Profile image of Kannan Thuraisamy

Dr Kannan Thuraisamy

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Doctor of Philosophy, Deakin University, 2010
Master of Commerce, University of Melbourne, 1997
Bachelor of Business Administration, University of Jaffna, 1991

Contact

Biography

Dr Kannan Thuraisamy is a Senior Lecturer in Deakin Business School's Department of Finance. Kannan teaches undergraduate and postgraduate finance courses. Kannan served as the Course Director for the Master of Commerce and MQP programmes from 2017 to 2020. Kannan previously chaired the Special Issue Review Committees associated with the Centre for Financial Econometrics' conferences. He also organised significant international conferences, including the American Committee for Asian Economic Studies' (ACAES) 27th International Conference, the Symposium on Financial Econometrics of Derivative Markets, and the Symposium on Financial Econometrics and Market Microstructure. Additionally, Kannan served as co-chair of the local organising committee for the inaugural conference - Recent Developments in Financial Econometrics and Applications – a successful event that featured 150 papers presented by participants from 23 countries.

Read more on Kannan's profile

Research interests

  • Fixed Income
  • International Finance
  • Corporate Finance
  • Financial Econometrics

Teaching interests

  • Fixed Income
  • Asset Pricing
  • Portfolio Theory and Risk Management 
  • International Finance
  • Corporate Finance

Units taught

  • MAF101 - Fundamentals of Finance
  • MAF203 - Business Finance
  • MAF307 - Equities and Investment Analysis
  • MAF302 - Corporate Finance
  • MAF430 - Advanced Derivative Securities
  • MAF702 - Financial Markets
  • MAF707 - Investments and Portfolio Management

Professional activities

Publications

Filter by

2022

Economic policy uncertainty and industry return predictability - Evidence from the UK

A Golab, D Bannigidadmath, T Pham, K Thuraisamy

(2022), Vol. 82, pp. 433-447, International Review of Economics and Finance, C1

journal article
2021

State-level politics: Do they influence corporate investment decisions?

P Narayan, S Narayan, V Tran, K Thuraisamy

(2021), Vol. 74, International Review of Financial Analysis, C1

journal article
2019

Is Indonesia's stock market different when it comes to predictability?

S Sharma, P Narayan, K Thuraisamy, N Laila

(2019), Vol. 40, Emerging Markets Review, C1

journal article

Evidence of price discovery on the Indonesian stock exchange

S Sharma, K Thuraisamy, M Madyan, N Laila

(2019), Vol. 83, pp. 2-7, Economic modelling, Amsterdam, The Netherlands, C1

journal article
2018

Some preliminary evidence of price discovery in Islamic banks

P Narayan, S Sharma, K Thuraisamy, J Westerlund

(2018), Vol. 52, pp. 107-122, Pacific-Basin finance journal, Amsterdam, The Netherlands, C1

journal article
2017

Credit quality implied momentum profits for Islamic stocks

P Narayan, S Narayan, D Bach Phan, K Sivananthan Thuraisamy, V Tran

(2017), Vol. 42, pp. 11-23, Pacific Basin Finance Journal, C1

journal article

Sovereign risk and the impact of crisis: evidence from Latin America

J Batten, G Gannon, K Thuraisamy

(2017), Vol. 77, pp. 328-350, Journal of banking & finance, Amsterdam, The Netherlands, C1

journal article

How do bond, equity and commodity cycles interact?

P Narayan, K Thuraisamy, N Wagner

(2017), Vol. 21, pp. 151-156, Finance research letters, Amsterdam, The Netherlands, C1

journal article
2016

Panel multi-predictor test procedures with an application to emerging market sovereign risk

J Westerlund, K Thuraisamy

(2016), Vol. 28, pp. 44-60, Emerging markets review, Amsterdam, The Netherlands, C1

journal article

Price discovery and asset pricing

P Narayan, D Phan, K Thuraisamy, J Westerlund

(2016), Vol. 40, pp. 224-235, Pacific Basin Finance Journal, C1

journal article
2015

Can governance quality predict stock market returns? New global evidence

P Narayan, S Sharma, K Thuraisamy

(2015), Vol. 35, pp. 367-380, Pacific Basin Finance Journal, Amsterdam, The Netherlands, C1

journal article

On the use of panel cointegration tests in energy economics

J Westerlund, K Thuraisamy, S Sharma

(2015), Vol. 50, pp. 359-363, Energy economics, Amsterdam, The Netherlands, C1

journal article

Volatility dynamics in the term structure of Latin American sovereign international bonds

K Thuraisamy

(2015), Vol. 51, pp. 859-866, Emerging markets finance and trade, Abingdon, Eng., C1

journal article

Is exchange rate trading profitable?

P Narayan, S Mishra, S Narayan, K Thuraisamy

(2015), Vol. 38, pp. 217-229, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

journal article

Time-varying herding behavior, global financial crisis, and the Chinese stock market

S Sharma, S Sharma, P Narayan, P Narayan, K Thuraisamy, K Thuraisamy

(2015), Vol. 18, pp. 1-31, Review of pacific basin financial markets and policies, London, Eng., C1

journal article
2014

An analysis of price discovery from panel data models of CDS and equity returns

P Narayan, S Sharma, K Thuraisamy

(2014), Vol. 41, pp. 167-177, Journal of Banking and Finance, Amsterdam, Netherlands, C1

journal article

Can institutions and macroeconomic factors predict stock returns in emerging markets?

P Narayan, S Narayan, K Thuraisamy

(2014), Vol. 19, pp. 77-95, Emerging markets review, Amsterdam, The Netherlands, C1

journal article

Intra-market sovereign linkages of key Latin American markets

K Thuraisamy

(2014), Vol. 38, pp. 140-160, Economic systems, Amsterdam, The Netherlands, C1

journal article
2013

Modelling the sovereign linkages of key Latin American economies

K Thuraisamy, G Gannon

(2013), Vol. 23, pp. 222-239, Journal of international financial markets institutions and money, Amsterdam, The Netherlands, C1

journal article

Common trends and common cycles in stock markets

P Narayan, K Thuraisamy

(2013), Vol. 35, pp. 472-476, Economic modelling, Amsterdam, The Netherlands, C1

journal article

Credit cycle dependent spread determinants in emerging sovereign debt markets

C Riedel, K Thuraisamy, N Wagner

(2013), Vol. 17, pp. 209-223, Emerging markets review, Amsterdam, The Netherlands, C1

journal article

The relationship between Asian equity and commodity futures markets

K Thuraisamy, S Sharma, H Ali Ahmed

(2013), Vol. 28, pp. 67-75, Journal of Asian economics, Amsterdam, The Netherlands, C1

journal article

Oil price uncertainty and sovereign risk: evidence from Asian economies

S Sharma, K Thuraisamy

(2013), Vol. 28, pp. 51-57, Journal of Asian economics, Amsterdam, The Netherlands, C1

journal article
2008

Credit spread dynamics : evidence from Latin America

K Thuraisamy, G Gannon, J Batten

(2008), pp. 97-114, Credit risk : models, derivatives, and management, Boca Raton, Fla., B1

book chapter

The credit spread dynamics of Latin American euro issues in international bond markets

K Thuraisamy, G Gannon, J Batten

(2008), Vol. 18, pp. 328-345, Journal of multinational financial management, Amsterdam, The Netherlands, C1

journal article

Funded Projects at Deakin

Industry and Other Funding

Cross border expansion of Australian Banks

Prof Paresh Narayan, Dr Kannan Thuraisamy, A/Prof Sagarika Mishra, A/Prof Susan Sharma

Aust Centre for Financial Studies

  • 2014: $4,545

Financial Econometrics and Corporate Finance of Islamic Financial Markets

Prof Paresh Narayan, A/Prof Susan Sharma, Dr Kannan Thuraisamy

International Centre for Education in Islamic Finance

  • 2018: $32,953
  • 2017: $38,534
  • 2016: $31,533

Understanding Indonesia's Stock Market: New Models and New Data

Prof Paresh Narayan, A/Prof Susan Sharma, Dr Kannan Thuraisamy

Universitas Airlangga

  • 2018: $25,050

Supervisions

Associate Supervisor
2017

Deepa Bannigidadmath

Thesis entitled: Three Essays on Commodity Markets

Doctor of Philosophy, Department of Finance