
Dr. Arshad Hassan
PROFESSOR / DEAN FACULTY OF MANAGEMENT AND SOCIAL SCIENCES
+92-51-111-555-666
PROFILE SUMMARY
- Dr. Arshad Hassan is 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 |
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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 Mohammad Ali Jinnah University, Islamabad. 2008 – 2010
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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 |
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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
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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 |