Dr Kevin Evans

Teaching profile

MSc Research Methods (module leader)
MSc Dissertation Supervision
Year 3 Business Finance
Year 2 Financial Markets and Institutions (module leader)

Research interests

Empirical Finance
Financial Econometrics
Macro News Announcements
Mutual Funds Performance

Selected publications

Intraday jumps and US macroeconomic news announcements. Journal of Banking and Finance, 2011, 35(10), 2511-2527.

Intraday Euro exchange rates and international macroeconomic announcements (with A. E. H. Speight). European Journal of Finance, 2011, 17(2), 83-110.

International macroeconomic announcements and intraday Euro exchange rate volatility (with A. E. H. Speight). Journal of the Japanese and International Economies, 2010, 24(4), 552-568.

Dynamic news effects in high frequency Euro exchange rate returns and volatility (with A. E. H. Speight). Journal of International Financial Markets, Institutions and Money, 2010, 20(3), 238-258.

Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility (with A. E. H. Speight). Research in International Business and Finance, 2010, 24 (1), 82-101.

How useful is intraday data for evaluating daily value-at-risk? Evidence from three Euro rates (with D. G. McMillan and A. E. H. Speight). Journal of Multinational Financial Management, 2008, 18 (5), 488-503.

Real-time risk pricing over the business cycle: Some evidence for the UK (with A. E. H. Speight). Journal of Business Finance and Accounting, 2006, 33 (1) and (2), 263-283.

Activities

Financial Forum
Cardiff University Investment Society
Accounting and Finance Career Liaison Officer
Accounting and Finance BAR Research Register