Research Assistant (Capital Market Research)
Edinburgh, United Kingdom
Assistant to Dr. Janusz BrzeszczynskiResearch Interest:- ARCH Models and Trading Strategies- Asset Pricing- Financial Econometrics- Microstructure of Financial MarketsDissertation:International Transmission of Volatility Signals: Meteor Showers or Heat Waves Application of an ARCH framework to model volatility characteristics on the return series of equity marketsPublications:11/2006: Brzeszczyński, J., Gajdka, J., Mayer, R.,"Dividend investment strategy in the German stock market", presented at The International Atlantic Economic Society (http://www.iaes.org/conferences/past/madrid_63/prelim_program/C10-7.htm)J. Brzeszczynski, R. Mayer, Thema: “International Transmission of Volatility Signals: Valuable Trading Strategies”, Working Paper