Faculty of Business and Law

School of Accounting, Economics and Finance

Paresh Narayan

Paresh Narayan

Professor

PhD Economics/Econometrics Monash

Campus: Melbourne Burwood Campus
Phone: +61 3 924 46180
Email: paresh.narayan@deakin.edu.au

Link to Research Output

  • Westerlund, J., and Narayan, P.K., (2013) Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets, Journal of Futures Markets (In Press).
  • Narayan, P.K., and Narayan, S., (2013) Psychological Oil Price Barrier and Firm Returns, Journal of Behavioral Finance (In Press).
  • Westerlund, J., and Narayan, P.K., (2012) Does the Choice of Estimator Matter for Forecasting Returns, Journal of Banking and Finance, 36, 2632-2640.
  • Narayan, P.K., Mishra, M., Narayan S., (2011) Do Market Capitalisations and Stocks Traded Converge? New Global Evidence, Journal of Banking and Finance, 35, 2771-2781.
  • Narayan, P.K., and Sharma, S., (2011) New Evidence on Oil Price and Firm Returns, Journal of Banking and Finance, 35, 3253-3262.
  • Makin, T., and Narayan, P.K., (2011) Have Domestic or Foreign Factors driven European External Imbalances, Journal of International Money and Finance, 30, 537-546.
  • Narayan, P.K., Narayan, S., and Mishra, S., (2011) Do Remittances Induce Inflation? Fresh Evidence from Developing Countries, Southern Economic Journal, 77, 914-933.
  • Narayan, P.K., (2010) What Drives Stock Markets Over Short Horizons? Evidence from Emerging Markets, Quantitative Finance, 11, 261-269.
  • Narayan, P.K., and Zheng, X., (2010) Market Liquidity Risk Factor and Financial Market Anomalies: Evidence from the Chinese Stock Market, Pacific-Basin Finance Journal, 18, 509-520.
  • Narayan, P.K., and Popp, S., (2010) A New Unit Root Test with Two Structural Breaks in Level and Slope at Unknown Time, Journal of Applied Statistics, 37, 1425-1438.

Teaching Interests

  • Financial Econometrics

Research Interests

  • Financial Econometrics
  • Applied Time Series Econometrics
  • Applied Finance Energy
  • Transport and Financial Markets

Professional Affiliations

  • American Economic Association
  • The Econometric Society
  • Royal Economic Society
  • Economic Society of Australia

Deakin University acknowledges the traditional land owners of present campus sites.

29th April 2013