Senior Lecturer in Finance
I am a Senior Lecturer in Finance with interests in Asset Pricing, Behavioural Finance and Climate Finance. I joined Sheffield Hallam University in Autumn 2021 after my postdoctoral post at the Bennett Institute for Public Policy at the University of Cambridge. My research interests are varied, covering topics from consumer finance, electoral prediction, asset pricing and climate finance. My teaching interests focus on financial derivatives and econometrics.
I am a Senior Lecturer in Finance at the Sheffield Business School. After completing my PhD at the University of East Anglia and my postdoctoral post at the University of Cambridge I joined Sheffield Hallam University in September 2021. My PhD focused on textual analytics of high-frequency news, and its various impact on asset prices, volatility and trading activity in stock markets. My primary research interests are in Asset Pricing, Behavioural Finance and Climate Finance. My research has been covered in over 100 media outlets including Bloomberg, Reuters and The Guardian. I have also worked with researchers at various central banks and NGOs. My teaching interests are in financial derivatives, econometrics and risk. I am also a Fellow of the Higher Education Academy.
Financial Derivatives and Risk Management Statistics and Data Modelling
link 1: https://voxeu.org/article/rising-temperatures-melting-ratings link 2: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3924044 link3: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3811958
Burke, M., Fry, J., Kemp, S., & Woodhouse, D. (2022). Attention to Authority: The behavioural finance of Covid-19. Finance Research Letters, 49. http://doi.org/10.1016/j.frl.2022.103081
Agarwala, M., Burke, M., Klusak, P., Mohaddes, K., Volz, U., & Zenghelis, D. (2021). Climate change and fiscal sustainability: risks and opportunities. National Institute Economic Review, 258, 28-46. http://doi.org/10.1017/nie.2021.37
Agarwala, M., Burke, M., Klusak, P., Mohaddes, K., Volz, U., & Zenghelis, D. (2021). Climate change and fiscal sustainability: Risks and opportunities. CAMA working paper, 80 (2021). https://cama.crawford.anu.edu.au/publication/cama-working-paper-series/19292/climate-change-and-fiscal-sustainability-risks-and
Fry, J., & Burke, M. (2020). An options-pricing approach to election prediction. Quantitative Finance, 20 (10), 1583-1589. http://doi.org/10.1080/14697688.2020.1757136
Burke, M., & Fry, J. (2019). How easy is it to understand consumer finance? Economics Letters, 177, 1-4. http://doi.org/10.1016/j.econlet.2019.01.004
Klusak, P., Agarwala, M., Burke, M., Kraemer, M., & Mohaddes, K. (n.d.). Rising temperatures, falling ratings: The effect of climate change on sovereign creditworthiness. SSRN Electronic Journal. http://doi.org/10.2139/ssrn.3811958