Professor Ian Marsh
Professor of Finance; Module Leader – International Finance
Ian has worked in London as an international banker and financial market economist for the IMF and in academia.
He has been with Cass since 1998, taking a leave of absence between June 2001 and September 2003 to join the Bank of England, where he managed a research team focussing on capital market issues.
Foreign exchange market microstructure
Analysis of the roles played by customer and interbank order flows in the determination of foreign exchange rates.
Credit risk markets
How are prices in credit derivatives market set? My research suggests they lead prices in other credit markets but lag prices in equities. This lag is only manifest following good economic news, however, and is suggested of market inefficiencies related to imperfect competition.
Computer-based trading in equity markets
Electronic trading is now dominant in financial markets. I investigate how the impact of such computer-based trading varies in the cross-section of UK stocks and show how this relates to the effectiveness of price determination in equity markets.
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