Matt Lyle is an Associate professor in the Accounting Information and Management department. His research focuses on the impact that accounting information has on the valuation of traded assets such as equities and equity derivative contracts. He and his co-authors have examined how and why accounting variables predict stock returns over time, how the quality of accounting information affects asset returns, and how firm fundamentals can be used to trade stock return volatility and optimize portfolios.
Matt holds a PhD in Management from the University of Toronto and a MSc. and PhD in Mathematical Finance from the University of Calgary. His non-academic experience includes working as a quantitative trading associate on an energy trading floor and as a design engineer.