Dr Susan Sharma

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

BL Deakin Bus School Operatns

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

Publications

Filter by

2016

Intraday volatility interaction between the crude oil and equity markets

Mr Dinh Phan, Dr Susan Sharma, Prof Paresh Narayan

(2016), Vol. 40, pp. 1-13, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1

journal
2015

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

Mr Dinh Phan, Dr Susan Sharma, Prof Paresh 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?

Prof Paresh Narayan, Dr Susan Sharma

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

journal

Is carbon emissions trading profitable?

Prof Paresh Narayan, Dr Susan Sharma

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

journal

Stock return forecasting: some new evidence

Mr Dinh Phan, Dr Susan Sharma, Prof Paresh Narayan

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

journal

On the use of panel cointegration tests in energy economics

Prof Joakim Westerlund, Dr Kannan Thuraisamy, Dr Susan Sharma

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

journal

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

Dr Susan Sharma, Prof Paresh Narayan, Dr Kannan Thuraisamy

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

journal

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

Ms Kumari Ranjeeni, Dr Susan Sharma

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

journal
2014

New evidence on turn-of-the-month effects

Dr Susan Sharma, Prof Paresh Narayan

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

journal

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

Prof Paresh Narayan, Dr Susan Sharma, Dr Kannan Thuraisamy

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

journal

Do oil prices predict economic growth? New global evidence

Prof Paresh Narayan, Dr Susan Sharma, Wai Ching Poon, Prof Joakim Westerlund

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

journal

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

Prof Paresh Narayan, Dr Susan Sharma

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

journal

An analysis of firm and market volatility

Dr Susan Sharma, Prof Paresh Narayan, Dr Xinwei Zheng

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

journal

How profitable is the Indian stock market?

Prof Paresh Narayan, Dr Huson Ali Ahmed, Dr Susan Sharma, K P Prabheesh

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

journal
2013

An analysis of commodity markets: what gain for investors?

Prof Paresh Narayan, Seema Narayan, Dr Susan Sharma

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

journal

Does tourism predict macroeconomic performance in Pacific Island countries?

Prof Paresh Narayan, Dr Susan Sharma, Ms Deepa Bannigidadmath

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

journal

Determinants of stock price bubbles

Prof Paresh Narayan, Dr Sagarika Mishra, Dr Susan Sharma, Dr Ruipeng Liu

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

journal

The relationship between Asian equity and commodity futures markets

Dr Kannan Thuraisamy, Dr Susan Sharma, Dr Huson 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

Dr Susan Sharma, Dr Kannan Thuraisamy

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

journal
2012

Firm heterogeneity and calendar anomalies

Dr Susan Sharma, Prof Paresh Narayan

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

journal

Investment and oil price volatility

Dr Susan Sharma, Prof Paresh Narayan

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

journal
2011

Determinants of carbon dioxide emissions : empirical evidence from 69 countries

Dr Susan Sharma

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

journal

New evidence on oil price and firm returns

Dr Susan Sharma, Prof Paresh 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?

Vinod Mishra, Dr Susan Sharma, Russell Smyth

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

journal

Electricity consumption - growth nexus : the case of Malaysia

Dr Susan Sharma, V.G.R. Chandran, Karunagaran Madhavan

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

journal

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

Dr Susan Sharma

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

journal
2009

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

Vinod Mishra, Dr Susan Sharma, Russell Smyth

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

journal

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

Vinod Mishra, Dr Susan Sharma, Russell Smyth

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

journal

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

Dr Susan Sharma, Vinod Mishra, Russell Smyth

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

journal