Concepedia

Thomas H. McCurdy

TH

Statistics

Publications

24

Citations

1.7K

H-Index

18

Active since

1984

Affiliations

University of Toronto(Current)

McMaster University

Queen's University

Center for Interuniversity Research and Analysis on Organizations

Ospedale Infermi di Rimini

Thomas H. McCurdy is an author at University of Toronto specializing in business, economics, and asset pricing.

Top concepts

BusinessAsset PricingFinanceEconomicsStatisticsFinancial EconomicsVolatility ModelingEconomic AnalysisEngineeringForecasting

Publications per year

1984–2021

24

Publications

24

Identifying Bull and Bear Markets in Stock Returns

Thomas H. McCurdy · Journal of Business and Economic Statistics · 2000 · 294 citations

Economics, Volatility Modeling, Financial Economics +11

Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth

J. Michael Durland, Thomas H. McCurdy · Journal of Business and Economic Statistics · 1994 · 260 citations

Duration Dependent, Population Dynamic, Endogenous Growth Theory +18

Identifying Bull and Bear Markets in Stock Returns

John M. Maheu, Thomas H. McCurdy · Journal of Business and Economic Statistics · 2000 · 233 citations

Economics, Financial Economics, Asset Pricing +5

News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns

John M. Maheu, Thomas H. McCurdy · SSRN Electronic Journal · 2003 · 134 citations · Full text

News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies

Yoontae Jeon, Thomas H. McCurdy, Xiaofei Zhao · Journal of Financial Economics · 2021 · 121 citations · Full text

Empirical Finance, Jump Probability, Financial Economics +14

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