Bradley Paye
Assistant Professor of Finance
Contact
Bradley Paye
Assistant Professor of Finance
Department of Finance, Insurance, and Business Law
Virginia Tech
I am an Assistant Professor of Finance at Virginia Tech. My research focuses on predictable variation in the equity premium and volatility over the business cycle. I have branched out over time, and have research interests in the following areas:
- Empirical asset pricing
- Financial forecasting
- Determinants of corporate policies
- Monetary policy and asset prices
Publications
One Vol to Rule Them All: Common Volatility Dynamics in Factor Returns
Nishad Kapadia, Matthew Linn, Bradley Paye
Journal of Financial and Quantitative Analysis (forthcoming)
Taking Over the Size Effect: Asset Pricing Implications of Merger Activity
Sara Easterwood, Jeffrey Netter, Bradley Paye, Michael Stegemoller
Journal of Financial and Quantitative Analysis (forthcoming)
Jumps in Stock Prices: New Insights from Old Data
James A Johnson, M. Medeiros, Bradley S. Paye
Journal of Financial Markets, 2021
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Courses
This course synthesizes and extends prior coursework for the FinTech and Big Data Analysis major at Virginia Tech.
