I am currently Professor and Director, Global Business at Akita International University (AIU) in Japan, teaching undergraduate courses in finance and researching questions in empirical finance. Previously, I held Associate Professor positions in Graduate School of Economics at Kobe University and in Global Business at AIU.
Prior to academia, I was a Director at BlackRock Japan, formerly with Barclays Global Investors, working in research and strategy for a multi-asset class quantitative global macro hedge fund.
Earlier I was an Adviser at the Reserve Bank of New Zealand, working on financial markets analysis and research as part of the Bank’s monetary and financial stability processes. I helped coordinate EMEAP for a while.
Even before that, I worked in emissions trading, energy economics, renewable energy, economic development, international trade and held management positions in businesses in Australia.
My PhD thesis on the empirical finance of non-ferrous metals markets and was completed at the University of Western Australia under the supervision of Professor Michael McAleer.
Research areas:
- Empirical finance
- Market microstructure
- Applied econometrics
- Commodity, equity and foreign exchange markets
I have worked as a practitioner in:
- Investment management
- Monetary policy and financial stability
- Renewable energy, emissions trading, energy economics and policy;
- Development economics
- International business and marketing
- Hospitality and management.
You can also find me here:
Trivia
My ‘academic genealogy’ goes back to Robert Solow and Wassily Leontief.
I do virtually all of my work in R, LaTeX and Joplin.
I am also interested in photography using film cameras and making prints in the darkroom, as well as sailing and cycling, especially cycling in snow. Sometimes I try to jog.
