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Dr. Harminder Singh
Senior Lecturer in Finance
PhD, (Int.Bus) Delhi, MCom (Fin) Melb
Tel: +61 3 9244 6233
Email: harminder.singh@deakin.edu.au
Office location: Melbourne Campus at Burwood
Commenced at Deakin: 2004
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Teaching Interests/
units taught at Deakin |
MAF307 Equities and Investment Analysis
MAF421 Advanced Investments
MAF760 International Finance
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| Research interests |
Asian Capital Markets
Financial Derivatives
Behavioral Finance
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Link to Research Output
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| Publication Highlights |
- Bhattacharya, P., Singh, H., and Gannon, G. (2007), "Time-varying Hedge Ratios: An Application to the Stock Futures Market", Review of Futures Markets, August 2007.
- Singh, H., and Agarwal, M. (2006), "Merger Announcements and Insider Trading Activity in India: An Empirical Investigation", Investment Management and Financial Innovations, Vol. 3, 140-154
- Singh, H., and Marisetty B, Vijaya (2005). "On the extent of Speculative Activity in the Indian Stock Market during Badla and Post-Badla period." The ICFAI Journal of Applied Finance, vol.11 5-14.
- Singh Harminder, "Risk Adjusted Return on Capital" in Contemporary Issues in Commerce and Business 2001, Anmol, Delhi, India.
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| Current research projects |
- Impact of Stock Addition and Deletion in ASX 200 in Australian stock market, with Yap, J. Chee and Gannon, Gerard.
- Comparison of Static, Multivariable Conditional Volatility and Simultaneous Volatility Models, with Bhattacharya, Prasad S., and Gannon, Gerard.
- Understanding India's Stock Market Volatility, with Narayan, Paresh K.
- Pricing of Oil Price Risk in Chinese and Indian Stock markets with Nandha, Mohan, Monash University
- Non-performing Loans, A Comparative Analysis of India and China, with Shanker, D and Wadud M.
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| Research Awards |
- AEF Best paper in Finance Award 2008
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| Professional Affiliations |
- Accounting and Finance Association of Australia and New Zealand.
- Society for Capital Market and Research, Delhi, INDIA.
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