I have been an working in the area of  Finance/Financial Economics for over 25years delivering cutting edge programmes at undergraduate, MSc and MBA level to a wide range of programmes. My prime area of research is market microstructure and I have published about fifty peer review articles within this and related fields. My research in market microstructure has shown that order-flow imbalances related to risk characteristics of firms can explain the January premium, that shocks to order-flow imbalance lead to changes in correlation within financial markets, that the trading mechanism that stock markets employ has a substantial influence on efficiency, liquidity and trading costs. My work on behavioural finance which uses laboratory experiments has shown that investors participating in stock markets suffer from hindsight bias, can explain why when firms cross-list there is an increase in trading activity and which types of traders contribute to the increased trading activity. My work on asset pricing has sought to explain seasonality in stock markets, shown that the Amihud ratio is a biased measure of liquidity, has shown that liquidity influences correlation within markets.