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Personal profile

Personal information

Since October 2013 I am an Assistant Professor at the Department of Finance at VU Amsterdam (tenure track). I am also affiliated with the Tinbergen Institute. I did my PhD at RSM Erasmus University under the supervision of Marno Verbeek and Hao Jiang. I hold a BA in Integrated Social Sciences from Jacobs University Bremen and an Mphil in Finance (Cum Laude) from RSM Erasmus University. I've also been a Visitng Scholar at National University of Singapore, University of Texas at Austin, Univeristy of Sydney.

Research

My research is centered around the role of institutional investors in financial markets. Among other topics, I investigate the information content of disclosed mutual fund holdings, the impact of institutional trading on financial markets, the determinants of mutual fund flows, and the incentives driven by portfolio holding disclosure.

Teaching

At VU I teach Financial Modelling Derivatives and Derivatives and Investments to Bachelor students and Banking to Master students. I also teach Research Seminar workshops and supervise master theses. 

Ancillary activities

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Research Output 2013 2018

Can Mutual Fund Investors Distinguish Good from Bad Managers?

Dyakov, T. & Verbeek, M., 25 Mar 2018, (Accepted/In press) In : International Review of Finance. 36 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Investors
Mutual funds
Managers
Investor sophistication
Mutual fund flows

Institutional Ownership and Future Stock Returns: An International Perspective

Dyakov, T. & Wipplinger, E. C., 2018, (Accepted/In press) In : International Review of Finance.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Institutional ownership
Stock returns
Institutional trading
Risk-adjusted returns
Mutual funds

Front-running of Mutual Fund Fire-sales

Dyakov, T. C. & Verbeek, M., 2013, In : Journal of Banking and Finance. 37, 12, p. 4931-4942

Research output: Contribution to JournalArticleAcademicpeer-review

Mutual funds
New York Stock Exchange
Price pressure
Capital outflows
Abnormal returns

Prizes

Best Paper Award FMA Europe

T.C. Dyakov (Recipient), 2013

Prize: Prize / AwardAcademic