Dr. Arshad Hassan

Designation

Associate Professor / Dean Faculty of Management and Social Sciences

Contact Information
Phone : 051-111 87-87-87 , 0 Ext: 300
Address : Capital University of Science & Technology, Islamabad
Profile Summary
Dr. Arshad Hassan is Associate professor of finance with consulting, research and teaching experiences in corporate reporting, corporate finance, portfolio management and financial risk management.Dr. Hassan is certified cost and management accountant and has 10 years of experience of working as professional accountant / auditor in public as well as private sector. He also holds membership of various professional bodies in accounting and finance.He is member of faculty board/Research Board of many prestigious institutions. Dr. Hassan’s research and writings covers a variety of topics ranging from asset pricing to Islamic Finance. He has more than 20 papers published in refereed academic journals to his credit.He has also presented number of research paper at academic /professional conferences in Pakistan, Turkey and USA. He is on editorial boards of various local and international indexed journals.
Qualification
PhD Finance Mohammad Ali Jinnah University Islamabad 2010
MS Finance Mohammad Ali Jinnah University Islamabad 2006
MBA IT Comsats Institute of Information Technology Islamabad 2003
Cost Manageemnt Accountant Cost and Mannagement Accounting Institute of Cost and Management Accountants 2000
MSc Mathematics Punjab university Lahore 1988
TEACHING EXPERIENCE
Associate Professor Capital University of Science & Technology, Islamabad. Since - 2015
Associate Professor Mohammad Ali Jinnah University, Islamabad. 2010 - 2015
Assistent Professor Mohammad Ali Jinnah University , Islamabad. 2008 - 2010
MANAGEMENT EXPERIENCE
Dean, Faculty of Management & Social Sciences Capital University of Science & Technology, Islamabad Since - 2015
Dean, Faculty of Mnangement and Social Sciences Mohammad Ali Jinnah University Islamabad 2012 - 2015
Head Department of Management Sciences Mohammad Ali Jinnah University Islamabad 2010 - 2011
MEMBERSHIP OF PROFESSIONAL BODIES
CMA
Institute of Cost and Management of Pakistan
APA
Pakistan Institute of Public Finance Accountants
Honors & Awards
1. 
Best Research Paper Award in GBA conference Held at Houston Texas
2. 
Silver Medal in MS in Management Sciences
3. 
Gold Medal in MBA from Comsats Institute of Information Technology Islamabad
Research Areas / Interests
Investment Analysis, Asset Pricing, Portfolio Management, Financial Derivatives, Financial Risk Management, Corporate Finance, Financial Modeling, Corporate Governance, Ownership Structure
Research SUPERVISion
1. 
MS Investor sentiments and Equity market Returns
2. 
MS Causal and dynamic linkages among Stock markets of emerging and developed countries
3. 
MS Dividend yield Leverage and common stock Returns A study of Karachi Stock Exchange
4. 
MS P/E Premium and Cross Section of Expected Returns : An Empirical Evidence from Pakistan Equity Market
5. 
MS Extreme Events and Market Efficiency A Case of Pakistani Stock Exchange
6. 
MS Book to Market Ratio as a Predictor of Equity Market Returns: Evidence from the Pakistani Equity Market
7. 
MS Size Leverage and Stock Returns Evidence of the Pakistan
8. 
MS Herding Behavior in Pakistani equity Market
9. 
MS Determinants of Capital Structure: Evidence from KSE listed Non Financial Firms in Pakistan
10. 
MS Return Volatility Spillover and dynamic contagion : A Comparative Study of BRIC and PIKT Equity Markets by Using EGARCH Model
11. 
MS Financial Ratios and Equity Returns
12. 
MS Style Analysis of Mutual Funds in Pakistan
13. 
MS Trend in Corporate Environmental Reporting and Its Impact on Firm Performace
14. 
MS Earnings Management and Capital Structure Evidence Capital Market of Pakistan
15. 
MS Long Memory Properties in Stock Prices: Evidence from the Pakistani Stock Market
16. 
MS Inter-Temporal Relationship Between Risk and Return
17. 
MS Impact of Interest Rate and Foreign Exchange Rate on Stack Market: Empirical evidence from Pakistan
18. 
MS Financial Development and Economic Growth
19. 
MS Comparative Study of Financial Distress Prediction Models in Pakistan
20. 
MS Impact of Ownership Structure on Financing Decisions of Pakistani Listed Companies
21. 
MS Determinants of Commercial Banks Interest Rate Spread in Pakistan
22. 
MS Pricing with Higher Moments: Evidence from Pakistani Equity Market
23. 
MS Political Instability and Economic Growth Empirical Evidence from Pakistan
24. 
MS Business Failure Prediction for Publicly Listed Companies in Pakistan
25. 
MS Impact of Capital Gains Tax on Karachi Stock Exchange Trading Volume
26. 
MS Persistence of Calendar Effects in Stock Returns and Volatility: A Case of Pakistan and India
27. 
MS Ownership Premium and Equity Market Return
28. 
MS Random Walk Versus Mean Reversion; Evidence from Karachi stock exchange
29. 
MS Long Run Relationship between South Asian Equity Markets ans Equity Markets of Developed World
30. 
MS Relationship Between Downside Risk and Equity Market Returns: A Study of Karachi Sotck Exchange
31. 
MS Market, Interest rate and Exchange rate Sensitivity: An empirical study of Pakistani Commercial Banks using an ARDL approach
32. 
MS Impact of Investor Personality Types on Investment Behavior
33. 
MS Market Efficiency, Investor Sentiment and Co Movement Between Equity Markets of G-8 Contries
34. 
MS Determinants of Operational Losses and Impact of Announcement of Operational Loss on Share Value and: A Study of Banking Industry in Pakistan
35. 
MS Dividend Initiation and Omission and Its Impact on Earnings and Market Returns: Pakistani Stock Market Perspective
36. 
MS Measuring Investor Sentiments in Equity Markets: Karachi Stock Exchange
37. 
MS Quality of Financial Reporting and Equity Returns: Empirical Evidence form Pakistan
38. 
MS Macroeconomic Determinants of Capital Structurs in Context of Market Timing Theory of Capital of Capital Structure
39. 
MS Identification of Pull and Push Factors for the Portfolio Flows: Evidence fro the Pakistani Economy
40. 
MS Assets Pricing and Foreign Exchange Rate Risk :econometric Evidence for south Asian Countries
41. 
MS Foreign Institutional Investors (FII) Investement in Pakistani Equity Market and Stock Market Volatility
42. 
MS Operational Risk Management A Study of Pakistani Banks in the Context of Basel II
43. 
MS Determinants of Earning Yield and its Impact on equity Market Returns
44. 
MS Technical Analysis of Individual Stocks Empirical Evidence from Pakistani Stock Market
45. 
MS Relationship Between Stock Returns, Volume and Volatility: Evidence from KSE
Publications
    Journal Papers
  • Zuee Javaira , Arshad Hassan , ""An examination of herding behavior in Pakistani stock market"", International Journal of Emerging Markets, Vol: 10 , No: 3, Pages: 474 - 490, 2015
  • Arshad Hassan and Faisal Khan, "“Size, leverage and stocks returns: evidence From Pakistan”", International Journal of Academic Research , Vol: 4, No: 1, 2012
  • Arshad Hassan and Zafar Moeen Nasir, "“Economic Freedom, Exchange Rates Stability and FDI in South Asia” ", Pakistan Development Review , Vol: 50, No: 4, Pages: 423- 433, 2011
    Conference Papers
  • Arshad Hassan and Tariq Javed, "“Macro Economic Influences and Equity Market Returns”", Ist GBA conference , 2009
  • Arshad Hassan and Zafar Moeen Nasir, "“Macroeconomic Factors and Equity Prices An empirical investigation by using ARDL Approach ", 24th annual conference of Pakistan Society of Development Economics , 2009
  • Arshad Hassan, "“An Empirical Examination of Linkages among Karachi Stock Exchange and Equity Markets of Asia Pacific Region” ", South Western Finance Association Conference, 2008
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