My principal research interests focus on a range of issues in empirical finance particularly with respect to international finance or emerging markets. I continue to work on topics related to asset pricing and return predictability specifically investigating the ability of consumption asset pricing models to either explain or predict asset return behaviour and how asset prices respond to changes in monetary policy. Alongside this work I have looked at the role of both linear and nonlinear models in forecasting asset returns and the ability of various financial and macroeconomic variables to predict returns. Currently I have a number of projects focussing on market microstructure particularly looking at price discovery, trade intensity and volume and volatility relationships in futures markets in emerging economies and commodities.