PG Supervision

PhD

• An analysis of monthly calendar anomalies in the Pakistani stock market: a study of the Gregorian and Islamic calendars (completed in 2013, 2.5 years)
• An analysis of market efficiency in the South Asian emerging stock markets: Bangladesh, India, Pakistan and Sri Lanka (completed in 2013, 3 years)
• Hala-based investments in Kuwait (completed in 2014, 4 years)
• An Examination of the Inter-relationships Between and Gains from Investing in African Emerging Stock Markets (completed in 2014, 5 years)
• Market Efficiency and Volatility Spillovers in the Amman Stock Exchange: A Sectoral Analysis (completed in 2015, 3.5 years)
• CDS return spillovers in Asia (completed in 2019, 5 years)
• Credit risk management and regulatory frameworks in the Asian banking sector
• Stock Price Prediction by Machine Learning

Selected Master

Banking

• Chinese banking vulnerability
• Profitablity in Islamic banking sector
• International capital flows and Chinese bank stability
• Relationship between Chinese real estate and banking sectors
• The effect of credit shocks in the US financial sector

Digital/Internet Finance

• P2P lending in China
• Bitcoins and Blockchain
• Equity crowdfunding

International Finance and Monetary Economics

• Foreign investment in Vietnam
• Economic effects of foreign investment in Kazakstan
• Microfinance and impacts on development
• Cyclical capital flows in Thailand
• The effect of QE policy on UK economy
• Economic and financial effects of negative interest rate policy

Corporate Finance and Governance

• Corporate governance of Chinese SMEs
• The relationship between dividends and future earnings of SET50 & SET100 in Thailand
• Forecasting earnings of Chinese firms

Derivatives and Bond Markets and Risk Management

• Efficiency of gold futures markets in Thailand
• Efficiency of futures markets of precious metals in India
• Do futures stabilize the volatility of agricultural spot prices?
• The efficiency of forward exchange market: Euro-USD
• Testing price discovery in the Agricultural Futures Exchange of Thailand (AFET)
• Comparison of local bond markets in ASEAN+3: size, composition and liquidity
• Sovereign risk spillover
• Banking risk spillover
• Risk management in airline industry

Stock Markets

• Profit making with momentum trading: Athens Stock Exchange
• Stock markets' responses to macroeconomic news
• Herding and liquidity in stock markets
• Size effects on weak-form market efficiency
• State-dependent betas of Chinese stocks
• Analysis of linkage among Asian stock markets
• Volatility and the crises: the case of US real estate sector
• Announcement effect on stock returns of Chinese and US listed companies: basic materials sector
• Value-at-risk in emerging markets
• Mutual Funds' performance

Foreign Exchange Markets

• Convergence of european exchange rates
• A relationship between stock returns and exchange rates