Priestley's research interests cover the areas of empirical asset pricing, macro-finance and international financial markets.
His research has been published in the Journal of Finance,
Journal of Financial Economics, Review of Financial Studies, Journal of
Business, Economic Journal, Journal of Financial and Quantitative
Analysis, Management Science, Review of Finance,
Journal of Economic Dynamics and Control, Economics Letters and the Journal of International Money and Finance,
His Journal of Business article "EMU and European Stock Market Integration" is the 69th most cited paper in finance.
In addition to BI, he has been a visiting Professor at Manchester Business School, University of Manchester, and at the ISMA Centre at the University of Reading. He has consulted on cost of capital calculations, investment strategies, investment performance, and asset allocation issues for various corporations and institutions.