Profile image of Susan Sharma

Dr Susan Sharma

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Bachelor of Science, , 2007
Doctor of Philosophy (Finance), Deakin University, 2011
Graduate Certificate of Higher Education, Deakin University, 2013

Contact

s.sharma@deakin.edu.au
+61 3 924 46871

Research interests

  • Panel Predictability Models
  • Time-Series Predictability Models
  • Forecasting
  • Futures Market
  • Commodity Markets
  • Volatility Modelling
  • Price Discovery
  • Sovereign Risk
  • Market Microstructure
  • Energy Markets

Teaching interests

  • Financial Econometrics
  • Applied Time Series Econometrics

Units taught

  • MAE406 Business and Financial Econometrics
  • MAF723 Business and Financial Econometrics

Research groups

  • Centre for Financial Econometrics

Awards

1. Thomson Reuters Women in Research Citation Award, 2016.

2. Deakin University Vice-Chancellor's Early Career Researcher Award for Research Excellence, 2015.

Publications

Filter by

2016

Intraday volatility interaction between the crude oil and equity markets

D Phan, S Sharma, P Narayan

(2016), Vol. 40, pp. 1-13, Journal of International Financial Markets, Institutions and Money, C1

journal

Asset price bubbles and economic welfare

P Narayan, S Sharma, D Phan

(2016), Vol. 44, pp. 139-148, International review of financial analysis, Amsterdam, The Netherlands, C1

journal

Can consumer price index predict gold price returns?

S Sharma

(2016), Vol. 55, pp. 269-278, Economic modelling, Amsterdam, The Netherlands, C1

journal

Intraday return predictability, portfolio maximisation, and hedging

P Narayan, S Sharma

(2016), Vol. 28, pp. 105-116, Emerging markets review, Amsterdam, The Netherlands, C1

journal

Are Islamic stock returns predictable? : a global perspective

P Narayan, D Phan, S Sharma, J Westerlund

(2016), Vol. 40, pp. 210-223, Pacific-basin finance journal, Amsterdam, The Netherlands, C1

journal

Gold and inflation(s) - a time-varying relationship

B Lucey, S Sharma, S Vigne

(2016), pp. 1-14, Economic modelling, Amsterdam, The Netherlands, C1

journal
2015

Oil price and stock returns of consumers and producers of crude oil

D Phan, S Sharma, P Narayan

(2015), Vol. 34, pp. 245-262, Journal of International Financial Markets, Institutions and Money, Amsterdam , Netherlands, C1

journal

Does data frequency matter for the impact of forward premium on spot exchange rate?

P Narayan, S Sharma

(2015), Vol. 39, pp. 45-53, International Review of Financial Analysis, C1

journal

Is carbon emissions trading profitable?

P Narayan, S Sharma

(2015), Vol. 47, pp. 84-92, Economic Modelling, C1

journal

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

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

Stock return forecasting: some new evidence

D Phan, S Sharma, P Narayan

(2015), Vol. 40, pp. 38-51, International review of financial analysis, Amsterdam, The Netherlands, C1

journal

The effect of the Lehman Brothers bankruptcy on the performance of Chinese sectors

K Ranjeeni, S Sharma

(2015), Vol. 51, pp. 904-914, Emerging markets finance and trade, London, Eng., C1

journal

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

S Sharma, P Narayan, K Thuraisamy

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

journal
2014

Firm return volatility and economic gains: The role of oil prices

P Narayan, S Sharma

(2014), Vol. 38, pp. 142-151, Economic Modelling, Amsterdam, Netherlands, C1

journal

New evidence on turn-of-the-month effects

S Sharma, P Narayan

(2014), Vol. 29, pp. 92-108, Journal of International Financial Markets, Institutions and Money, Amsterdam, Netherlands, C1

journal

Do oil prices predict economic growth? New global evidence

P Narayan, S Sharma, W Poon, J Westerlund

(2014), Vol. 41, pp. 137-146, Energy economics, Amsterdam, The Netherlands, C1

journal

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

An analysis of firm and market volatility

S Sharma, P Narayan, X Zheng

(2014), Vol. 38, pp. 205-220, Economic systems, Amsterdam, The Netherlands, C1

journal

How profitable is the Indian stock market?

P Narayan, H Ahmed, S Sharma, Prabheesh KP

(2014), Vol. 30, pp. 44-61, Pacific-Basin finance journal, Amsterdam, Netherlands, C1

journal
2013

Does tourism predict macroeconomic performance in Pacific Island countries?

P Narayan, S Sharma, D Bannigidadmath

(2013), Vol. 33, pp. 780-786, Economic modelling, Amsterdam, The Netherlands, C1

journal

An analysis of commodity markets: what gain for investors?

P Narayan, S Narayan, S Sharma

(2013), Vol. 37, pp. 3878-3889, Journal of banking and finance, Amsterdam, The Netherlands, C1

journal

Determinants of stock price bubbles

P Narayan, S Mishra, S Sharma, R Liu

(2013), Vol. 35, pp. 661-667, Economic modelling, Amsterdam, The Netherlands, C1

journal

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

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
2012

Investment and oil price volatility

S Sharma, P Narayan

(2012), Vol. 32, pp. 1428-1433, Economics bulletin, Nashville, Tenn., C1

journal

Firm heterogeneity and calendar anomalies

S Sharma, P Narayan

(2012), Vol. 22, pp. 1931-1949, Applied financial economics, London, England, C1

journal
2011

Determinants of carbon dioxide emissions : empirical evidence from 69 countries

S Sharma

(2011), Vol. 88, pp. 376-382, Applied energy, Amsterdam, The Netherlands, C1-1

journal

New evidence on oil price and firm returns

S Sharma, P Narayan

(2011), Vol. 35, pp. 3253-3262, Journal of banking and finance, Amsterdam , The Netherlands, C1

journal
2010

Is economic development in the Pacific island countries export led or import led?

V Mishra, S Sharma, R Smyth

(2010), Vol. 25, pp. 46-63, Pacific economic bulletin, Canberra, A. C. T., C1-1

journal

The relationship between energy and economic growth : empirical evidence from 66 countries

S Sharma

(2010), Vol. 87, pp. 3565-3574, Applied energy, Oxford, England, C1-1

journal

Electricity consumption - growth nexus : the case of Malaysia

S Sharma, V Chandran, K Madhavan

(2010), Vol. 38, pp. 606-612, Energy policy, Amsterdam, The Netherlands, C1-1

journal
2009

Are shocks to real output permanent or transitory? Evidence from a panel of Pacific Island countries

V Mishra, S Sharma, R Smyth

(2009), Vol. 24, pp. 65-82, Pacific economic bulletin, Canberra, A. C. T., C1-1

journal

Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries

V Mishra, S Sharma, R Smyth

(2009), Vol. 37, pp. 2318-2326, Energy policy, Amsterdam, The Netherlands, C1-1

journal

The energy - GDP nexus : evidence from a panel of Pacific Island countries

S Sharma, V Mishra, R Smyth

(2009), Vol. 31, pp. 210-220, Resource and energy economics, Amsterdam, The Netherlands, C1-1

journal

Funded Projects at Deakin

Industry and Other Funding

Cross border expansion of Australian Banks

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

  • 2014: $4,545

Financial Econometrics and Corporate Finance of Islamic Financial Markets

Prof Paresh Narayan, Dr Susan Sharma, Dr Kannan Thuraisamy

  • 2017: $38,534
  • 2016: $31,533

Supervisions

Associate Supervisor
2017

Deepa Bannigidadmath

Thesis entitled: Three Essays on Commodity Markets

Doctor of Philosophy, Department of Finance

2016

Siroos Khademalomoom

Thesis entitled: Three Essays on the Intraday Dynamics of the Foreign Exchange Market

Doctor of Philosophy, Department of Finance

2014

Dinh Phan

Thesis entitled: Three Essays on Crude Oil and Equity Markets

Doctor of Philosophy, School of Accounting, Economics & Finance