I am academic director of the MSc in Financial Data Science at the Smurfit business school, University College Dublin, Ireland. Prior to this I was at the University of Southampton, UK. My research interests include financial data science, FinTech, empirical asset pricing and economic insights from prediction markets.
January, 2021: Latest paper, Enduring Relief or Fleeting Respite? Bitcoin as a Hedge and Safe Haven for the US Dollar (with Tom Conlon and Shaen Corbet) is downloadable at SSRN.
une 2020: My latest working paper, Optimal Characteristic Portfolios (with Jose Olmo), is available for download at SSRN.
May, 2020: My latest paper, Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic (with Tom Conlon and Shaen Corbet) is downloadable at Research in International Business and Finance.
May, 2020: My latest paper, Safe Haven or Risky Hazard? Bitcoin during the Covid-19 Bear Market (with Tom Conlon) is downloadable at Finance Research Letters.
January, 2020: Our Paper, Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis (with John Goodell & Frank McGroarty), is published at the Journal of Banking & Finance.
September, 2019: Our paper, Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes? (with Tom Conlon) is published online at the Economics Letters.
July, 2019: Our paper, The size premium as a lottery (with Jose Olmo) is published online at the European Journal of Finance.
January 11, 2019: Quantpedia have added an entry on our paper: https://quantpedia.com/Blog/Details/the-size-effect-has-a-lottery-style-payoff
Image: Molentargius, Quartu Sant’Elena, Sardegna