Bradley Paye
Terry College of Business
- Assistant Professor
Education
| Degree | Field of Study | Institution | Graduation Year |
|---|---|---|---|
| PhD | Economics | University of California San Diego |
2004 |
| BA | Economics | Washington and Lee University |
1996 |
Prior Professional Positions
| Organization / Department | Title | Years of Service |
|---|---|---|
|
Rice University |
Assistant Professor | 2004 to 2011 |
Selected Publications
Journal Articles
- . 2012. 'Deja vol': Predictive regressions for aggregate stock market volatility using macroeconomic variables. Journal Of Financial Economics, 106(3): 527-546.
- . 2011. Has the propensity to pay out declined?. Journal Of Financial & Quantitative Analysis, 46(1): 1-24.
- . 2011. High-frequency returns, jumps and the mixture of normals hypothesis. Journal Of Econometrics, 160(1): 119-128.
