Gady Jacoby, University of Manitoba

Research

liquidity liquidity risk asset pricing information-quality risk exchange-traded funds corporate bonds

Latest funding

Asset pricing with liquidity and information: quality risk factors
SSHRC · 2015 · Principal investigator
$114,885
The impact of liquidity, liquidity risk and liquidity spillover on asset pricing
SSHRC · 2009 · Principal investigator
$36,142
Pricing corporate bond liquidity
SSHRC · 2006 · Principal investigator
$83,199

All 5 grants and awards

Asset pricing with liquidity and information: quality risk factors

Principal investigatorSSHRC2015Insight Grants

Principal investigators: Jacoby, Gady

Keywords: liquidity; liquidity risk; asset pricing; information-quality risk; exchange-traded funds; corporate bonds

$114,885

The impact of liquidity, liquidity risk and liquidity spillover on asset pricing

Principal investigatorSSHRC2009Standard Research Grants

Principal investigators: Jacoby, Gady

Keywords: liquidity; liquidity risk; liquidity spillover; corporate bonds; asset pricing; investments; market microstructure

$36,142

Pricing corporate bond liquidity

Principal investigatorSSHRC2006Standard Research Grants

Principal investigators: Jacoby, Gady

Keywords: corporate bonds; yield spread; liquidity; bid-ask spread; secured debt

$83,199

Pricing of corporate and foreign bonds

Principal investigatorSSHRC2003Standard Research Grants

Principal investigators: Jacoby, Gady

Keywords: fixed-income securities; corporate bonds; foreign bonds; collateral; term structure of credit spreads; coupon bias; callability; duration; foreign-exchange risk

$76,876

Management of corporate bond portfolios: the impact of default and call risks

Principal investigatorSSHRC2000Standard Research Grants

Principal investigators: Jacoby, Gady

Keywords: Fixed-income securities; corporate bonds; provincial bonds; duration; credit risk; default risk; credit spread; yield spread; callable bonds

$64,294

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Subject: Prospective PhD student: liquidity Dear Professor Jacoby, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on liquidity connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]