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.
- 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. (2020). Covid-19 Market Crashes.
- Karam, A. (2020). Market reliability measures and liquidity crashes.
- Woroniuk, D., Karam, A. & Jamasb, T. (2019). European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, Working paper no. 1964.
- Cox, C. Karam, A. & Pelster, M. (2019). Two-period duopolies with forward markets, Revise & Resubmit, Review of Industrial Organization.