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Dr Kevin Evans
Senior Lecturer in Finance
- EvansK1@caerdydd.ac.uk
- +44 29208 74558
- Adeilad Aberconwy, Ystafell D49, Rhodfa Colum, Cathays, Caerdydd, CF10 3EU
- Siarad Cymraeg
- Ar gael fel goruchwyliwr ôl-raddedig
Trosolwyg
I am a Reader in Finance at Cardiff Business School. My research interest is how financial markets process information, which includes the broad topics of market reactions to macro news announcements, the financial econometrics of high frequency data and empirical asset pricing. I have published in the Journal of Corporate Finance, JournaI of Banking and Finance and the Journal of Empirical Finance. I am the Director of the Empirical Finance Research Group and active PhD supervisor to 10 students. As demonstrated by numerous awards and nominations, I am a passionate, enthusiastic and dedicated teacher.
Cyhoeddiad
2023
- Evans, K. P., Leung, W. S., Li, J. and Mazouz, K. 2023. ETF ownership and seasoned equity offerings. Journal of Financial and Quantitative Analysis (10.1017/S002210902300042X)
2020
- Leung, W., Evans, K. P. and Mazouz, K. 2020. The R&D anomaly: risk or mispricing?. Journal of Banking and Finance 115, article number: 105815. (10.1016/j.jbankfin.2020.105815)
2018
- Chen, J., Leung, W. and Evans, K. P. 2018. Female board representation, corporate innovation and firm performance. Journal of Empirical Finance 48, pp. 236-254. (10.1016/j.jempfin.2018.07.003)
2016
- Chen, J., Leung, W. S. and Evans, K. P. 2016. Are employee-friendly workplaces conducive to innovation?. Journal of Corporate Finance 40, pp. 61-79. (10.1016/j.jcorpfin.2016.07.011)
2015
- Leung, W. S., Taylor, N. and Evans, K. P. 2015. The determinants of bank risks: evidence from the recent financial crisis. Journal of International Financial Markets, Institutions and Money 34, pp. 277-293. (10.1016/j.intfin.2014.11.012)
2011
- Evans, K. P. 2011. Intraday jumps and US macroeconomic news announcements. Journal of Banking & Finance 35(10), pp. 2511-2527. (10.1016/j.jbankfin.2011.02.018)
- Evans, K. P. and Speight, A. E. H. 2011. Intraday euro exchange rates and international macroeconomic announcements. The European Journal of Finance 17(2), pp. 83-110. (10.1080/13518470903448457)
2010
- Evans, K. P. and Speight, A. E. H. 2010. Dynamic news effects in high frequency Euro exchange rates. Journal of International Financial Markets, Institutions and Money 20(3), pp. 238-258. (10.1016/j.intfin.2010.03.002)
- Evans, K. P. and Speight, A. E. H. 2010. International macroeconomic announcements and intraday euro exchange rate volatility. Journal of the Japanese and International Economies 24(4), pp. 552-568. (10.1016/j.jjie.2010.05.003)
- Evans, K. P. and Speight, A. E. H. 2010. Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility. Research in International Business and Finance 24(1), pp. 82-101. (10.1016/j.ribaf.2009.04.001)
2008
- McMillan, D. G., Speight, A. E. H. and Evans, K. P. 2008. How useful is intraday data for evaluating daily Value-at-Risk?: evidence from three Euro rates. Journal of Multinational Financial Management 18(5), pp. 488-503. (10.1016/j.mulfin.2007.12.003)
- Evans, K. P. and Speight, A. E. H. 2008. Euro exchange rate volatility and macroeconomic fundamentals. Current Politics and Economics of Europe 19(3-4), pp. 267-290.
2007
- Evans, K. P. and Speight, A. E. H. 2007. International macroeconomic announcements and intraday Euro exchange rate volatility. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/sites/default/files/A2007_4.pdf
2006
- Evans, K. and Speight, A. 2006. Dynamic news effects in high frequency Euro exchange rate returns and volatility. Working paper. Cardiff: Cardiff University.
- Gannon, J., Evans, K. P. and Goddard, J. 2006. The Stock market effects of the sale of live broadcasting rights for English Premiership Football. Journal of Sports Economics 7(2), pp. 168-186. (10.1177/1527002504271351)
- Evans, K. P. and Speight, A. E. H. 2006. Real-time risk pricing over the business cycle: some evidence for the UK. Journal of Business Finance & Accounting 33(1-2), pp. 263-283. (10.1111/j.1468-5957.2006.01356.x)
Erthyglau
- Evans, K. P., Leung, W. S., Li, J. and Mazouz, K. 2023. ETF ownership and seasoned equity offerings. Journal of Financial and Quantitative Analysis (10.1017/S002210902300042X)
- Leung, W., Evans, K. P. and Mazouz, K. 2020. The R&D anomaly: risk or mispricing?. Journal of Banking and Finance 115, article number: 105815. (10.1016/j.jbankfin.2020.105815)
- Chen, J., Leung, W. and Evans, K. P. 2018. Female board representation, corporate innovation and firm performance. Journal of Empirical Finance 48, pp. 236-254. (10.1016/j.jempfin.2018.07.003)
- Chen, J., Leung, W. S. and Evans, K. P. 2016. Are employee-friendly workplaces conducive to innovation?. Journal of Corporate Finance 40, pp. 61-79. (10.1016/j.jcorpfin.2016.07.011)
- Leung, W. S., Taylor, N. and Evans, K. P. 2015. The determinants of bank risks: evidence from the recent financial crisis. Journal of International Financial Markets, Institutions and Money 34, pp. 277-293. (10.1016/j.intfin.2014.11.012)
- Evans, K. P. 2011. Intraday jumps and US macroeconomic news announcements. Journal of Banking & Finance 35(10), pp. 2511-2527. (10.1016/j.jbankfin.2011.02.018)
- Evans, K. P. and Speight, A. E. H. 2011. Intraday euro exchange rates and international macroeconomic announcements. The European Journal of Finance 17(2), pp. 83-110. (10.1080/13518470903448457)
- Evans, K. P. and Speight, A. E. H. 2010. Dynamic news effects in high frequency Euro exchange rates. Journal of International Financial Markets, Institutions and Money 20(3), pp. 238-258. (10.1016/j.intfin.2010.03.002)
- Evans, K. P. and Speight, A. E. H. 2010. International macroeconomic announcements and intraday euro exchange rate volatility. Journal of the Japanese and International Economies 24(4), pp. 552-568. (10.1016/j.jjie.2010.05.003)
- Evans, K. P. and Speight, A. E. H. 2010. Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility. Research in International Business and Finance 24(1), pp. 82-101. (10.1016/j.ribaf.2009.04.001)
- McMillan, D. G., Speight, A. E. H. and Evans, K. P. 2008. How useful is intraday data for evaluating daily Value-at-Risk?: evidence from three Euro rates. Journal of Multinational Financial Management 18(5), pp. 488-503. (10.1016/j.mulfin.2007.12.003)
- Evans, K. P. and Speight, A. E. H. 2008. Euro exchange rate volatility and macroeconomic fundamentals. Current Politics and Economics of Europe 19(3-4), pp. 267-290.
- Gannon, J., Evans, K. P. and Goddard, J. 2006. The Stock market effects of the sale of live broadcasting rights for English Premiership Football. Journal of Sports Economics 7(2), pp. 168-186. (10.1177/1527002504271351)
- Evans, K. P. and Speight, A. E. H. 2006. Real-time risk pricing over the business cycle: some evidence for the UK. Journal of Business Finance & Accounting 33(1-2), pp. 263-283. (10.1111/j.1468-5957.2006.01356.x)
Monograffau
- Evans, K. P. and Speight, A. E. H. 2007. International macroeconomic announcements and intraday Euro exchange rate volatility. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/sites/default/files/A2007_4.pdf
- Evans, K. and Speight, A. 2006. Dynamic news effects in high frequency Euro exchange rate returns and volatility. Working paper. Cardiff: Cardiff University.
- Leung, W., Evans, K. P. and Mazouz, K. 2020. The R&D anomaly: risk or mispricing?. Journal of Banking and Finance 115, article number: 105815. (10.1016/j.jbankfin.2020.105815)
- Chen, J., Leung, W. and Evans, K. P. 2018. Female board representation, corporate innovation and firm performance. Journal of Empirical Finance 48, pp. 236-254. (10.1016/j.jempfin.2018.07.003)
- Chen, J., Leung, W. S. and Evans, K. P. 2016. Are employee-friendly workplaces conducive to innovation?. Journal of Corporate Finance 40, pp. 61-79. (10.1016/j.jcorpfin.2016.07.011)
- Leung, W. S., Taylor, N. and Evans, K. P. 2015. The determinants of bank risks: evidence from the recent financial crisis. Journal of International Financial Markets, Institutions and Money 34, pp. 277-293. (10.1016/j.intfin.2014.11.012)
- Evans, K. P. 2011. Intraday jumps and US macroeconomic news announcements. Journal of Banking & Finance 35(10), pp. 2511-2527. (10.1016/j.jbankfin.2011.02.018)
- Evans, K. P. and Speight, A. E. H. 2011. Intraday euro exchange rates and international macroeconomic announcements. The European Journal of Finance 17(2), pp. 83-110. (10.1080/13518470903448457)
- Evans, K. P. and Speight, A. E. H. 2010. Dynamic news effects in high frequency Euro exchange rates. Journal of International Financial Markets, Institutions and Money 20(3), pp. 238-258. (10.1016/j.intfin.2010.03.002)
- Evans, K. P. and Speight, A. E. H. 2010. International macroeconomic announcements and intraday euro exchange rate volatility. Journal of the Japanese and International Economies 24(4), pp. 552-568. (10.1016/j.jjie.2010.05.003)
- Evans, K. P. and Speight, A. E. H. 2010. Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility. Research in International Business and Finance 24(1), pp. 82-101. (10.1016/j.ribaf.2009.04.001)
- McMillan, D. G., Speight, A. E. H. and Evans, K. P. 2008. How useful is intraday data for evaluating daily Value-at-Risk?: evidence from three Euro rates. Journal of Multinational Financial Management 18(5), pp. 488-503. (10.1016/j.mulfin.2007.12.003)
- Evans, K. P. and Speight, A. E. H. 2008. Euro exchange rate volatility and macroeconomic fundamentals. Current Politics and Economics of Europe 19(3-4), pp. 267-290.
- Gannon, J., Evans, K. P. and Goddard, J. 2006. The Stock market effects of the sale of live broadcasting rights for English Premiership Football. Journal of Sports Economics 7(2), pp. 168-186. (10.1177/1527002504271351)
- Evans, K. P. and Speight, A. E. H. 2006. Real-time risk pricing over the business cycle: some evidence for the UK. Journal of Business Finance & Accounting 33(1-2), pp. 263-283. (10.1111/j.1468-5957.2006.01356.x)
Ymchwil
Primary research interests
- Empirical Finance
- Financial Econometrics
- Macro News Announcements
- Mutual Funds Performance
PhD supervision research interests
- Asset pricing
- Empirical finance
- Investment Management
Addysgu
Teaching commitments
- PhD Supervision
- PhD Advanced Research Issues in Finance, Banking and Accounting
- MSc Research Methods; Research Topics in Finance
- MSc Dissertation Supervision
- Year 3 Business Finance
- Year 2 Financial Markets and Institutions
Bywgraffiad
Qualifications
- PhD Financial Economics, U.W. Swansea, 2008
- MSc Economics and Finance (Distinction), Warwick, 1999
- BSc (Econ) (First Class), U.W. Swansea, 1998
Additional activities
- ICT Committee
- Cardiff University Finance and Trading Society
- Trading Room Advisory Committee
- Accounting and Finance BAR Research Register
- External Examiner, Hong Kong University
Meysydd goruchwyliaeth
I am interested in supervising students in the following research areas:
- Macro news announcements
- Jumps in financial markets
- Empirical asset pricing
- Momentum
- Investment Management
- ESG and Sustainable investing
Current Students:
- Sahar Alabdallah, 2018 - , Corporate Culture
- Junqiu Li, 2019 - , Investment Management
- Kefu Liao, 2019 - , Financial Econometrics (China Scholarship Council Studentship)
- Ebtehal Ramadan, 2019 - , ESG Investing (Cardiff Business school Studentship)
- Shihao Pei, 2019 - , Macro News Announcements
- Yimeng Ma, 2019 - , Intraday Momentum
- Doreen Dai, 2019 - , Social Media and Cryptocurrencies
- Konstantinos Theodorou, 2020 - , Machine Learning in Asset Pricing (Cardiff Business School Studentship)
- Xingpu Fan, 2020 - , Investor Sentiment
- Jianchen Shi, 2020 - , Overconfidence and Innovation
Goruchwyliaeth gyfredol
Kefu Liao Liao
Myfyriwr ymchwil
Ebtehal Ramadan
Myfyriwr ymchwil
Shihao Pei
Myfyriwr ymchwil
Doreen Dai
Myfyriwr ymchwil
Xingpu Fan
Myfyriwr ymchwil