Dr. Arshad Hassan
+92-51-111-555-666
PROFILE SUMMARY
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Dr. Arshad Hassan is a professor of finance with consulting, research, and teaching experiences in the fields of corporate reporting, corporate finance, portfolio management, and financial risk management. He teaches advanced courses in the field of finance and supervises research scholars. Twenty-five scholars have completed PhD under his research supervision and more than 100 MS scholars worked with him during the last 15 years. Dr. Hassan also qualified the professional examinations like CMA and PFA and served as a professional auditor in the public as well as private sector. Dr. Hassan’s research and writings cover a variety of topics ranging from asset pricing to risk management in financial markets. He has published in high-impact factor journals like finance research letters, Financial Innovation, Energy Economics, Journal of Cleaner Production, International Journal of Emerging Markets, etc. He has also presented a number of research papers at academic conferences in Pakistan, Turkey, and the USA. He is also on the editorial boards of various local and international indexed journals. Presently he is serving as dean Faculty of management and social sciences at CUST and contributing to academic activities in many prestigious institutions as a member of the Board of Studies/Board of Faculty/Board of Advanced Research.
QUALIFICATION | |||
PhD | Finance | Mohammad Ali Jinnah University Islamabad | 2010 |
MS | Finance | Mohammad Ali Jinnah University Islamabad | 2006 |
MBA | Information Technology | 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 |
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TEACHING EXPERIENCE Associate Professor Capital University of Science and Technology (CUST), Islamabad Since – 2015 Associate Professor Mohammad Ali Jinnah University, Islamabad. 2010 – 2015 Assistant Professor Mohammad Ali Jinnah University, Islamabad. 2008 – 2010
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MANAGEMENT EXPERIENCE Dean Capital University of Science and Technology (CUST), Islamabad Since – 2012 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 |
RESEARCH AREAS / INTERESTS | |||
1. | Investment Analysis | ||
2. | Asset Pricing | ||
3. | Portfolio Management | ||
4. | Financial Risk Management |
RESEARCH SUPERVISION | |||
1. | PhD | A comprehensive Framework for Global and Domestic Asset allocation | |
2. | PhD | Remodeling Corporate Social Responsibility | |
3. | PhD | Asset Pricing and Stylized facts for Multifactor world | |
4. | PhD | Impact of Business Sustainability Performance on Cost of Capital in Emerging Economies | |
5. | PhD | Impact of Financial intermediation of micro and macro level growth | |
6. | PhD | Behavioral Biases and Stock Market Reactions | |
7. | PhD | Capital Structure and Firm Performance: Exploring the Moderating Role of Size | |
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 | Financial Performance, Sustainability, and Outreach Link in Micro Finance Banks and Impact of Financial Inclusion on Socio-Economic Development in Pakistan | |
12. | MS | Role of Information Shocks in Predicting Equity Returns: A Comparison of Asian Developed and Asian Emerging Markets | |
13. | MS | Bank Competition, Financial Stability, and Economic Growth Links: A Micro and Macro Level Study of Selected Asian and European Economies | |
14. | MS | Mean and Volatility Spillover between the Stock, Gold and Oil Markets during US Financial Crisis and Chinese Stock Market Crash | |
15. | MS | Multilevel Drivers of Bank Risk Taking in Dual Banking Systems: Evidence From OIC Countries | |
16. | MS | Impact of National Culture on Financial Decisions of the Firms: Evidence from Worldwide Non-Financial Companies | |
17. | MS | Liquidity Risks and Asset Pricing in Asian Stock Markets | |
18. | MS | Cost of Equity Dynamics: A Comparison Across Emerging and Developed Markets | |
19. | MS | Voluntary Disclosure, Enterprise Risk Management, Culture and Stock Price Synchronicity | |
20. | MS | Investor sentiments and Equity market Returns | |
21. | MS | Causal and dynamic linkages among Stock markets of emerging and developed countries | |
22. | MS | Dividend yield Leverage and common stock Returns A study of Karachi Stock Exchange | |
23. | MS | P/E Premium and Cross Section of Expected Returns : An Empirical Evidence from Pakistan Equity Market | |
24. | MS | Extreme Events and Market Efficiency A Case of Pakistani Stock Exchange | |
25. | MS | Book to Market Ratio as a Predictor of Equity Market Returns: Evidence from the Pakistani Equity Market | |
26. | MS | Size Leverage and Stock Returns Evidence of the Pakistan | |
27. | MS | Herding Behavior in Pakistani equity Market | |
28. | MS | Determinants of Capital Structure: Evidence from KSE listed Non Financial Firms in Pakistan | |
29. | MS | Return Volatility Spillover and dynamic contagion : A Comparative Study of BRIC and PIKT Equity Markets by Using EGARCH Model | |
30. | MS | Financial Ratios and Equity Returns | |
31. | MS | Style Analysis of Mutual Funds in Pakistan | |
32. | MS | Trend in Corporate Environmental Reporting and Its Impact on Firm Performace | |
33. | MS | Earnings Management and Capital Structure Evidence Capital Market of Pakistan | |
34. | MS | Long Memory Properties in Stock Prices: Evidence from the Pakistani Stock Market | |
35. | MS | Inter-Temporal Relationship Between Risk and Return | |
36. | MS | Impact of Interest Rate and Foreign Exchange Rate on Stack Market: Empirical evidence from Pakistan | |
37. | MS | Financial Development and Economic Growth | |
38. | MS | Comparative Study of Financial Distress Prediction Models in Pakistan | |
39. | MS | Impact of Ownership Structure on Financing Decisions of Pakistani Listed Companies | |
40. | MS | Determinants of Commercial Banks Interest Rate Spread in Pakistan | |
41. | MS | Pricing with Higher Moments: Evidence from Pakistani Equity Market | |
42. | MS | Political Instability and Economic Growth Empirical Evidence from Pakistan | |
43. | MS | Business Failure Prediction for Publicly Listed Companies in Pakistan | |
44. | MS | Impact of Capital Gains Tax on Karachi Stock Exchange Trading Volume | |
45. | MS | Persistence of Calendar Effects in Stock Returns and Volatility: A Case of Pakistan and India | |
46. | MS | Ownership Premium and Equity Market Return | |
47. | MS | Random Walk Versus Mean Reversion; Evidence from Karachi stock exchange | |
48. | MS | Long Run Relationship between South Asian Equity Markets ans Equity Markets of Developed World | |
49. | MS | Relationship Between Downside Risk and Equity Market Returns: A Study of Karachi Sotck Exchange | |
50. | MS | Market, Interest rate and Exchange rate Sensitivity: An empirical study of Pakistani Commercial Banks using an ARDL approach | |
51. | MS | Impact of Investor Personality Types on Investment Behavior | |
52. | MS | Market Efficiency, Investor Sentiment and Co Movement Between Equity Markets of G-8 Contries | |
53. | MS | Determinants of Operational Losses and Impact of Announcement of Operational Loss on Share Value and: A Study of Banking Industry in Pakistan | |
54. | MS | Dividend Initiation and Omission and Its Impact on Earnings and Market Returns: Pakistani Stock Market Perspective | |
55. | MS | Measuring Investor Sentiments in Equity Markets: Karachi Stock Exchange | |
56. | MS | Quality of Financial Reporting and Equity Returns: Empirical Evidence form Pakistan | |
57. | MS | Macroeconomic Determinants of Capital Structurs in Context of Market Timing Theory of Capital of Capital Structure | |
58. | MS | Identification of Pull and Push Factors for the Portfolio Flows: Evidence fro the Pakistani Economy | |
59. | MS | Assets Pricing and Foreign Exchange Rate Risk :econometric Evidence for south Asian Countries | |
60. | MS | Foreign Institutional Investors (FII) Investement in Pakistani Equity Market and Stock Market Volatility | |
61. | MS | Operational Risk Management A Study of Pakistani Banks in the Context of Basel II | |
62. | MS | Determinants of Earning Yield and its Impact on equity Market Returns | |
63. | MS | Technical Analysis of Individual Stocks Empirical Evidence from Pakistani Stock Market | |
64. | MS | Relationship Between Stock Returns, Volume and Volatility: Evidence from KSE |
JOURNAL PUBLICATIONS | |||
Zuee Javaira , Arshad Hassan , “”An examination of herding behavior in Pakistani stock market””, International Journal of Emerging Markets, No: 3, Pages: 474 – 490, 2015 | |||
Arshad Hassan and Faisal Khan, ““Size, leverage and stocks returns: evidence From Pakistan””, International Journal of Academic Research , No: 1, 2012 | |||
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 | |||
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 | |||
Arshad Hassan and Tariq Javed, “”Size and value premium in Pakistani equity market””, African Journal of Business Management, No: 16, Pages: 6747-6755 , 2011 | |||
Arshad Hassan and Tariq Javed, “”illiquidity premium and stylized returns””, IUP Journal of Financial Economics, Pages: 41-52 , 2011 | |||
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 | |||
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 | |||
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 | |||
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 | |||
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 | |||
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 | |||
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 | |||
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 | |||
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 | |||
Arshad Hassan, ““Dynamic Linkages between Oil Price Shocks and Equity Markets of Asia Pacific Rim” “, International Business & Economics Research Conference , 2008 |