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Research Interests

Empirical Finance (especially Empirical Asset Pricing), Portfolio Construction, Time-series Econometrics (especially Forecasting)

Recent Publications

Published Papers

Ashby, M. and Linton, O. B. Do Consumption-Based Asset Pricing Models Explain the Dynamics of Stock Market Returns?, Journal of Risk and Financial Management, (2024) vol 17(12)

Cambridge Working Papers in Economics

Ashby, M., Harvey, A., Kattuman, P., Thamotheram, C. Forecasting epidemic trajectories: Time Series Growth Curves package tsgc, (2024) CWPE2407
Ashby, M., Linton, O. B. Do consumption-based asset pricing models explain the dynamics of stock market returns?, (2022) CWPE2259

Michael Ashby

College Associate Professor in Economics, Downing College

Research Group:

Contact Details
College: Downing College