PhD Supervision

When a good quality thesis has been completed, it looks like a blooming flower:

(15 PhD students)

(1) Jinki Kim (Current Position: Gangwon Development Research Institute MOU): 1999-2003; University of York;

“Some applications of non-linear time series models in financial data”.

(Joint published papers: Journal of Empirical Finance, Econometrics Journal, Economics Letters, Oxford Bulletin of Economics and Statistics, Asia Pacific Financial Markets)

Back in the late 90’s I enjoyed the supervision of my first PhD student:


(2) Christian Conrad (Current Position: University of Heidelberg): 2002-2006; University of Mannheim (second supervisor);

“GARCH models with long memory and nonparametric specifications”    CConradThesis06.pdf

Previous Appointment: Post-Doc, ETH-Zürich

(Joint  published papers: Japan and the World Economy, Studies in Nonlinear Dynamics and Econometrics, Economics Letters(2), Journal of Empirical Finance, Econometric Theory, Journal of Time Series Analysis, Scottish Journal of Political Economy; Other papers: Journal of Money Credit and Banking, Journal of Financial Econometrics, Journal of Econometrics)

(3) Aris Kartsaklas (Current Position: Brunel University, London): 2004-2008; University of York;

“Long memory, structural breaks and the volatility-volume relationship”    AKartsaklasThesis08.pdf

Previous Appointment: Lecturer: Queen Mary University of London

(Joint published papers: Journal of Empirical Finance (2), Asia-Pacific Financial Markets, Journal of Financial Management)

(4) Ning Zeng (Current Position: Associate Professor, Macau University of Science and Technology): 2005-2009; Brunel University;

“The usefulness of econometric models with stochastic volatility and long memory: applications for macroeconomic and financial time series”    NZengThesis.pdf

Previous Appointment: College of Economics, Jinan University, China

(Joint published papers: Economics Letters (2), Journal of Empirical Finance)

(5) Bin Tan  [Current Position: Associate Professor, Southwest Jiaotong University] 2006-2010; Brunel University;

“Growth, financial development, market liquidity and risk”  BinTanThesis10.pdf

Previous Appointment: South Western University of Finance and Economics (SWUFE),Chen Du, China

(Joint published papers: Journal of Banking and Finance, Journal of Development Studies)

(6) Jihui Zhang: 2008-2013; Brunel University

(7) Stavroula Yfanti (Current Position:  Lecturer, Loughborough University, Business School), 2008-2014 (part time); Brunel University

“Non-linear time series models with applications to financial data”: YfantiThesis.pdf

Previous Appointments:  Lecturer, Lancaster University, Business School

National Bank of Greece , Research Division

(Joint published papers: Journal of Empirical Finance, International Review of Financial Analysis, Annals of Operations Research)

(8) Panagiotis Koutroumpis (Current Position: Visiting Lecturer, Queen Mary University of London) 2012-2015; Brunel University

“Research on Futures-Commodities, Macroeconomic volatility and Financial  Development”: KoutroumpisThesis.pdf

(Joint published papers: Geoforum, Journal of Empirical Finance, 2 chapters in books)

Here is Panagiotis during the first month of his PhD study:

(9) Zannis Margaronis: (Current Position: RZ Corporation Ltd, UK) 2011-2015 (part-time); Brunel University,

“The significance of mapping data sets when considering commodities time series and their use in algorithmically-traded portfolios”: MargaronisThesis.pdf

(Joint published papers: International Review of Financial Aanalysis, 1 chapter in book)

(10) Hayan Omran: (Current Position: Lecturer, Damascus University) 2010-2016; Brunel University,

“Examining the relationship between trading volume, market return volatility and U.S. aggregate mutual fund flow”

(11)    Maher Alliwa: (Current Position: Lecturer, Tishreen University, Syria), 2011-2016; Brunel University

(12)    Stavros Dafnos: (Current Position: Ministry of Education, Greece), 2011-2017 (part-time); Brunel University
Previous Appointment: Lecturer, University of Hertfordshire

(13) Souhaila Al Hesso: (Queen Mary University of London, Teaching Position) 2016-2020; Brunel University

I am currently supervise 2 PhD students:  

Jiaying Wu, 2019-present; Brunel University

Ekaterina Glebkina, 2019-present (part-time); Brunel University




The birth of a PhD thesis is very laborious and might take up to four years (or even more)



 Ph.D. Examination

(Details are available upon request)

(51 in total)

(51) Alexandros Botsis (supervisor: K. Mitra and I. Karavias), University of Birmingham, 2021

(50) Janeeta Maunthrooa (supervisor: J. Hunter and F. Menla-Ali), Brunel University London (I), 2020

(49) Muhammad Azam (supervisor: S. Rahman and B. Mase), Brunel University London (I), 2020

(48) Harshit Agarwal (supervisor: K. Vergos), University of Portsmouth, 2020

(47) Ki-Dok Park (supervisor: C. Martin), University of Bath, 2020

(46) Abril Rosen Escuivel (supervisor: N. Kellard and S. Price), University of Essex, 2020

(45) Amer Al-Bkhetan (supervisor: B. Atkinson), University of Central Lancashire, 2019

(44) Trung Le (supervisor: R. Markellos), University of East Anglia, 2019

(43) Marcus Cobb (supervisor: A. Carriero), Queen Mary, University of London, 2019

(42) Hui Zhi (supervisor: K. Vergos), University of Portsmouth, 2018

(41) Tixin Liao (superisors: J. Coakley and Neil Kellard), University of Essex, 2018

(40) Piotr Zegadlo (supervisors: Z. Psaradakis and R.Versteeg), Birkbeck College, University of London, 2018

(39) Huthaifa Alquaralleh (supervisor Alessandra Canepa), Brunel University London, (I), 2018

(38) Spyridoula Tzima (supervisor Jan Fidrmuc), Brunel University London, (I), 2018

(37) Christos Argyropoulos (supervisor Ekaterini Panopoulou), University of Kent, 2016

(36) Xiaoyu Li (supervisor James Davidson), University of Exeter, 2016

(35) Fawaz Khaled (supervisor Alessandra Canepa), Brunel University, Internal (I), 2016

(34) Hasiando Manik (supervisor Kaushik Mitra), University of Birmingham, 2016

(33) Thaana Ghalia (supervisor Jan Fidrmuc), Brunel University, (I), 2016

(32) Jinu Lee (supervisor George Kapetanios), Queen Mary, University of London, 2015

(31) Massimo Sbracia (supervisor Guglielmo Caporale), Brunel University, London,  (I), 2015:

Here is a photo of the four guys (the internal and external examiners, the chair and the student) during the viva:



(30) David Allen (supervisors Steve Satchell and Colin Lizieri), University of Cambridge, 2015

(29) Cheng Yang (supervisor Kate Phylaktis), CASS Business School, London, 2015

(28) Handy Tanuwijaya (Neil Kellard), University of Essex, 2014

(27) Sarah Mouabbi (supervisor Andrea Carriero), Queen Mary, University of London, 2014

(26) Mohaimen Mansur (supervisor Andrea Carriero), Queen Mary, University of London, 2013

(25) Agniezka Trzeciakiewicz (supervisor Aydin Ozkan), University of Hull, 2013

(24) Min-Ho Nam (supervisor Kaushik Mitra), University of St Andrews, 2013

(23) Yongden  Hu (supervisor Garry Phillips), Cardiff University, 2013

(22) Michele Marzano (supervisor Jerry Coakley), University of Essex, 2012

(21) Fotis Papailias (supervisor Richard Baillie), Queen Mary, University of London, 2012

(20) Ourania Dimitraki (supervisor: Guy Liu), Brunel University London, (I), 2012

(19) Norzalina Ahmad (supervisor Neil Kellard), University of Essex, 2012

(18) Ozge Kandemir  (supervisor Mustafa Caglayan), University of Sheffield, 2012

(17) Singh Chadha (supervisor Stephen Satchell), Birkbeck College, University of London, 2011

(16) Ahmad Saleh (supervisor Nauro Campos) Brunel University, London, (I), 2010

(15) Emmanuil Noikokyris (supervisor Georgios Chortareas), University of Essex, UK, 2010

(14) Zijian Yang (supervisor Sheri Markose), University of Essex, UK, 2010

(13) Hyunchul  Lee (supervisor Jerry Coakley), University of Essex, UK, 2010

(12) John Beirne (supervisor John Hunter), Brunel University, London (I) 2009

(11) Christina Verra (supervisor George Kapetanios), Queen Mary, University of London, 2009

(10) Jian Dollery (supervisor Jerry Coakley), University of Essex, UK, 2008

(9) Silvia Lui (supervisor: George Kapetanios), Queen Mary, University of London, 2007

(8) Muslimin Anwar (supervisor: Chris Martin), Brunel University, London (I), 2007

(7) Vikentia Provizionatou (supervisor: Sheri Markoze), University of Essex, UK, 2007

(6) Edmund Spungin (supervisor: Elias Tzavalis), Queen Mary, University of London, UK, 2007

(5) Christian Conrad (supervisors: E. Mammen and M. Karanasos), University of Mannheim, 2006

(4) Anders Erikson (supervisor Rolf Larsson), Uppsala University, Sweden, 2005

(3) Soyeon Lee (supervisor: James Davidson), Cardiff University, UK, 2005

(2) Benjamin Warner (supervisor: Professor Peter N. Smith), University of York, UK (I), 2003

(1) Steve Lawford (supervisor: Professor Karim Abadir), University of York, UK (I), 2001

After examining all these theses it is natural to feel exhausted:



Me as 2015 comes to an end

Koala_sleeping all the day

Me celebrating the arrival of 2016 (and of the next viva)

I advise all the PhD students to:


But if you are a PhD student and you are overstressed then I would advise you to

Sleep (Koala style) while others are…