Olga Kolokolova

Olga Kolokolova

Prof.

Personal profile

Other research

Organizer of a Hedge Fund conference

The Role of Hedge Funds and other Collective Investment Funds in the Modern World

 

Working papers

Enhancing betting-against-beta with stochastic dominance, with Xia Xu, 2022.

 

Advisor-hedge fund connections and their role in M&A, with Michael Bowe and Lijie Yu, 2022.

 

On the other side of hedge fund equity trades, with Xinyu Cui and George Wang, 2021.

 

Price Convergence between Credit Default Swap and Put Option: New Evidence, with Ka Kei Chan, Ming-Tsung Lin and Ser-Huang Poon, 2020.

 

Born after the Volcker Rule: regulatory change, managerial remuneration and hedge fund performance, with Michael Bowe and Lijie Yu, 2021.

The Volcker Rule and the hedge fund liquidity circle, with Michael Bowe and Lijie Yu, 2021.

Do hedge funds still manipulate stock prices? with Xinyu Cui, 2021.

Do hedge fund managers work harder under pressure? A Unique View From Hedge Fund Flow-Related Trading, with Xinyu Cui, 2019

Too Big to Care, Too Small to Matter: Macrofinancial Policy and Bank Liquidity Creation, with Michael Bowe and Marcin Jerzy Michalski, 2019

Systemic Risk, Interbank Market Contagion, and the Lender of Last Resort Function with Michael Bowe and Marcin Jerzy Michalski, 2018.

Does Hedge Fund Short-Termism Shape Merger Payment? with Ning Gao and Achim Mattes, 2018.

Bank Regulatory Reforms and Institutional Equity Holdings with Michael Bowe and Marcin Jerzy Michalski, 2018.

The working papers can be downloaded from the SSRN here

Teaching

Taught Courses

  • Bank Management
  • Credit Risk Management
  • Financial Engineering
  • Hedge Funds
  • Investment and Finance
  • Matlab for Finance
  • Seminars:
  1. Hedge Funds
  2. Investment Advisors
  3. Systemic Risk
  4. Credit Risk

Biography

Olga Kolokolova is a Professor of Quantitative Finance at the Alliance Manchester Business School. Her research interests lie primarily in the area of empirical hedge fund analysis, credit risk, and the impact of regulations on financial markets. She published in Management Science, Journal of Financial and Quantitative Analysis, Review of Finance, and Journal of Banking and Finance, among others. She teaches various courses, including Credit Risk Management, Financial Engineering, and Hedge Funds. Olga graduated from the Russian Plekhanov Academy of Economics with the MSc degree in Mathematical Methods in Economics. She obtained her Ph.D degree in Quantitative Methods in Economics and Finance from the University of Konstanz (Germany). She was a visiting researcher at the Imperial College Business School (London) before joining the Alliance Manchester Business School in October 2010. She has held visiting positions at the University of Konstanz (Germany), and the University of Malta.

Research interests

Alternative Investments, Hedge funds, Credit risk management, CDS pricing, Systemic risk, Regulations

 

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 5 - Gender Equality

External positions

Visiting Professor, University of Malta

20172018

Visiting Professor, Univeristy of Matla

20162017

Areas of expertise

  • HG Finance
  • Hedge Funds
  • Risk management
  • CDS
  • Banking
  • Investments
  • Financial Econometrics

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