Research Interests
Empirical Finance (especially Empirical Asset Pricing), Portfolio Construction, Time-series Econometrics (especially Forecasting)
Recent Publications
Published Papers
Ashby, M. Are Regulatory Short Sale Data a Profitable Predictor of UK Stock Returns?, Journal of Risk and Financial Management, (2024) vol 17(8)Ashby, M. and Linton, O. B. Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?, Journal of Risk and Financial Management, (2024) vol 17(12)
Cambridge Working Papers in Economics
Ashby, M., Harvey, A., Kattuman, P., Thamotheram, C. Forecasting epidemic trajectories: Time Series Growth Curves package tsgc, (2024) CWPE2407Ashby, M., Linton, O. B. Do consumption-based asset pricing models explain the dynamics of stock market returns?, (2022) CWPE2259