This study utilises an integrated conceptual model of academic performance which captures a series of psychological factors: cognitive style; self-theories such as self-esteem and self-efficacy; achievement goals such as mastery, performance, performance avoidance and work avoidance; study-processing strategies such as deep and surface learning; and effort. We investigate a group of first-year university undergraduates taking a course in business statistics at a British university. The results show a significant causal path of the form: "self-esteem"? "self-efficacy"? "mastery"? "effort"? "performance." We conclude that the strengthening of any of the elements in this path would have beneficial effects on students' academic performance and discuss various approaches to pedagogy, primarily assessment and feedback, to achieve this goal.