Thomas McCurdy, University of Toronto

Research

Read how they describe their research on their University of Toronto profile.

Latest funding

Public News Flow and Jumps in Stock Returns: Firm-Level Evidences and Implications
SSHRC · 2020 · Co-investigator
$9,333
Public News Flow and Jumps in Stock Returns: Firm-Level Evidences and Implications
SSHRC · 2020 · Co-investigator
$60,667
The economic value of modeling financial markets: model evaluation and model risk
SSHRC · 2004 · Co-investigator
$56,100

All 5 grants and awards

No publications available.

Public News Flow and Jumps in Stock Returns: Firm-Level Evidences and Implications

Co-investigatorSSHRC2020Insight Grants

Principal investigators: Jeon, Yoontae

Keywords: firm-specific public news; jumps in stock returns; textual analysis; forecasting; option pricing; machine learning

$9,333

Public News Flow and Jumps in Stock Returns: Firm-Level Evidences and Implications

Co-investigatorSSHRC2020Insight Grants

Principal investigators: Jeon, Yoontae

Keywords: firm-specific public news; jumps in stock returns; textual analysis; forecasting; option pricing; machine learning

$60,667

The economic value of modeling financial markets: model evaluation and model risk

Co-investigatorSSHRC2004Standard Research Grants

Principal investigators: Maheu, John M.

Keywords: volatility; forecasting; asset pricing; time-series models; risk

$56,100

Explaining asset return dynamics with Markov switching models

Co-investigatorSSHRC2000Standard Research Grants

Principal investigators: Maheu, John

Keywords: econometrics; nonlinear time-series; volatility; forecasting; risk premium

$41,000

Arbitrage and cointegration between futures and spot markets

Co-investigatorSSHRC2000Standard Research Grants

Principal investigators: Beaulieu, Marie-Claude

Keywords: Futures prices; spot prices; cointegration; arbitrage; econometrics; risk premium

$90,000

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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Subject: Prospective PhD student Dear Professor McCurdy, 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 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]