Staff Directory

Dr Olga Klein

Assistant Professor of Finance


Research Interests

Market microstructure, market efficiency, design and regulation of of financial markets

Teaching in 2020-2021

Undergraduate
  • IB1320: Foundations of Finance
  • IB3570: Investment Management

Finance Group

Email: Room: TBC

Biography

Olga joined Warwick Business School as an Assistant Professor of Finance in 2013. Olga's research interests lie in the areas of market microstructure and market efficiency. In particular, she is interested in the implications of trading on efficiency of security prices and in the optimal design of financial markets. Prior to joining WBS, she was a post-doctoral research fellow at E-Finance Lab of the University of Frankfurt. Olga holds a Ph.D. in Finance from the University of Mannheim, Germany. She received her MSc in Finance and Economics from the University of Magdeburg in Germany and her BSc in Economic Theory from the Kyiv-Mohyla Academy in Ukraine.

Publications

Journal Articles

  • Klein, O. and Shiyun, S. (2021) "Commonality in intraday liquidity and multilateral trading facilities : evidence from Chi-X Europe", Journal of International Financial Markets, Institutions and Money
  • Olga Klein (2020) "Trading aggressiveness and market efficiency ", Journal of Financial Markets , 47, 100515
  • Klein, O., Maug, E. and Schneider, C. (2017) "Trading strategies of corporate insiders", Journal of Financial Markets , 34, 48-68

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