Staff Profile
Dr Andrei Stancu
Senior Lecturer in Finance, DPD MSc Quantitative Finance and Risk Management
- Email: andrei.stancu@ncl.ac.uk
- Telephone: +44 (0)191 208 2199
- Address: Newcastle University Business School
Frederick Douglass Centre 3.18
Newcastle Helix
2 Science Square
Newcastle upon Tyne
NE4 5TG
I am a Senior Lecturer in Finance at Newcastle University Business School. Prior to joining Newcastle University, I occupied the position of Senior Lecturer at Norwich Business School, University of East Anglia. I have worked towards obtaining o PhD in Finance from the ICMA Centre, Henley Business School, University of Reading. I completed the MSc in Financial Risk Management and a BSc in Finance and Investment Banking at the ICMA Centre, Henley Business School, University of Reading. I also hold a BA in International Business and Economics at the Bucharest University of Economic Studies in Romania.
Currently, my research explores the following four main venues: information content of derivatives, price reaction to macroeconomic factors, determinants of bond-stock correlation, and credit and liquidity risks.
Key Research Interest:
My research interests include asset pricing, derivatives, credit risk, liquidity risk, predictability, and market microstructure.
I have presented my research papers at several international conferences, such as the American Economic Association Annual Meeting, the Northern Finance Association Annual Meeting, the Midwest Finance Association Annual Meetings, the European Conference of the Financial Management Association, the INFINITY Conference on International Finance, and others.
PhD Supervision:
I am happy to supervise prospective PhD students with similar research interests. Interested candidates can email me their research proposal, CV, and academic transcripts.
- Avino DE, Stancu A, Wese Simen C. Dissecting Macroeconomic News. Journal of Money, Credit and Banking 2021, 53(5), 1047-1077.
- Avino DE, Stancu A, Wese Simen C. The Predictive Power of the Dividend Risk Premium. Journal of Financial and Quantitative Analysis 2021, 56(8), 2843-2869.
- Prokopczuk M, Stancu A, Symeonidis L. The Economic Drivers of Commodity Market Volatility. Journal of International Money and Finance 2019, 98, 102063.
- Oikonomou I, Stancu A, Symeonidis L, Wese Sime C. The Information Content of Short-Term Options. Journal of Financial Markets 2019, 46, 100504.
- Dufour A, Stancu A, Varotto S. The Equity-like Behaviour of Sovereign Bonds. Journal of International Financial Markets, Institutions & Money 2017, 48, 25-46.