Intraday Portfolio Return Autocorrelation Dynamics
Ryan Davies is a former lecturer in finance at the ICMA Centre.
| Event information | |
|---|---|
| Date | 23rd May 2007 |
| Time | 1:00pm - 2:00pm |
| Venue | ICMA Centre, Room G03/04 |
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He obtained a PhD in economics from Queen's University at Kingston in 2001 under the supervision of Dan Bernhardt and James MacKinnon. His current research includes diverse topics such as: the European Commission's Investment Services Directive; the practice of ?painting the tape? by mutual fund managers; the reasons why long-dated financial contracts have poor liquidity; the role of the registered trader on the Toronto Stock Exchange; and the impact of cross-listing on multiple exchanges.