Jason Foran
Biography
Jason Foran successfully defended his PhD in January 2011 at University College Cork. Previously Dr. Foran graduated from University College Cork with an Honors' Primary Degree in Finance in 2007 before immediately beginning study for a PhD in Finance.
His research interests lie primarily in the analysis of liquidity risk in financial markets using both daily and high frequency data. He concentrates on the use of high frequency tick data in order to fully capture liquidity by aggregating information across liquidity measures using multivariate analysis. In addition to testing for the pricing of liquidity risk in equity markets he also studies the presence of non-linearity in the relationship between liquidity and returns to better model the behavior of portfolios during periods of substantial illiquidity.
He has presented his work a number of times including at the Irish Economic Association Conference 2009 and the French Finance Federation in 2010. Dr Foran currently works for Abbey Capital in Dublin.