Dr. Harminder Singh
Present Position:
Senior Lecturer in Finance
Phone: +61 3 92446233
Email: singh@deakin.edu.au
Campus: Melbourne campus at Burwood
Academic Qualifications: PhD, (Int.Bus) Delhi, MCom (Fin) Melb
Commenced at Deakin: 2004
Books/publications/monographs
Reported in the Deakin University Annual Research Reports since 1995
Research interests
- Asian Capital Markets
- Financial Derivatives
- Behavioral Finance
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.
Forthcoming
- Porter J and Singh, H, "An Empirical Analysis of the motivation underlying takeovers in Australia." The International Journal of Finance
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.
External Grants
- Minimizing Financial Risk: "Hedging Application with Intra-day Data", (with Gannon, Gerard and Bhattacharya, Prasad S., Deakin University and Chng, Michael, The University of Melbourne, April 2007, Faculty Grant.
- Faculty Research Grant for "Non-Performing Loans, A Comparative Analysis of India and China", (with Shanker, D.) in 2006
- National Stock Exchange India for undertaking research on "Merger announcements and insider trading activity in India", National Stock Exchange of India
Research Awards
- AEF Best paper in Finance Award 2008
HDR supervisions:
Current
- Wealth Creation or Destruction? A study of Australian Acquirers.
Completed
- The information content of directors' trades: Empirical Analysis of the Australian market.
- Trading in Target Stocks before Takeover Announcements: An Analysis of Stock and Option Markets.
- Anomalies in Confidence: Gambling pushes the January Effect.
- An Empirical Analysis of the Motivation underlying Takeovers in Australia.
- An investigation of Momentum in Australian Stock Market.
- The performance of Australian SRI Funds: An empirical analysis.
Professional Association/Membership:
- Accounting and Finance Association of Australia and New Zealand.
- Society for Capital Market and Research, Delhi, INDIA.
Teaching Interests/units taught at Deakin
- MAF307 Equities and Investment Analysis
- MAF421 Advanced Investments
- MAF760 International Finance
