Associate Professor in Finance
Durham University Business School
Director, Quantitative Research in Financial Economics |QRFE|
Project Co-Lead, UKRI Great British Chemicals |GBC|
External Examiner BSc Analytics, Bayes Business School
Ph.D. in Finance, Université Paris X
MSc. in Finance, Université Toulouse 1
Research Interests:
Market Microstructure · Asset Pricing · Financial Stability · Financial Technology · Climate & Carbon Markets · Data Science & Machine Learning · Quantum Finance
Quote Fragility, Intermediary Constraints, and Tail Risk
With Dimitar Bogoev (Last version: August 2026)
Liquidity Withdrawal and Propagation of Price Shocks
With Stuart Adams, Christopher McCarthy, and Jack Waller (Last version: September 2026)
Execution Urgency
With Dimitar Bogoev, Jiexuihui Chen and Alfred Lehar (Last version: September 2026)
Modern Financial Markets and Regulatory Innovation: Liquidity, Volatility, & Financial Stability
Financial Conduct Authority supported research (Last version: August 2026)
Can Policy Credibility Substitute for Formal Institutional Integration? Evidence from the proposed UK-EU Emissions Trading System Linkage
UKRI Great British Chemicals supported research (July 2026)
Institutional Rules Shape Carbon-Market Networks More Than External Shocks
UKRI Great British Chemicals supported research (September 2026)
When Markets Get Confused
With Claes Backman, Olga Balakina, and Anastassiia Parakhoniak (Under Revision)
When Uninformed Markets Become Informed
with Angel Hernando-Veciana, Near Completion
Information Cycles before Scheduled Announcements
with Anurag Banerjee and Giulio Seccia, Near Completion
Privacy-Preserving Carbon Credits and Price Discovery
with Emanuele Scala
UKRI Great British Chemicals supported research
Quantum Networks
with Stuart Adams, and Jonah Jos.