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

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, Amsterdam, The Netherlands, 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