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
PhDFinanceMohammad Ali Jinnah University Islamabad2010
MSFinanceMohammad Ali Jinnah University Islamabad2006
MBAITComsats Institute of Information Technology Islamabad2003
CMACost and Management AccountingInstitute of Cost and Management Accountants2000
MScMathematicsPunjab university Lahore1988
TEACHING EXPERIENCE
Associate ProfessorCapital University of Science and Technology (CUST), IslamabadSince – 2015
Associate ProfessorMohammad Ali Jinnah University, Islamabad.2010 – 2015
AssistantMohammad Ali Jinnah University, Islamabad.2008 – 2010
MANAGEMENT EXPERIENCE
DeanCapital University of Science and Technology (CUST), IslamabadSince – 2015
DeanMohammad Ali Jinnah University Islamabad2012 – 2015
HoDMohammad Ali Jinnah University Islamabad2010 – 2011
MEMBERSHIP OF PROFESSIONAL BODIES
CMAInstitute of Cost and Management of Pakistan
APAPakistan 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.PhDA comprehensive Framework for Global and Domestic Asset allocation
2.PhDRemodelingCorporate Social Responsibility
3.PhDAsset Pricing and Stylized facts for Multifactor world
4.PhDInformation Quality and its impact on Returns and Investment Decisions
5.PhDImpact of Financial intermediation of micro and macro level growth
6.PhDBehavioral Biases and Stock Market Reactions
7.PhDRole of Culture and Macroeconomic Shocks in Driving Herding Behavior:
8.PhDUnderstanding the Dynamics of Business Groups in Pakistan
9.PhDStability Analysis of Banking system of Pakistan and India
10.PhDInter Relationship between Basel Accord Regulation, Efficiency and Risk –An Empirical Analysis of Pakistani Banking Industry
11.MSInvestor sentiments and Equity market Returns
12.MSCausal and dynamic linkages among Stock markets of emerging and developed countries
13.MSDividend yield Leverage and common stock Returns A study of Karachi Stock Exchange
14.MSP/E Premium and Cross Section of Expected Returns : An Empirical Evidence from Pakistan Equity Market
15.MSExtreme Events and Market Efficiency A Case of Pakistani Stock Exchange
16.MSBook to Market Ratio as a Predictor of Equity Market Returns: Evidence from the Pakistani Equity Market
17.MSSize Leverage and Stock Returns Evidence of the Pakistan
18.MSHerding Behavior in Pakistani equity Market
19.MSDeterminants of Capital Structure: Evidence from KSE listed Non Financial Firms in Pakistan
20.MSReturn Volatility Spillover and dynamic contagion : A Comparative Study of BRIC and PIKT Equity Markets by Using EGARCH Model
21.MSFinancial Ratios and Equity Returns
22.MSStyle Analysis of Mutual Funds in Pakistan
23.MSTrend in Corporate Environmental Reporting and Its Impact on Firm Performace
24.MSEarnings Management and Capital Structure Evidence Capital Market of Pakistan
25.MSLong Memory Properties in Stock Prices: Evidence from the Pakistani Stock Market
26.MSInter-Temporal Relationship Between Risk and Return
27.MSImpact of Interest Rate and Foreign Exchange Rate on Stack Market: Empirical evidence from Pakistan
28.MSFinancial Development and Economic Growth
29.MSComparative Study of Financial Distress Prediction Models in Pakistan
30.MSImpact of Ownership Structure on Financing Decisions of Pakistani Listed Companies
31.MSDeterminants of Commercial Banks Interest Rate Spread in Pakistan
32.MSPricing with Higher Moments: Evidence from Pakistani Equity Market
33.MSPolitical Instability and Economic Growth Empirical Evidence from Pakistan
34.MSBusiness Failure Prediction for Publicly Listed Companies in Pakistan
35.MSImpact of Capital Gains Tax on Karachi Stock Exchange Trading Volume
36.MSPersistence of Calendar Effects in Stock Returns and Volatility: A Case of Pakistan and India
37.MSOwnership Premium and Equity Market Return
38.MSRandom Walk Versus Mean Reversion; Evidence from Karachi stock exchange
39.MSLong Run Relationship between South Asian Equity Markets ans Equity Markets of Developed World
40.MSRelationship Between Downside Risk and Equity Market Returns: A Study of Karachi Sotck Exchange
41.MSMarket, Interest rate and Exchange rate Sensitivity: An empirical study of Pakistani Commercial Banks using an ARDL approach
42.MSImpact of Investor Personality Types on Investment Behavior
43.MSMarket Efficiency, Investor Sentiment and Co Movement Between Equity Markets of G-8 Contries
44.MSDeterminants of Operational Losses and Impact of Announcement of Operational Loss on Share Value and: A Study of Banking Industry in Pakistan
45.MSDividend Initiation and Omission and Its Impact on Earnings and Market Returns: Pakistani Stock Market Perspective
46.MSMeasuring Investor Sentiments in Equity Markets: Karachi Stock Exchange
47.MSQuality of Financial Reporting and Equity Returns: Empirical Evidence form Pakistan
48.MSMacroeconomic Determinants of Capital Structurs in Context of Market Timing Theory of Capital of Capital Structure
49.MSIdentification of Pull and Push Factors for the Portfolio Flows: Evidence fro the Pakistani Economy
50.MSAssets Pricing and Foreign Exchange Rate Risk :econometric Evidence for south Asian Countries
51.MSForeign Institutional Investors (FII) Investement in Pakistani Equity Market and Stock Market Volatility
52.MSOperational Risk Management A Study of Pakistani Banks in the Context of Basel II
53.MSDeterminants of Earning Yield and its Impact on equity Market Returns
54.MSTechnical Analysis of Individual Stocks Empirical Evidence from Pakistani Stock Market
55.MSRelationship 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