For more than a century, whether or not the research-teaching nexus exists has remained an intensely debated issue in the global academy at both the conceptual and empirical levels. Situating teaching styles within the context of teaching, conceptualizing research agendas as a dimension of research, and using academic self-efficacy as a mediator, the present study empirically investigated the research-teaching nexus. Participants were 256 academics in science, technology, engineering, and mathematics (STEM) fields from all of the eight institutions funded by the University Grants Committee in Hong Kong. In the context of participating in the "Academic Profession in the Knowledge-based Society" (APIKS) international survey between late 2017 and early 2018, the participants responded to a short version of the Multi-Dimensional Research Agendas Inventory, a short version of the Research-Teaching Efficacy Inventory, and two scales from the Thinking Styles in Teaching Inventory. Results showed that academics' research agendas statistically predicted their teaching styles -- after age, gender, academic rank, and institutional ranking were considered. Furthermore, academic self-efficacy, especially research efficacy, provided a pathway from research agendas to one of the two teaching styles examined. Limitations and theoretical contributions of the research are discussed; and practical implications of the research findings are proposed for academics in STEM fields and for university senior managers.