John Maheu
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Professor; Associate Chair, UTM
Ph.D. (Queen's, 1998), M.A. (Queen's, 1993), B.A. (McMaster, 1992) Office: Max Gluskin House, 150 St. George Street, 236. Phone: 416-978-1495. Fax: 416-978-6713. Office: University of Toronto, Mississauga, K244. Phone: 905-828-5375. Email address: Personal website: http://www.chass.utoronto.ca/~jmaheu/ Research fields: Financial economics, Econometrics |
Selected research
- John Maheu and Tom McCurdy, "How useful are historical data for forecasting the long-run equity return distribution?", Journal of Business and Economic Statistics 27 (1) (2009), 95–112.
- John Maheu and Stephen Gordon, "Learning, forecasting and structural breaks", Journal of Applied Econometrics 23 (5) (2008), 553–583.
- John Maheu and Tom McCurdy, "News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns", Journal of Finance 59 (2) (2004), 755–793.
- W. H. Chan and John Maheu, "Conditional Jump Dynamics in Stock Market Returns", Journal of Business and Economic Statistics 20 (3) (2002), 377–389.