing market disruptions in major electronic markets.
- Economics & Finance Department
- Experimental Methods in Business Research
- Quantitative Research in Financial Economics
- Market Microstructure
- Experimental Economics
- Machine Learning
- Asset Pricing
- Information and Financial Markets
- 1: Karam, A. (2020). Dealers' incentives to reveal their names. The Financial Review
- 2: Karam, A. (2018). The effects of intraday news flow on Dealers' Quotations, Market Liquidity, and Volatility. International Journal of Finance & Economics 23(4): 492-503.
- 3: Bogoev, D. & Karam, A. (2017). Detection of algorithmic trading. Physica A: Statistical Mechanics and its Applications 484: 168-181.
- 4: Cox, C.A., Karam, A. & Murphy, R.J. (2017). Social preferences and cooperation in simple social dilemma games. Journal of Behavioral and Experimental Economics 69: 1-3.
- 5: Karam, A. (2017). The effects of intraday news flow on market liquidity, price volatility and trading activity. Economics Bulletin 37(4): 2354-2363.
- Karam, A. & Bogoev, D. (2021). High-frequency trading and liquidity crisis.
- Karam, A. (2021). Market reliability measures and illiquidity.
- Cox, C. Karam, A. & Pelster, M. (2021). Two-period duopolies with forward markets, Revise & Resubmit, Review of Industrial Organization.