Senior Lecturer in Finance

First degree in Economics, a Masters degree in Management Science and a PhD in the area of econometric modelling of financial decisions. Joined the School in 1988 and teaches courses in financial economics and corporate finance. Research interests are currently in the area of market microstructure with emphasis on financial futures and options markets. Has written several textbooks and has had research published in a number of scholarly and practitioner journals.

Recent academic publications:

Buckle, M.J. (1996) (with ap Gwilym, Foord, T and Thomas, S). The intra-day behaviour of European bond futures, The Journal of Fixed income, Vol. 6, No. 2, pp 49-66

Buckle, M.J. (1996) (with ap Gwilym, O). An analysis of bid-ask spreads in American and European Style Index Options, Applied Economics Letters, 3, pp 445-449

Buckle, M.J. (1997) (with ap Gwilym, O). Forward-Forward Volatilities and the Term Structure of Implied Volatility, Applied Economics Letters, 4, pp 325-8

Buckle, M.J. (1997) (with ap Gwilym, O and Thomas, S.H). The intra-day behaviour of bid-ask spreads, returns and volatility for FTSE100 stock index options, The Journal of Derivatives, Vol. 4, No. 4 (Summer), pp 20-32

Buckle, M.J. (1998) with ap Gwilym, O, Thomas, S.H. and Woodhams, M). Empirical Regularities in interest rate and equity index futures markets and the Effect of Macroeconomic Announcements, Journal of Business Finance and Accounting, Vol. 25, No’s. 7 and 8

Buckle, M.J. (1998) (with ap Gwilym, O and Thomas, S.H) The intra-day behaviour of key market variables for LIFFE derivatives in Financial Markets Tick by Tick, (ed P. Lequeux), Jon Wiley and Sons, September 1998

Buckle, M.J. (1998) (with ap Gwilym, O, Clare, A and Thomas, S). The transaction by transaction adjustment of interest rate and equity index futures markets to macroeconomic announcements, Journal of Derivatives, Winter

Buckle, M.J. (1998) (with ap Gwilym, O). Volatility Forecasting in the Framework of the Option Expiry Cycle, European Journal of Finance, Vol. 4, pp 1-22

Buckle, M.J. (1998) (with Thompson, J.L). The U.K. Financial System, Manchester University Press

Buckle, M.J. (1999) (with Clare, A and Thomas, S). Developing a trading rule from stock index futures: evidence in support of the EMH, Journal of Business Finance and Accounting, Vol. 26, No’s1 and 2, pp 249-260

Buckle, M.J. (2001) (with ap Gwilym, O). The lead lag relationship between the FTSE100 stock index and its derivatives, Applied Financial Economics, Vol. 11, pp 385-393

Buckle, M.J. and Adams, M.B. (forthcoming, 2002) ‘The determinants of operational performance in the Bermuda insurance industry’, Applied Financial Economics

Buckle, M.J., Hong Zoe Z. and Adams, M.B. (forthcoming (2003) ‘Corporate Risks and Property Insurance: Evidence from the People's Republic of China’, Journal of Risk and Insurance,  [winner on the 2002 Shin Research Excellence Award]