|Staff position||Lecturer in Finance
BSc (Hons) (Mauritius), MSc and PhD (Exeter)
- Empirical Asset Pricing
- The Term Structure of Interest Rates
- Behavioural Finance
- Real Options
- BE314 Financial Modelling (UG)
- BE335 Behavioural Finance (UG)
- BE354 Portfolio Management (PG)
- BE356 Financial Modelling (Matlab) (PG)
- BE357 Behavioural Finance (PG)
Recent papers & publications
Can the Cross-Section Dispersion of Expected Stock Returns Explain Momentum?, Journal of Financial and Quantitative Analysis 44 (4), Aug. 2009, 777-794 (with George Bulkley).
Revisiting the Expectations Hypothesis of the Term Structure of Interest Rates, Journal of Banking and Finance 35 (5), May 2011, 1202–1212 (with George Bulkley and Richard Harris).
Can Behavioural Biases Explain the Rejections of the Expectation Hypothesis of the Term Structure of Interest Rates?, Journal of Banking and Finance 58, Sept. 2015, 179-193 (with George Bulkley and Richard Harris).
Non-linearities in Stock Returns: Evidence from Duration Dependence Tests (with George Bulkley).
Overconfidence and the Rational Expectations Model of the Term Structure of Interest Rates (with George Bulkley and Richard Harris).
A Contingent Claims Analysis of Optimal Investment Subsidy (with Norvald Instefjord and Pei Yang).