Lecturer in Finance
I joined Aston Business School as a Lecturer in Finance in September 2010. Prior to this I was a PhD student at Lancaster University. My thesis investigated the application of high-frequency data in the identification of jumps in stock prices and in improving forecasts of the covariance matrix.
Qualifications & Education
In the academic year 2010-2011 I am responsible for the following modules:
My research interests are:
Gilder, D., Shackleton, M. B., and Taylor, S. J. (2013) “Cojumps in Stock Prices: Empirical Evidence”, forthcoming in Journal of Banking and Finance. DOI: 10.1016/j.jbankfin.2013.04.025