Profile image of Sohel Azad

Dr Sohel Azad

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Contact

s.azad@deakin.edu.au
+61 3 924 46873

Career highlights

  • Senior Lecturer in Finance at Deakin University, Melbourne, since January 2016
  • Lecturer in Finance at Deakin University, Melbourne, 2011-2015
  • Visiting Scholar, American Univeristy of Sharjah, UAE, 2015-2016
  • Sessional staff in Accounting and Finance at Monash University, Caulfield Campus, 2008-2011
  • Visiting Lecturer, Ritsumeikan APU, Japan, 2008
  • Visiting Research Fellow, Kobe Gakuin University, Japan, 2004-2005
  • Lecturer/Assistant Professor in Finance, University of Chittagong, 1999-2004

Research interests

  • Islamic finance and banking
  • Volatility and risk modelling
  • Macroeconomic risk
  • Financial markets

Units taught

  • MAF367 - Treasury Operations
  • MAF203 - Business Finance
  • MAF306 - International Finance and Investment
  • MAF760 - International Finance

Conferences

  1. Religiosity, Neglected risk and Asset Returns in Islamic Finance Industry, 3rd CHAPMAN CONFERENCE ON MONEY AND FINANCE, Chapman University, CA 4th May 2018
  2. Can Islamic Banking Prevent Asset Price Bubble? ICIBF Conference -2016, Mecca, Saudi Arabia.
  3. Why is interest free Islamic banking not free from interest? Economics Seminar Series December 2015, American University of Sharjah, UAE.
  4. Why is interest free Islamic banking not free from interest? Presented at the Asia Pacific Association of Derivatives (APAD) Conference in Busan/South Korea, 2015.
  5. "Islamic Banking and Asset Price Bubbles", presented at the "IBF 2014 Islamic Finance", June 2014, Lancaster University, UK.
  6. IIBR-LIBOR Relationship and the Nature and Determinants of “Islamic Premium” presented at the Asia Pacific Association of Derivatives (APAD) Conference in Busan/South Korea, August 23-24, 2013.
  7. Market Inefficiency and Trade-induced Manipulations: Evidence from Emerging Markets, Presented at "Higher Moments, Risk Management and Financial Markets Symposium", Vietnam, January 2013.
  8. Pricing Business Cycle, Skewness and Correlation Risk in US Swap Market. Presented at the Asia Pacific Association of Derivatives (APAD) Conference in Busan/South Korea, August 23-24, 2012.
  9. Measuring Swap Market Links via Volatility Transmissions and Contagion: What Are We Really Picking Up?, Presented at the Accounting and Corporate Governance Seminar Series, Macquarie University, Sydney, March 17th 2011.
  10. Financial Integration and Swap Market Links Under Two-component Volatility Model: Evidence from the Major Swap Market, Presented at the Midwest Finance Association Conference in Chicago, March 2-5, 2011.

Media appearances

  • OBS (OITA), Japan: Micro Finance, National Heritage Sites and Festivals of Bangladesh

Awards

  • Monash Graduate Research Scholarship/Monash University, 2008-2011
  • Faculty of Business and Economics Scholarship/Monash University, 2008-2011
  • Makita Scholarship/Japan, 2006-2008
  • United Nations University Academic Excellence Award, 2006
  • Japanese Government Scholarship (JASSO), 2005-2006
  • Research Grants from Ritsumeikan Asia Pacific University, 2005 and 2007
  • Visiting Research Fellowship, Kobe Gakuin University, Japan, 2004-2005

Projects

  • Faculty Research Grants in 2013 (Amount: $8,000): Exposing the Interest Rate Swap Spreads: Australian Evidence (Joint investigator) with Vincent (Joint Investigator) and Fang (Mentor).
  • Association of Chartered Certified Accountants (Amount: $18,108): Accounting Standards and Misrepresentation of Islamic Financial Instruments  Risk with Ahsan and Azmat (joint investigators).

Publications

Filter by

2018

Can Islamic banks have their own benchmark?

A Azad, S Azmat, A Chazi, A Ahsan

(2018), Vol. 35, pp. 120-136, Emerging markets review, Amsterdam, The Netherlands, C1

journal

Sailing with the non-conventional stocks when there is no place to hide

A Azad, S Azmat, A Chazi, A Ahsan

(2018), pp. 1-16, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

journal
2017

Investors' behavior in an emerging, tax free market

K Al-Hilu, A Azad, A Chazi, A Khallaf

(2017), Vol. 53, pp. 1573-1588, Emerging markets finance and trade, Abingdon, Eng., C1

journal

What determines the Japanese corporate credit spread? A new evidence

A Azad, A Chazi, P Cooper, A Ahsan

(2017), Vol. 41, pp. 354-361, Research in international business and finance, Amsterdam, The Netherlands, C1

journal
2015

International swap market contagion and volatility

A Azad, J Batten, V Fang, J Wickramanayake

(2015), Vol. 47, pp. 355-371, Economic Modelling, C1

journal

What determines the yen swap spread?

A Azad, J Batten, V Fang

(2015), Vol. 40, pp. 1-13, International Review of Financial Analysis, C1

journal
2014

Unchecked manipulations, price-volume relationship and market efficiency: evidence from emerging markets

S Azad, S Azmat, V Fang, P Edirisuriya

(2014), Vol. 30, pp. 51-71, Research in international business and finance, Philadelphia, USA, C1

journal

Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods

C Hung, A Azad, V Fang

(2014), Vol. 31, pp. 14-29, Journal of international financial markets, institutions & money, Amsterdam, The Netherlands, C1

journal

Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: an evaluation

A Azad, S Yasushi, V Fang, A Ahsan

(2014), Vol. 32, pp. 159-171, Research in international business and finance, Amsterdam, The Netherlands, C1

journal

External shocks and tourist arrivals to Cambodia

A Sohel Azad, V Chheang, A Ahsan

(2014), Vol. 19, pp. 311-321, Tourism analysis, Putnam Valley, NY, C1

journal
2013

An investigation of the deviation from the market efficiency and its Implications for capital market development: the DSE evidence

A Azad, A Ahsan, V Fang

(2013), pp. 143-159, Emerging markets and the global economy: a handbook, Oxford, England, B1

chapter
2012

Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence

V Fang, A Azad, J Batten, C Lin

(2012), pp. 379-398, Contemporary studies in economic and financial analysis, Bingley, England, B1

chapter

Linking the interest rate swap markets to the macroeconomic risk : The UK and us evidence

A Azad, V Fang, C Hung

(2012), Vol. 22, pp. 38-47, International review of financial analysis, Amsterdam, Netherlands, C1

journal
2011

Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk

A Azad, V Fang, J Wickramanayake

(2011), Vol. 11, pp. 353-390, International review of finance, Richmond, Vic., C1-1

journal
2010

Efficiency, cointegration and contagion in East Asian stock markets : implications for investors and policy makers

S Azad, S Azmat

(2010), pp. 293-297, Financial contagion : the viral threat to the wealth of nations, Hoboken, N. J., B1-1

chapter
2009

Efficiency, cointegration and contagion in equity markets : evidence from China, Japan and South Korea

S Azad

(2009), Vol. 23, pp. 93-118, Asian economic journal, Richmond, Vic., C1-1

journal

Random walk and efficiency tests in the Asia-Pacific foreign exchange markets : evidence from the post Asian currency crisis data

A Azad

(2009), Vol. 23, pp. 322-338, Research in international business and finance, New York, N. Y., C1-1

journal
2004

A study on small business enterprises in Bangladesh : searching for growth factors and obstacles

M Jahur, A Azad

(2004), Vol. 51, pp. 73-89, Journal of the institute of bankers Bangladesh, [Dhaka, Bangladesh], C1-1

journal

Assessing impact of micro finance on poverty alleviation - Bangladesh perspective

S Azad, M Shamsuddoha, T Arif

(2004), pp. 1-9, Enhancing Performance : Agenda for Growth : proceedings of the Prestige Institute of Management and Research (PIMR) national conference, Indore, India, January 29-30, 2004, Indore, India, E1-1

conference

Funded Projects at Deakin

No Funded Projects at Deakin found

Supervisions

Associate Supervisor
2015

Thi Anh Thu Pham

Thesis entitled: Studies of firm efficiency on stock returns

Doctor of Philosophy, Department of Finance