Associate Professor · Finance & Accounting · University of Exeter
I study corporate finance, asset pricing, and financial economics — building tools, datasets, and ideas that push the field forward.
Research
01
Examining how financial constraints shape the relationship between internal funds and capital expenditure across market cycles.
Read Paper ↗02
Linking accrual-based earnings quality measures to cross-sectional return predictability in international equity markets.
Read Paper ↗03
Does ambiguity in ESG ratings translate to a measurable discount rate premium? Evidence from a novel rating-dispersion instrument.
SSRN Preprint ↗04
Strategic behaviour among sell-side analysts: when do forecasters cluster, and what does it mean for price discovery?
Read Paper ↗Software & Tools
01
An open-source Python library for downloading, cleaning, and structuring financial statement data from EDGAR and Compustat mirrors.
GitHub ↗02
R package implementing 14 accrual quality measures from the academic literature with a unified, tidy-data interface.
CRAN ↗03
Interactive web dashboard that visualises cross-provider ESG rating disagreement for any MSCI World constituent in real time.
Live App ↗Databases & Datasets
01
Hand-collected panel of earnings quality measures for all LSE-listed firms from 1990–2022, linked to Datastream identifiers.
Download ↗02
Monthly ESG rating disagreement scores across six major providers for 5,000+ global firms. Freely available for academic use.
Access Data ↗03
Comprehensive archive of I/B/E/S analyst forecasts augmented with broker identity, career history, and brokerage size proxies.
Request Access ↗Writing, Blogs & Podcasts
Why ESG Ratings Disagree So Much
A plain-English explainer on the measurement and methodology gaps driving divergence across rating providers.
Read on Substack ↗The Measure of a Market — Episode 14
Discussing earnings quality and what it really tells us about firm fundamentals with host Priya Nair.
Listen ↗Replication in Finance: A Quiet Crisis
Are the classic anomalies still alive? A review of the out-of-sample evidence and what it means for factor investing.
Read on Medium ↗Accounting for Returns — Episode 7
How accruals predict future returns, and the often misunderstood mechanics behind the accrual anomaly.
Listen ↗Open Data in Empirical Finance
Making the case for freely accessible research databases and what the field can learn from computational biology.
Read ↗PhD Supervision & Teaching
Currently supervising four doctoral students in empirical corporate finance. Module lead for Advanced Financial Econometrics.
Teaching page ↗I am an Associate Professor of Finance at the University of Exeter Business School. My research sits at the intersection of corporate finance, financial accounting, and asset pricing, with a particular interest in how information quality shapes capital allocation.
I am committed to open and reproducible research. All datasets and software I produce are made freely available to the academic community. I also write and speak publicly about finance and methodology for non-specialist audiences.
Affiliations & Areas
Open to collaborations, seminar invitations, and media enquiries.