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Winter Blues and Time Variation in the Equity Risk Premium

Event information
Date 10 March 2004
Time 13:00-14:00 BST
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

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.