Faculty Member, Manchester Business School
Professor of Finance, Director PhD programmes in Accounting & Finance
About
I am currently undertaking research on: empirical tests of asset pricing models (particularly consumption asset pricing models) and return predictability; market microstructure; the nonlinear behaviour of stock and bond markets. I have recently completed research analysing the impact of monetary policy surprises on asset returns, correlation dynamics, and consumption asset pricing.
Many of my papers are available from ssrn: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=95766
I teach Financial Econometrics and International Finance at Manchester Business School.
I welcome hearing from prospective PhD students wishing to study research topics connected to my own interests. Especially empirical market microstructure or empirical asset pricing. Please visit my homepage for more details.
Contact Information
| Homepage: | http://www.php.portals.mbs.ac.uk/StuartHyde/Profil |
| Address: | Manchester Business School, The University of Manchester, Booth Street West, Manchester, M15 6PB UK |
| Telephone: |
44 161 2754017 |
