I am a Senior Lecturer in Finance at Queen's Business School. My research interests are in factor investing, empirical asset pricing in stock and futures markets, currency market anomalies, and climate finance. I serve as a council member of the Irish Academy of Finance. My research has been supported by competitive funding from the British Academy. PhD applicants with excellent quantitative skills who are strong with coding (R, Python, etc) are welcome. I do not accept research proposals in corporate finance/governance. I provide consulting and training services in Quant Trading, Investment Strategies, and Financial Risk Analysis, and I am open to industry collaborations in these areas. 

Publications (selected):

1. Momentum and the Cross-section of Stock Volatility,  Journal of Economic Dynamics and Control, 2022, with M. Fan, F. Kearney and Y. Li. [SSRN] 

• • Semifinalist in the Best Paper Awards (Category: Investments), FMA 2020

2. Return Signal Momentum, Journal of Banking & Finance, 2021, with F. Papailias and D. D. Thomakos. [SSRN]

3. Rethinking Currency Factors: The Case for Mean-Variance Optimisation, Journal of International Money and Finance, 2026, with M. Fan, F. Kearney and Y. Li. [SSRN]

4. A Reexamination of Factor Momentum: How Strong is It?, Financial Review, 2022, with M. Fan, Y. Li and M. Liao. [SSRN]

• • Media: Quantpedia.com

5. Time Series Reversal in Trend-following Strategies, European Financial Management, 2023, with F. Papailias. [SSRN]

6. Understanding the Performance of Currency Basis-Momentum, European Financial Management, 2025, with M. Fan, X. Han and A. Li. [SSRN]

7. Optimising Currency Factors, Financial Review, 2025, with M. Fan, F. Kearney and Y. Li. [SSRN]

Working Papers (selected):

• 'MHT-hacking': Implementing Multiple Hypothesis Tests in FX markets, with M. Fan, F. Kearney and Y. Li.

  • FMA Europe 2023, FMA Europe 2022, BAFA 2022, XJTLU AI and Big Data Research 

• Managing Legitimacy at Imperial Tobacco: Corporate Titan and Sin Stock, with G. Campbell and C. Walker