Dr Stuart Hyde
I am a member of the Centre for the Analysis of Investment Risk and the Centre for Growth and Business Cycle Research at Manchester. I am also a member of the American Finance Association, Financial Management Association, European Finance Association, European Financial Management Association and the Money, Macro and Finance Research Group.
Research interests
My current research interests fall under the following areas:
- Asset pricing puzzles and return predictability.
- Volatility linkages and spillovers, correlation and comovement.
- Nonlinear behaviour of stock and bond markets.
- Market microstructure.
- Emerging markets finance.
- Market segmentation/integration.
- Contagion and financial crises.
I am currently undertaking research on: empirical tests of asset pricing models (particularly consumption asset pricing models) and return predictability; futures 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. Details of my publications and current working papers can be obtained by following the link below:
PhD Students
I am interested in supervising PhD students and encourage applications in any research area that overlaps with my own research interests. Details of the PhD programme in Finance, my students and how to apply.
Teaching specialisms
- BMAN30060 International Finance
- BMAN71122 Financial Econometrics
Links
- My curriculum vitae: CV
- Centre for the Analysis of Investment Risk: CAIR
- Centre for Growth and Business Cycle Research: CGBCR
- Money, Macro and Finance Research Group: MMF
- American Finance Association: AFA
- Financial Management Association: FMA
- European Finance Association: EFA
- European Financial Managment Association: EFMA