- See a full list of publications
- Browse activities and projects
- Explore connections, collaborators, related work and more
After my BSc in Mathematical Statistics and Operational Research at Exeter I worked for some years as a systems developer, most recently at Deutsche Bank in Frankfurt.
I then did an MSc in Investment Analysis at Stirling, where I won the Morley Prize as the top academically in my year. For my Finance PhD at the ICMA Centre, Reading University, I showed that different ways of calculating the Price-Earnings ratio could significantly improve investor returns.
I worked as a lecturer at Durham University Business School for two years before moving to York in 2008.
At TYMS as well as teaching and research I am responsible for the School load model and am Chairman of the Griff Fund, the first student-led university investment fund in the UK:
Joint Head of Accounting and Finance Group
My research interests revolve around making academic finance more useful to investors, for example:
'Testing for Speculative Bubbles in Asset Markets'. Chapter with C. Brooks and A. Katsaris in 'Handbook of Research Methods and Applications in Empirical Finance' (2013, pp.73-93) by A. Bell, C. Brooks and M. Prokopczuk.
'The Essential P/E', 2012, Harriman House
'Testing for periodically collapsing rational speculative bubbles in US REITs', Journal of Real Estate Portfolio Management, 2011, 17(3): 227-241 (with Chris Brooks and Sotiris Tsolacos).
'Does Improving a Firm’s Environmental Performance Mitigate its Risk?' Business Ethics: A European Review, 2011, 20(2): 192-204 (with Aly Salama and Steve Toms).
'The Transmission of Speculative Bubbles between Sectors of the S&P 500 during the Tech Bubble'. Chapter with C. Brooks and A. Katsaris in 'Financial Contagion: The Viral Threat to the Wealth of Nations' (2011, pp.335-342) by Robert W. Kolb.
'Speculative bubbles in the SandP 500: Was the tech bubble confined to the tech sector?', Journal of Empirical Finance, 2010, 17(3): 345-361 (with C. Brooks and A. Katsaris).
'Extreme Returns from Extreme Value Stocks: Enhancing the Value Premium', Journal of Investing, 2007, 16(1): 69-81 (with C. Brooks).
'Decomposing the Price-Earnings Ratio', Journal of Asset Management, 2006, 6(6): 456-469 (with C. Brooks).
'The Long-Term Price-Earnings Ratio', Journal of Business Finance and Accounting, 2006, 33(7/8): 1063-1086 (with C. Brooks).
'Constructing value by deconstructing the P/E', Professional Investor, 2006, 16(1):22-24 (with C. Brooks).
'Are growing earnings desirable?', Professional Investor, May 2005, 12-16 (with C. Brooks).
The University of York Management School
University of York
Church Lane Building
York Science Park
York YO10 5DF
Feedback & Support hours
Wednesday 25/11 and 2/12 1.30-2.30
Thursday 26/11 and 3/12 2-3; otherwise by email appointment