Dr Konstantina Kappou

Visiting Lecturer in Finance

E: k.kappou@icmacentre.ac.uk

Biography 

Konstantina is currently a consultant in the area of commodities and a visiting lecturer at the ICMA Centre. She has worked for Credit Suisse in London (2005-2009), where she served as an option flow trader for the equity derivatives team and then as a commodity derivatives marketer for the Credit Suisse/Glencore Alliance team. She has been a qualified trader for most European cash and derivatives exchanges including EUREX, Spanish Exchange and Xetra.

She holds a PhD in Finance and an MSc in International Securities Investment and Banking from the ICMA Centre as well as a BSc in Banking and Financial Management from the University of Piraeus, Greece. Her research, which has been presented in various international conferences, is focused on the effects of index tracking on capital markets.

Publications

Konstantina Kappou, Chris Brooks and Charles W.R. Ward (2010). The S&P 500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume. Journal of Banking and Finance, Volume 34, Issue 1, p. 116-126

Konstantina Kappou, Chris Brooks and Charles W.R. Ward (2008). A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's gold seal. Research in International Business and Finance, Volume 22, Issue 3, p. 325-350