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28 August 2016

Professor Stuart Hyde

Contact information

Professor of Finance
Manchester Accounting and Finance Group

Tel: 44 (0) 161 275 401744 (0) 161 275 4017
Email: stuart.hyde@mbs.ac.uk

Room: MBS Crawford, M27

Click here for my SSRN author page
Click here for my IDEAS author page
Click here for my academia.edu page

 

I am a Professor of Finance and currently Postgraduate Research Director and Deputy Head of School at Manchester Business School. 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, Eastern Finance Association, European Finance Association, European Financial Management Association and the Money, Macro and Finance Research Group. I am an Associate Editor for the European Journal of Finance and Research in International Business and Finance , a Subject Editor for International Review of Financial Analysis and sit on the advisory board of the British Accounting and Finance Association special interest group in Financial Markets and Institutions.

Research interests

My principal research interests focus on a range of issues in empirical finance particularly with respect to international finance or emerging markets. I continue to work on topics related to asset pricing and return predictability specifically investigating the ability of consumption asset pricing models to either explain or predict asset return behaviour and how asset prices respond to changes in monetary policy. Alongside this work I have looked at the role of both linear and nonlinear models in forecasting asset returns and the ability of various financial and macroeconomic variables to predict returns. Currently I have a number of projects focussing on market microstructure particularly looking at price discovery, trade intensity and volume and volatility relationships in futures markets in emerging economies and commodities. My ongoing research agenda focuses on 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.

Details of my publications and current working papers can be obtained by following the link below:

PhD Students

I am interested in supervising high calibre PhD students and encourage applications from those with a keen interest in any research area that overlaps with my own research interests. More specifically, current and future topics would include:

  • Market Microstructure: Issues of price discovery, trade intensity and trading behaviour. How do different market participants operate? Is there evidence of "behavioural biases"?
  • Asset pricing and return predictability: Understanding emerging/developing markets. Are returns predictable? What is the economic value of such predictability for investors?
  • International Finance: In particular issues of contagion and financial crisis. How do these impact correlations and integration between markets, how do jumps impact returns and correlations and do they transmit across markets? What is the economic impact of such events for investors?

Details of the PhD programme in Finance, my students and how to apply.

 

Teaching specialisms

  • BMAN71122 Financial Econometrics
  • BMAN80281 Advanced Finance Research Seminar I
  • BMAN80292 Advanced Finance Research Seminar II

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
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