Dr Sharik Essa

• Qualifications

  BSc Economics, University of Nottingham

  MSc Finance & Economics, Warwick Business School, University of Warwick

  PhD, Royal Holloway, University of London

• Awards

  Royal Holloway School of Management Scholarship (£15,750 per academic year)

Modules Taught:

• Corporate Finance
• Introduction to Economics
• Financial Markets and Global Financial Centres
• Global Financial Crisis
• Capital Markets and Decisions Under Risk

• Research and publications

  Essa, M.S. and Giouvris, E., 2023. What is the effect of VIX and (un) expected illiquidity on sectoral herding in US REITs during (Non) Crises? Evidence from a Markov Switching Model (2014–2022). Journal of Behavioral Finance, pp.1-23. https://www.tandfonline.com/doi/full/10.1080/15427560.2023.2249155

  Essa, M.S. and Giouvris, E., 2023. Fama–French–Carhart factor-based premiums in the us REIT market: a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020. International Journal of Financial Studies, 11(1), p.12. https://www.mdpi.com/2227-7072/11/1/12

  Essa, M.S. and Giouvris, E., 2020. Oil price, oil price implied volatility (OVX) and illiquidity premiums in the US:(a) symmetry and the impact of macroeconomic factors. Journal of Risk and Financial Management, 13(4), p.70. https://www.mdpi.com/1911-8074/13/4/70

• Research degree supervision

  Asset Pricing
  
  Portfolio Theory and Investor Utility
  
  Liquidity
  
  Herding