A.S.M. Sohel Azad
Lecturer
BBA (Hons), MBA, Chittagong, MSc Ritsumeikan APU, PhD Monash
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46873
Email: s.azad@deakin.edu.au
Link to Research Output
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Azad, A. S. M. Sohel, Azmat, Saad, Fang, Victor and Edirisuriya, Piyadasa, “A Unchecked manipulations, price-volume relationship and market efficiency: Evidence from Emerging Markets”, Research in International Business and Finance (forthcoming).
- Azad, A. S. M. Sohel, Fang, Victor and Hung, Chi-Hsiou*(2012) Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence, International review of financial analysis, vol. 22, pp. 38-47.
- Azad, A.S.M. S., Fang, V. and Wickramanayake, J. (2011), Low-Frequency Volatility of Yen Interest Rate Swap in Relation to Macroeconomic Risk, International Review of Finance, 11(3), 353-390.
- Azad, A.S.M. S., (2009), Efficiency, Cointegration and Contagion in Equity Markets: Evidence from China, Japan and South Korea, Asian Economic Journal, 23(1), 93-118.
- Azad, A.S.M. S., (2009), Random Walk and Efficiency Tests in the Asia-Pacific Foreign Exchange Markets: Evidence from the Post Asian Currency Crisis Data, Research in International Business and Finance, 2009, 23(3), 322-338.
Teaching Interests
- International Finance
- Business Finance
Research Interests
- Asset pricing
- Volatility decomposition and risk modelling in financial markets
- Variance swap and volatility arbitrage
- Islamic finance
Professional Affiliations
- Midwest Finance Association