Dr Ellington is a Lecturer in Finance at the University of Liverpool Management School. His current projects are: Asset Pricing using Time-Frequency Dependent Network Centrality; Stock Market Liquidity and Return Predictability, A Bayesian Nonparametric Approach; Empirical issues in Labour Markets; and Modelling Shadow Interest Rates. His broader research interests include: Bayesian Analysis; Nonlinear Time-series, Financial Econometrics, Financial Markets and the Macroeconomy, Money and Monetary Policy, and Asset Pricing and Trading Volume.
Mike's previous papers have been published in internationally excellent journals such as Journal of Economic Dynamics and Control, Journal of International Money and Finance, and Journal of Banking & Finance. He has also presented his work at a number of prestigious conferences; as well as the Bank of England. One of his recent publications is also recognised by the Center for Financial Stability of New York.
Prizes or Honours
- Early Career Award: Research (University of Liverpool Management School, 2018)
- Early Career Researcher and Returners Fund (University of Liverpool, 2018)
- Liverpool Research Apprenticeship Funding (University of Liverpool, 2018)