Stuart Hyde

Stuart Hyde

Manchester University

H-index: 18

North America-United States

About Stuart Hyde

Stuart Hyde, With an exceptional h-index of 18 and a recent h-index of 11 (since 2020), a distinguished researcher at Manchester University, specializes in the field of Empirical asset pricing, Market microstructure, International Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

A reality check on the GARCH-MIDAS volatility models

Semi-Parametric drift burst modelling in FX markets

Revisiting the pricing impact of commodity market spillovers on equity markets

Slow Recovery of Output after the 2007− 09 Financial Crisis: US Shortfall Spillovers and the UK Productivity Puzzle

Mispricing, Learning, and Price Discovery

Time-varying bond market integration and the impact of financial crises

Asymmetric Co-fluctuations of US Output and Unemployment: Friedman’s Plucking Model and Okun’s Law

Financial development and the effect of cross‐border bank flows on house prices

Stuart Hyde Information

University

Position

Professor of Finance Manchester Business School

Citations(all)

1346

Citations(since 2020)

476

Cited By

1063

hIndex(all)

18

hIndex(since 2020)

11

i10Index(all)

28

i10Index(since 2020)

11

Email

University Profile Page

Manchester University

Google Scholar

View Google Scholar Profile

Stuart Hyde Skills & Research Interests

Empirical asset pricing

Market microstructure

International Finance

Top articles of Stuart Hyde

Title

Journal

Author(s)

Publication Date

A reality check on the GARCH-MIDAS volatility models

The European Journal of Finance

Nader Virk

Farrukh Javed

Basel Awartani

Stuart Hyde

2023/6/7

Semi-Parametric drift burst modelling in FX markets

Alfonso Silva-Ruiz

Yifan Li

Stuart Hyde

2024/3/26

Revisiting the pricing impact of commodity market spillovers on equity markets

Journal of Commodity Markets

Francisco Pinto-Ávalos

Michael Bowe

Stuart Hyde

2024/3/1

Slow Recovery of Output after the 2007− 09 Financial Crisis: US Shortfall Spillovers and the UK Productivity Puzzle

Available at SSRN

Mohammad Dehghani

Sungjun Cho

Stuart Hyde

2023/11/20

Mispricing, Learning, and Price Discovery

Available at SSRN

Sungjun Cho

Stuart Hyde

Tianzong Wang

2023/11/2

Time-varying bond market integration and the impact of financial crises

International Review of Financial Analysis

Weiping Qin

Sungjun Cho

Stuart Hyde

2023/11/1

Asymmetric Co-fluctuations of US Output and Unemployment: Friedman’s Plucking Model and Okun’s Law

Available at SSRN

Mohammad Dehghani

Sungjun Cho

Stuart Hyde

2023/10/30

Financial development and the effect of cross‐border bank flows on house prices

Financial Review

Néstor Romero

Sungjun Cho

Stuart Hyde

2023/2

Financial development and the effect of cross-border bank flows on house prices

The Financial Review (Statesboro)

Sungjun Cho

Stuart Hyde

Nestor Romero Navarro

2022/10/10

The yen–dollar risk premium: A story of regime shifts in bond markets

Journal of International Financial Markets, Institutions and Money

Sungjun Cho

Stuart Hyde

Liu Liu

2022/5/1

Measuring market integration during crisis periods

Journal of International Financial Markets, Institutions and Money

Weiping Qin

Sungjun Cho

Stuart Hyde

2022/5/1

Financial advisory firms, asset reallocation and price pressure in the forex market

SSRN Electronic Journal, August 2022

Francisco Pinto-Avalos

Michael Bowe

Stuart Hyde

2022

Ai Algorithmic Pathways Depicting Norms of Governance Representing Rule of Law, Control of Corruption and Democracy Impact on Earnings Management

Control of Corruption and Democracy Impact on Earnings Management

Waymond Rodgers

Jianning Huang

Stuart Hyde

Fuzhao Zhou

2022

News sentiment in the cryptocurrency market: An empirical comparison with Forex

International Review of Financial Analysis

Lavinia Rognone

Stuart Hyde

S Sarah Zhang

2020/5/1

New Classical and Bayesian Estimators for Classifying Investor Intentions from Trade Data

Available at SSRN 3620310

Michael Bowe

Sungjun Cho

Stuart Hyde

Iljin Sung

2020/5/31

See List of Professors in Stuart Hyde University(Manchester University)