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Stuart Hyde
Stuart Hyde
Professor of Finance, Manchester Business School, University of Manchester
Verified email at mbs.ac.uk - Homepage
Title
Cited by
Cited by
Year
UK stock returns and the impact of domestic monetary policy shocks
D Bredin, S Hyde, D Nitzsche, G O'reilly
Journal of Business Finance & Accounting 34 (5‐6), 872-888, 2007
1672007
News sentiment in the cryptocurrency market: An empirical comparison with Forex
L Rognone, S Hyde, SS Zhang
International Review of Financial Analysis 69, 101462, 2020
1232020
The response of industry stock returns to market, exchange rate and interest rate risks
S Hyde
Managerial Finance 33 (9), 693-709, 2007
1072007
Non-linear predictability in stock and bond returns: When and where is it exploitable?
M Guidolin, S Hyde, D McMillan, S Ono
International Journal of Forecasting 25 (2), 373-399, 2009
1002009
European monetary policy surprises: the aggregate and sectoral stock market response
D Bredin, S Hyde, D Nitzsche, G O'reilly
International Journal of Finance & Economics 14 (2), 156-171, 2009
982009
Chapter 3 Correlation dynamics between Asia-Pacific, EU and US stock returns
S Hyde, D Bredin, N Nguyen
Asia-Pacific Financial Markets: Integration, Innovation and Challenges, 39-61, 2007
782007
A microstructure analysis of the carbon finance market
D Bredin, S Hyde, C Muckley
International Review of Financial Analysis 34, 222-234, 2014
752014
FOREX Risk: Measurement and evaluation using value‐at‐risk
D Bredin, S Hyde
Journal of Business Finance & Accounting 31 (9‐10), 1389-1417, 2004
592004
Monetary policy surprises and international bond markets
D Bredin, S Hyde, GO Reilly
Journal of International Money and Finance 29 (6), 988-1002, 2010
552010
Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective
M Guidolin, S Hyde
Journal of Banking & Finance 36 (3), 695-716, 2012
532012
Excess volatility and efficiency in French and German stock markets
K Cuthbertson, S Hyde
Economic Modelling 19 (3), 399-418, 2002
442002
Investigating sources of unanticipated exposure in industry stock returns
D Bredin, S Hyde
Journal of Banking & Finance 35 (5), 1128-1142, 2011
422011
Consumption asset pricing models: Evidence from the UK
S Hyde, M Sherif
The Manchester School 73 (3), 343-363, 2005
402005
Time-varying regional and global integration and contagion: Evidence from style portfolios
S Cho, S Hyde, N Nguyen
International Review of Financial Analysis 42, 109-131, 2015
352015
Regime change and the role of international markets on the stock returns of small open economies
D Bredin, S Hyde
European Financial Management 14 (2), 315-346, 2008
282008
Habit formation, surplus consumption and return predictability: International evidence
T Engsted, S Hyde, SV Møller
Journal of International Money and Finance 29 (7), 1237-1255, 2010
222010
Monetary policy and behavioural finance
K Cuthbertson, D Nitzsche, S Hyde
Journal of Economic Surveys 21 (5), 935-969, 2007
222007
Regime changes in the relationship between stock returns and the macroeconomy
D Bredin, S Hyde, GO Reilly
Available at SSRN, 2005
222005
Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out‐of‐Sample Evidence
M Guidolin, S Hyde, D McMillan, S Ono
Oxford Bulletin of Economics and Statistics 76 (4), 510-535, 2014
192014
Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK
M Guidolin, S Hyde
Journal of Multinational Financial Management 18 (4), 293-312, 2008
172008
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