Research at the ICMA Centre

The ICMA Centre is a leader in financial research, undertaking research and consultancy projects on a variety of topics. Our faculty combines influential, widely cited academics at the forefront of their subject specialisms and former financial market practitioners.

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

Publications, grants, and discussion papers from ICMA Centre academics.

Papers & publications

Research publications by ICMA Centre academics.

Funded research projects

Funded research projects and grants at the ICMA Centre.

The ICMA Centre bookshelf

Book publications from ICMA Centre academics

Research news

The latest news related to research at the ICMA Centre.

Events & seminars

The latest research events for students.

Discussion papers

The ICMA Centre is dedicated to high quality academic research in all financial markets, broadly defined. Well over 100 discussion papers are available to download.

Facilities & research environment

The ICMA Centre has dedicated facilities for research use.

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

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