Dr Sam Pybis
Lecturer
My profile
Biography
I am a Lecturer in Economics at the Manchester Metropolitan University. Prior to joining the University, I was a graduate research and teaching assistant at the University of Liverpool Management School where I studied for an undergraduate degree in Economics, a masters degree in Finance and a PhD in Economics and Finance.
I currently research a range of quantitative topics in economics and finance, with a focus on predictive regressions using robust econometric methods, stock return predictability, variable selection, and uncertainty in financial markets and the macroeconomy.
I have teaching experience in a range of quantitative units, including undergraduate and postgraduate courses in econometrics, quantitative methods, international finance and corporate finance.
I am currently the Unit Leader for the Economics of Corporate Finance I & II available to second-year undergraduate students. The courses aim to help students understand the key financial decisions that businesses need to make, along with understanding how corporations fit into the broader financial markets.
Personal website address
Research outputs
- Applied econometrics, financial economics, forecasting, empirical asset pricing.
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Stock return predictability, predictive regressions, trading strategies.
- Robust econometric methods, bootstrap procedures, volatility modelling, switching regressions.
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Journal articles
Henry, Ó., Kerestecioglu, S., Pybis, S. (2024) 'Can financial uncertainty forecast aggregate stock market returns?.' Financial Markets, Institutions & Instruments, 33(2) pp. 91-111.
Ferrer Fernández, M., Henry, Ó., Pybis, S., Stamatogiannis, M.P. (2023) 'Can we forecast better in periods of low uncertainty? The role of technical indicators.' Journal of Empirical Finance, 71pp. 1-12.