Sam Pybis website: lists
Working document, generated 11 October 2026. Not part of the published site. Open index.html to view the site.
1. Pages in this folder 9
| File | What it is |
|---|---|
| index.html | Home page: profile, all research, teaching |
| data.html | Data for empirical finance: 84 datasets with notes on why each is useful |
| journals.html | Finance journals and their submission fees, with sources, plus where to find papers |
| papers/phd.html | PhD thesis overview: Essays Exploring Predictive Regressions |
| papers/reits.html | Full summary: Uncertainty and Real Estate Return Predictability: Evidence from U.S. REITs |
| papers/industry-signals.html | Full summary: Industry Signals and the Dynamics of Stock Market Predictability |
| papers/financial-uncertainty.html | Full summary: Can financial uncertainty forecast aggregate stock market returns? |
| papers/technical-indicators.html | Full summary: Can we forecast better in periods of low uncertainty? The role of technical indicators |
| papers/short-interest.html | Holding page (title, abstract, citation): Forecasting in Periods of Heightened Uncertainty: The Importance of Aggregate Short Interest |
2. All papers 10
| Section | Title | Journal / status | Co-authors | Real or placeholder | Page |
|---|---|---|---|---|---|
| Publications | Uncertainty and Real Estate Return Predictability: Evidence from U.S. REITs | Journal of Real Estate Finance and Economics None | Damian Damianov, Yawen Zheng | Real | Full summary |
| Publications | Industry Signals and the Dynamics of Stock Market Predictability | International Journal of Finance & Economics 2026 | Michael Ellington, Yawen Zheng | Real | Full summary |
| Publications | Can financial uncertainty forecast aggregate stock market returns? | Financial Markets, Institutions & Instruments 2024 | Ólan Henry, Semih Kerestecioglu | Real | Full summary |
| Publications | Can we forecast better in periods of low uncertainty? The role of technical indicators | Journal of Empirical Finance 2023 | María Ferrer Fernández, Ólan Henry, Michalis P. Stamatogiannis | Real | Full summary |
| Working papers | Forecasting in Periods of Heightened Uncertainty: The Importance of Aggregate Short Interest | Working paper 2024 | Ólan Henry, Semih Kerestecioglu, Michalis P. Stamatogiannis | Real | Holding page |
| Working papers | The Predictive Role of Extreme Weather Events: Evidence from the U.S. Coal Sector | Working paper | Lotanna E. Emediegwu | Real | Listed on home page only |
| Working papers | Forecasting Oil Prices at Month End: Which Predictors Work? | Working paper | Wei Jin, Yawen Zheng, Michael Ellington | Real | Listed on home page only |
| Working papers | Don’t Industries Lead Stock Markets? | Working paper | Real | Listed on home page only | |
| Working papers | Oil and Equity Momentum | Working paper | Real | Listed on home page only | |
| Public writing | Britons are less likely than Americans to invest in stocks – but they may not have the full picture | The Conversation 2025 | Real | Listed on home page only |
3. Still to do 11
- Add a square profile photo as
assets/img/profile.jpg(a monogram shows until then). - Forecasting in Periods of Heightened Uncertainty: The Importance of Aggregate Short Interest: add a full summary (send the paper PDF).
- The Predictive Role of Extreme Weather Events: Evidence from the U.S. Coal Sector: add citation details.
- Forecasting Oil Prices at Month End: Which Predictors Work?: add citation details.
- Don’t Industries Lead Stock Markets?: add citation details.
- Oil and Equity Momentum: add citation details.
- Optional: to add an AJG star-rating column to the fees table, save the Finance section of the Chartered ABS Academic Journal Guide as
_build/data/ajg.csv(or.xlsx) with columns ISSN, Field, Journal Title, Publisher, AJG 2024, AJG 2021, AJG 2018, then rebuild. Check the Chartered ABS terms before publishing ratings, because the guide is © Chartered ABS, all rights reserved. - Journals & fees: spot-check a few fees against the linked guidelines before publishing, and re-check them yearly.
- Add a
slideslink for each paper (or delete the slot where there are no slides). - Add co-authors for the working papers where the CV lists none (extreme weather, Don’t Industries, oil and equity momentum), if there are any.
- Read through the paper summaries, the PhD overview and the details below, then publish on GitHub Pages (see README).
4. Links still to add 9
| Where | Link |
|---|---|
| Uncertainty and Real Estate Return Predictability: Evidence from U.S. REITs | slides |
| Industry Signals and the Dynamics of Stock Market Predictability | slides |
| Can financial uncertainty forecast aggregate stock market returns? | slides |
| Can we forecast better in periods of low uncertainty? The role of technical indicators | slides |
| Forecasting in Periods of Heightened Uncertainty: The Importance of Aggregate Short Interest | slides |
| The Predictive Role of Extreme Weather Events: Evidence from the U.S. Coal Sector | slides |
| Forecasting Oil Prices at Month End: Which Predictors Work? | slides |
| Don’t Industries Lead Stock Markets? | slides |
| Oil and Equity Momentum | slides |
5. Details to double-check
- Department name: Department of Finance and Economics (the MMU staff page says only “Business School”).
- Office line: Office 6.32, Business School, Manchester Metropolitan University (by appointment).
- Bio: joined Manchester Met in 2021; BSc Economics, MSc Finance and PhD Economics and Finance, all at the University of Liverpool.
- Current teaching: Economics of Corporate Finance I & II (second-year undergraduate, module lead).
- Previously taught: Econometrics, quantitative methods, international finance, empirical finance and corporate finance, at undergraduate and postgraduate level (Manchester Metropolitan University and the University of Liverpool).
- Other: External examiner, Coventry University London (2022). Fellow of the Higher Education Academy.
- PhD supervision text: I welcome enquiries from prospective PhD students in empirical finance, particularly applied econometrics, asset pricing and financial market uncertainty: for example predictive regressions, return predictability, and forecasting macro-financial variables. Please email me with a CV and a short (one to two page) research proposal.
- The abstracts on the site are short summaries written for the site, not the journals’ text. Swap in the official abstracts if you prefer.
6. Sources used for the summaries
| Paper | Summary based on | Links |
|---|---|---|
| Uncertainty and Real Estate Return Predictability: Evidence from U.S. REITs | Full paper (open access) | — |
| Industry Signals and the Dynamics of Stock Market Predictability | Full paper (open access) | doi.org/10.1002/ijfe.70300 |
| Can financial uncertainty forecast aggregate stock market returns? | Full paper (open access) | doi.org/10.1111/fmii.12187 |
| Can we forecast better in periods of low uncertainty? The role of technical indicators | Full paper (open access) | doi.org/10.1016/j.jempfin.2022.12.014 |
| Forecasting in Periods of Heightened Uncertainty: The Importance of Aggregate Short Interest | Title and listing only | doi.org/10.2139/ssrn.4861541 |
| The Predictive Role of Extreme Weather Events: Evidence from the U.S. Coal Sector | Title and listing only | — |
| Forecasting Oil Prices at Month End: Which Predictors Work? | Title and listing only | — |
| Don’t Industries Lead Stock Markets? | Title and listing only | — |
| Oil and Equity Momentum | Title and listing only | — |