Evarist Stoja
Lecturer in Finance
Contact Details
Tele: +44 (0)117 33 10603Email: E.Stoja@bristol.ac.uk
Office Hours: Tues 9.00 & Tues 11.00
Room: 2B7
Curriculum Vitae
Social Science Research Network
Teaching Units
ACCG30015: Advanced Topics in Finance
ACCG30014: Financial Markets and Corporate Finance
ECONM2035: MSc Asset Pricing
Research Interests
Evarist Stoja's research interests are in the areas of financial econometrics and corporate finance. He is particularly interested in return volatility and its applications and optimal debt-equity choice.
Recent Publications
- Harris, R.D.F. Shen, J. and Stoja, E. (2009) ‘The Limits to Minimum Variance Hedging’, Journal of Business, Finance and Accounting, forthcoming.
- Polanski, A. and Stoja, E. (2009) ‘Incorporating Higher Moments into Value-at-Risk Forecasting’, Journal of Forecasting, forthcoming.
- Harris, R.D.F. Stoja, E. Yilmaz, F. 'Day-of-the-Month Effects in the Performance of Momentum Trading Strategies in the Foreign Exchange Market' The Journal of Trading, Winter 2009
- Harris, R.D.F. Stoja, E. and Tucker, J. (2007) 'A Simplified Approach to Modelling the Comovement of Asset Returns' , Journal of Futures Markets; Vol. 27(6), pp: 575-598.
- Stoja, E. (2006) 'The Capital Structure Decision', in Cases in Management Accounting and Business Finance, Hyndman, N. and McKillop (Eds.), D.G, ICAI, pp 135-140.