My research falls in the area of empirical asset pricing, and I consider drivers of cross-sectional stock returns and stock return forecasting. My PhD Thesis (University of Adelaide, 2018) won the University Medal. It is an empirical investigation of stock return forecasting utilizing both macroeconomic variables and trend-following trading strategy (e.g., momentum, moving averages). I am also interested in the drivers of cross-sectional stock returns and corporate finance topics in the context of emerging markets.