Education
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Professor Gregoriou is a world leading researcher in the fields of stock market liquidity, cryptocurrencies and financial stability. He has published over 100 research papers in internationally recognized academic journals, raised significant amount of research income, and supervised numerous PhD students to completion. A world leading authority in finance, he has held senior academic positions at Brunel University, University of East Anglia, Bournemouth University, Hull University and the University of Brighton. He is currently a Professor of Finance and Head of Research at Liverpool Business School. A regular consultant for Central Banks, Financial Regulators, Investment Banks and Hedge Funds, he recently provided written evidence to UK parliament concerning the financial regulation of digital currencies.
https://committees.parliament.uk/writtenevidence/111659/pdf/
His research on liquidity (Florackis, Gregoriou and Kostakis, 2011), peak end theory (Gregoriou, Healy and Le, 2019) and digital currencies (Gregoriou, 2019, Zhang and Gregoriou, 2020 and 2021) form the basis for the ratings model.
Florackis, C., Gregoriou, A. and Kostakis, A., 2011. Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio. Journal of Banking & Finance, 35(12), pp.3335-3350. https://www.sciencedirect.com/science/article/pii/S0378426611001750?casa_token=EodbqBjE3bcAAAAA:Ydv32OcWEKHUlJhNJW35pDDnqtrJ4I3zp5ud8SNxU7TJu9mZEDBMqH2QpHLrMnY4oY_rI06JR_s
Gregoriou, A., Healy, J.V. and Le, H., 2019. Prospect theory and stock returns: A seven factor pricing model. Journal of Business Research, 101, pp.315-322. https://www.sciencedirect.com/science/article/pii/S0148296319302917?casa_token=OrSgoL1F3A0AAAAA:GIR9dW2wI68C8n4nCvLJ0mDSDOqTtwjIgqUJDsnM8psStKjVOYZULarEVBSmqvh0jGPEpTjsyeY
Gregoriou, A., 2019. Cryptocurrencies and asset pricing. Applied Economics Letters, 26(12), pp.995-998. https://www.tandfonline.com/doi/full/10.1080/13504851.2018.1527439?casa_token=IMn8hl7TIhUAAAAA%3A8eTfqFPOiQAKUm5XWuIurJSGKpXeuJ35mmCra_lZyVgLjSRCaffaQMbzT0KzkjP9Q36yE6NNvZH_cg
Dimitriadou, A. and Gregoriou, A., 2023. Predicting Bitcoin Prices Using Machine Learning. Entropy, 25(5), p.777. https://www.mdpi.com/1099-4300/25/5/777
Zhang, S. and Gregoriou, A., 2020. The price and liquidity impact of China forbidding initial coin offerings on the cryptocurrency market. Applied Economics Letters, 27(20), pp.1695-1698. https://www.tandfonline.com/doi/full/10.1080/13504851.2020.1713979?casa_token=Vl8n7D_K7zkAAAAA%3ApsNKKyi4Wa46-N4JVnld0dUrJeVy9jdwmiMNb6_7FBexHz5iew9aiUyTfKAQqi7PrY-ZbEDrQv2IbQ
Zhang, S. and Gregoriou, A., 2021. Cryptocurrencies in portfolios: return–liquidity trade-off around China forbidding initial coin offerings. Applied Economics Letters, 28(12), pp.1036-1040. https://www.tandfonline.com/doi/full/10.1080/13504851.2020.1796908?casa_token=zH0X9QAwMQ4AAAAA%3AHhCCO-nq8gYbpvIZHJ0CatqHGXcvFaIEK99LHSN7chQ1HvdauSJTn-NSNVrB8a3KfpjQtGDpUJ0oFQ
Trading Frequency and Asset Pricing: Evidence from a New Price Impact Ratio; Florakis, Gregoriou, Kostakis Presented to Bank of England on 6th May 2010 Bank of England presentation
Professor Andros Gregoriou: Inaugural Lecture: A new method of modelling liquidity in light of the financial crisis https://www.youtube.com/watch?v=R22eJYpEJe0
Centre for Science and Public Policy, at the University of Cambridge. Professor Gregoriou represents expertise in digital currencies https://www.csap.cam.ac.uk/network/andros-gregoriou/
Climate Change Exposure and Corporate Financial Policy: International Evidence https://www.coventry.ac.uk/research/about-us/research-events/2023/climate-change-exposure-and-corporate-financial-policy-international-evidence/
Insider trading, gender diversity within the board room, CEO pay gap, and stock price crash risk
Authors: Viet Phuong Le, Ann-Ngoc Nguyen, Andros Gregoriou
https://onlinelibrary.wiley.com/doi/full/10.1002/ijfe.2731
How do you capture liquidity? A review of the literature on low-frequency stock liquidity https://onlinelibrary.wiley.com/doi/epdf/10.1111/joes.12385