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Research at the ICMA Centre

Part of the triple-accredited Henley Business School, the ICMA Centre is in the UK top 10% for internationally excellent and world-leading research, and top 10 for reach and significance of the impact of our research on business and policy (Research Excellence Framework exercise 2014).

We publish in leading journals, are members of key editorial boards, serve as advisors and act as evaluators of research.

The ICMA Centre provides research and consultancy services to financial institutions, corporates and government agencies. Recent research projects have included work on assessing shareholder value, regulatory and policy research, risk management and investment, insurance and operations management, the history of sovereign credit. Faculty work closely with our doctoral students who form an integral part of the research team.

Key research areas include:

  • Algorithmic Trading and Trade Execution Strategies
  • Alternative Investments
  • Asset Pricing
  • Behavioural Finance
  • Capital Structure
  • Corporate Finance and Governance
  • Empirical Asset Pricing with Liquidity and Uncertainty Premia
  • Empirical Credit Risk
  • Empirical Market Microstructure
  • Financial Econometrics
  • Financial Engineering
  • Financial Regulation
  • Financial Risk Measurement
  • High Frequency Econometrics
  • Liquidity Risk
  • Macroeconomic and financial market uncertainty
  • Mergers & Acquisitions
  • Model Risk
  • Option Pricing
  • Pension Schemes
  • Portfolio Management and Performance Assessment
  • Quantitative Finance
  • Shipping Finance
  • Socially Responsible Investing
  • Sports Finance
  • Volatility and Correlation Modelling

Our expertise

  • Asset Pricing and Finance Theory
  • Corporate Finance and Corporate Governance
  • Financial Econometrics
  • Financial Risk Management
  • Historical Finance
  • Market Microstructure and Financial Market Regulation
  • Portfolio Management
  • Real Estate Finance

For further information or to discuss possible research or consultancy projects please email Professor Chris Brooks.

Find research

Papers & publications

Funded research projects

The ICMA Centre bookshelf

Research news

Events & seminars

Discussion papers

Facilities & research environment

Contact us

For further information or to discuss possible research or consultancy projects please contact Dr Andrew Urquhart

Email: a.j.urquhart@icmacentre.ac.uk