arshadhassan

Dr. Arshad Hassan (PhD MAJU, Islamabad)

PROFESSOR / DEAN FACULTY OF MANAGEMENT AND SOCIAL SCIENCES
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
CMA Cost and Management Accounting Institute of Cost and Management Accountants 2000
MSc Mathematics Punjab university Lahore 1988
TEACHING EXPERIENCE
Associate Professor Capital University of Science and Technology (CUST), Islamabad Since – 2015
Associate Professor Mohammad Ali Jinnah University, Islamabad. 2010 – 2015
Assistant Mohammad Ali Jinnah University, Islamabad. 2008 – 2010
MANAGEMENT EXPERIENCE
Dean Capital University of Science and Technology (CUST), Islamabad Since – 2015
Dean Mohammad Ali Jinnah University Islamabad 2012 – 2015
HoD 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

1. Investment Analysis
2. Asset Pricing
3. Portfolio Management
5. Financial Risk Management
6. Corporate Finance
7. Financial Modeling
8. Corporate Governance
9. Ownership Structure

RESEARCH SUPERVISION
1. PhD A comprehensive Framework for Global and Domestic Asset allocation
2. PhD RemodelingCorporate Social Responsibility
3. PhD Asset Pricing and Stylized facts for Multifactor world
4. PhD Information Quality and its impact on Returns and Investment Decisions
5. PhD Impact of Financial intermediation of micro and macro level growth
6. PhD Behavioral Biases and Stock Market Reactions
7. PhD Role of Culture and Macroeconomic Shocks in Driving Herding Behavior:
8. PhD Understanding the Dynamics of Business Groups in Pakistan
9. PhD Stability Analysis of Banking system of Pakistan and India
10. PhD Inter Relationship between Basel Accord Regulation, Efficiency and Risk –An Empirical Analysis of Pakistani Banking Industry
11. MS Investor sentiments and Equity market Returns
12. MS Causal and dynamic linkages among Stock markets of emerging and developed countries
13. MS Dividend yield Leverage and common stock Returns A study of Karachi Stock Exchange
14. MS P/E Premium and Cross Section of Expected Returns : An Empirical Evidence from Pakistan Equity Market
15. MS Extreme Events and Market Efficiency A Case of Pakistani Stock Exchange
16. MS Book to Market Ratio as a Predictor of Equity Market Returns: Evidence from the Pakistani Equity Market
17. MS Size Leverage and Stock Returns Evidence of the Pakistan
18. MS Herding Behavior in Pakistani equity Market
19. MS Determinants of Capital Structure: Evidence from KSE listed Non Financial Firms in Pakistan
20. MS Return Volatility Spillover and dynamic contagion : A Comparative Study of BRIC and PIKT Equity Markets by Using EGARCH Model
21. MS Financial Ratios and Equity Returns
22. MS Style Analysis of Mutual Funds in Pakistan
23. MS Trend in Corporate Environmental Reporting and Its Impact on Firm Performace
24. MS Earnings Management and Capital Structure Evidence Capital Market of Pakistan
25. MS Long Memory Properties in Stock Prices: Evidence from the Pakistani Stock Market
26. MS Inter-Temporal Relationship Between Risk and Return
27. MS Impact of Interest Rate and Foreign Exchange Rate on Stack Market: Empirical evidence from Pakistan
28. MS Financial Development and Economic Growth
29. MS Comparative Study of Financial Distress Prediction Models in Pakistan
30. MS Impact of Ownership Structure on Financing Decisions of Pakistani Listed Companies
31. MS Determinants of Commercial Banks Interest Rate Spread in Pakistan
32. MS Pricing with Higher Moments: Evidence from Pakistani Equity Market
33. MS Political Instability and Economic Growth Empirical Evidence from Pakistan
34. MS Business Failure Prediction for Publicly Listed Companies in Pakistan
35. MS Impact of Capital Gains Tax on Karachi Stock Exchange Trading Volume
36. MS Persistence of Calendar Effects in Stock Returns and Volatility: A Case of Pakistan and India
37. MS Ownership Premium and Equity Market Return
38. MS Random Walk Versus Mean Reversion; Evidence from Karachi stock exchange
39. MS Long Run Relationship between South Asian Equity Markets ans Equity Markets of Developed World
40. MS Relationship Between Downside Risk and Equity Market Returns: A Study of Karachi Sotck Exchange
41. MS Market, Interest rate and Exchange rate Sensitivity: An empirical study of Pakistani Commercial Banks using an ARDL approach
42. MS Impact of Investor Personality Types on Investment Behavior
43. MS Market Efficiency, Investor Sentiment and Co Movement Between Equity Markets of G-8 Contries
44. MS Determinants of Operational Losses and Impact of Announcement of Operational Loss on Share Value and: A Study of Banking Industry in Pakistan
45. MS Dividend Initiation and Omission and Its Impact on Earnings and Market Returns: Pakistani Stock Market Perspective
46. MS Measuring Investor Sentiments in Equity Markets: Karachi Stock Exchange
47. MS Quality of Financial Reporting and Equity Returns: Empirical Evidence form Pakistan
48. MS Macroeconomic Determinants of Capital Structurs in Context of Market Timing Theory of Capital of Capital Structure
49. MS Identification of Pull and Push Factors for the Portfolio Flows: Evidence fro the Pakistani Economy
50. MS Assets Pricing and Foreign Exchange Rate Risk :econometric Evidence for south Asian Countries
51. MS Foreign Institutional Investors (FII) Investement in Pakistani Equity Market and Stock Market Volatility
52. MS Operational Risk Management A Study of Pakistani Banks in the Context of Basel II
53. MS Determinants of Earning Yield and its Impact on equity Market Returns
54. MS Technical Analysis of Individual Stocks Empirical Evidence from Pakistani Stock Market
55. MS Relationship Between Stock Returns, Volume and Volatility: Evidence from KSE
JOURNAL PUBLICATIONS
1. Zuee Javaira , Arshad Hassan , “”An examination of herding behavior in Pakistani stock market””, International Journal of Emerging Markets, No: 3, Pages: 474 – 490, 2015
2. Arshad Hassan and Faisal Khan, ““Size, leverage and stocks returns: evidence From Pakistan””, International Journal of Academic Research , No: 1, 2012
3. Arshad Hassan and Zafar Moeen Nasir, ““Economic Freedom, Exchange Rates Stability and FDI in South Asia” “, Pakistan Development Review , No: 4, Pages: 423- 433, 2011
4. Arshad Hassan and Safdar Ali Butt, ““Valuation and Accounting for Redeemable Corporate Capital: An Islamic Perspective””, Journal of Islamic Economics, Banking and Finance, , No: 4, 2011
5. Arshad Hassan and Tariq Javed, “”Size and value premium in Pakistani equity market””, African Journal of Business Management, No: 16, Pages: 6747-6755 , 2011
6. Arshad Hassan and Tariq Javed, “”illiquidity premium and stylized returns””, IUP Journal of Financial Economics, Pages: 41-52 , 2011
7. Arshad Hassan and Tariq Javed, ““An Empirical Investigation of the Causal Relationship among Monetary Variables and Equity Market Returns “”, Lahore Journal of Economics , No: 1, Pages: 115-137, 2009
8. Arshad Hassan and Tariq Javed, ““Macroeconomic influences and equity market returns: A study of an emerging equity Market” “, Journal of economics and Economic Education Research , No: 2, Pages: 47-68, 2009
9. Arshad Hassan and Safdar Ali Butt, ““Impact of Ownership Structure and Corporate Governance on Capital Structure of Pakistani Listed Companies” “, International Journal of Business and Management , No: 2, Pages: 50-57, 2009
10. Arshad Hassan , ” “Role of Trade, External Debt, Labor Force and Education in Economic Growth empirical evidence from Pakistan by using ARDL Approach” “, European Journal of Scientific Research, No: 1, 2008
11. Arshad Hassan and Shoeb Abdullah , ““Testing of Random Walks and Market Efficiency in an Emerging Market- An empirical Analysis of Karachi Stock Exchange”,”, Business Review Cambridge, No: 1, Pages: 271-281, 2008
12. Arshad Hassan and Zafar Moeen Nasir, ““Macroeconomic Factors and Equity Prices An empirical investigation by using ARDL Approach “”, Pakistan Development Review , No: 4, Pages: 501-513, 2008
13. Arshad Hassan , ““Long-Run Relationships between an Emerging Equity Market and Equity Markets of the Developed World An Empirical Analysis of Karachi Stock Exchange”, “, International Research Journal of Finance And Economics, No: 1, 2008
14. Arshad Hassan and Zulfiqar AlI shah, ““Impact of Macroeconomic Announcements on the Stock Prices: An Empirical Study on the Pakistani Stock Market””, Business Review Cambridge, No: 1, Pages: 281-290, 2007
CONFERENCE PUBLICATIONS
1. Arshad Hassan and Tariq Javed, ““Macro Economic Influences and Equity Market Returns””, Ist GBA conference , 2009
2. 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
3. Arshad Hassan, ““An Empirical Examination of Linkages among Karachi Stock Exchange and Equity Markets of Asia Pacific Region” “, South Western Finance Association Conference, 2008
4. Arshad Hassan, ““Dynamic Linkages between Oil Price Shocks and Equity Markets of Asia Pacific Rim” “, International Business & Economics Research Conference , 2008

Other Members