Winter Blues and Time Variation in the Equity Risk Premium
|10 March 2004
|13:00-14:00 (Timezone: Europe/London)
|ICMA Centre, Room G03/04
Prior to joining Manchester University in 1996 he was a lecturer in the Department of Economics and Finance at Brunel University. His current research interests are in dividend policy, the relationship between spot and derivative markets and their implications for the predictability of mispricing, and the empirical performance of asset pricing models and their ability to explain behavioural anomalies.