Dr Arben Kita PhD, MSc, BSc

Lecturer in Finance, Director of MSc Finance

Arben Kita has been a Lecturer in Finance at Southampton Business School since 2014. Prior to joining the University of Southampton, Arben lectured in the Department of Economics, Econometrics and Finance, at the University of Groningen in the Netherlands.

Arben has a PhD in Finance from University of Bangor, MSc from Bocconi University and BSc from University of Bologna.

Research

Responsibilities

Publications

Teaching

Contact

Research interests

Arben’s research focuses on empirical asset pricing, empirical analysis of fixed income and derivative pricing models, behavioural asset pricing, and market microstructure.

Research group

Centre for Computational Finance and Business Analytics (CCFBA)

Arben is currently teaching:

MANG6296 Advanced Corporate Finance (Postgraduate Level)

MANG6298 Management of Financial Risk (Postgraduate Level)

Sort via:TypeorYear

Articles

Kita, A., & Tortorice, D. L. (2021). Arbitrage in international sovereign debt markets? Evidence from the inflation protected securities of six countries. Journal of Money, Credit & Banking, 53(6), 1417-1448. https://doi.org/10.1111/jmcb.12849
Kita, A., & Tortorice, D. L. (2021). Same firm, two volatilities: how variance risk is priced in credit and equity markets. Journal of Corporate Finance, 69, [101885]. https://doi.org/10.1016/j.jcorpfin.2021.101885
Goddard, J., Kita, A., & Wang, Q. (2015). Investor attention and FX market volatility. Journal of International Financial Markets, Institutions and Money, 38, 79-96. https://doi.org/10.1016/j.intfin.2015.05.001
ap Gwilym, O., Kita, A., & Wang, Q. (2014). Speculate against speculative demand. International Review of Financial Analysis, 34, 212-221. https://doi.org/10.1016/j.irfa.2014.03.001

Working Papers

Kita, A. (2021). Machine learning predictions of credit and equity risk premia. https://doi.org/10.2139/ssrn.3800205
Kita, A. (2020). Extrapolation and cognitive dissonance in the market for credit risk.

MANG6296 Advanced Corporate Finance (Postgraduate Level)
MANG6298 Management of Financial Risk (Postgraduate Level)

Dr Arben Kita
Southampton Business School, University of Southampton, Highfield, Southampton SO17 1BJ, UK

Room Number : 2/4051

Share this profile Share this on Facebook Share this on Twitter Share this on Weibo

Privacy Settings