Biography
Dr Kannan Thuraisamy is a Senior Lecturer in Deakin Business School's Department of Finance. Kannan teaches undergraduate and postgraduate finance courses. Kannan served as the Course Director for the Master of Commerce and MQP programmes from 2017 to 2020. Kannan previously chaired the Special Issue Review Committees associated with the Centre for Financial Econometrics' conferences. He also organised significant international conferences, including the American Committee for Asian Economic Studies' (ACAES) 27th International Conference, the Symposium on Financial Econometrics of Derivative Markets, and the Symposium on Financial Econometrics and Market Microstructure. Additionally, Kannan served as co-chair of the local organising committee for the inaugural conference - Recent Developments in Financial Econometrics and Applications – a successful event that featured 150 papers presented by participants from 23 countries.
Read more on Kannan's profileResearch interests
- Fixed Income
- International Finance
- Corporate Finance
- Financial Econometrics
Teaching interests
- Fixed Income
- Asset Pricing
- Portfolio Theory and Risk Management
- International Finance
- Corporate Finance
Units taught
- MAF101 - Fundamentals of Finance
- MAF203 - Business Finance
- MAF307 - Equities and Investment Analysis
- MAF302 - Corporate Finance
- MAF430 - Advanced Derivative Securities
- MAF702 - Financial Markets
- MAF707 - Investments and Portfolio Management
Professional activities
Google Scholar
https://scholar.google.com/citations?user=9PY-ELMAAAAJ&hl=en
Publications
Economic policy uncertainty and industry return predictability - Evidence from the UK
A Golab, D Bannigidadmath, T Pham, K Thuraisamy
(2022), Vol. 82, pp. 433-447, International Review of Economics and Finance, C1
State-level politics: Do they influence corporate investment decisions?
P Narayan, S Narayan, V Tran, K Thuraisamy
(2021), Vol. 74, International Review of Financial Analysis, C1
Is Indonesia's stock market different when it comes to predictability?
S Sharma, P Narayan, K Thuraisamy, N Laila
(2019), Vol. 40, Emerging Markets Review, C1
Evidence of price discovery on the Indonesian stock exchange
S Sharma, K Thuraisamy, M Madyan, N Laila
(2019), Vol. 83, pp. 2-7, Economic modelling, Amsterdam, The Netherlands, C1
Some preliminary evidence of price discovery in Islamic banks
P Narayan, S Sharma, K Thuraisamy, J Westerlund
(2018), Vol. 52, pp. 107-122, Pacific-Basin finance journal, Amsterdam, The Netherlands, C1
Credit quality implied momentum profits for Islamic stocks
P Narayan, S Narayan, D Bach Phan, K Sivananthan Thuraisamy, V Tran
(2017), Vol. 42, pp. 11-23, Pacific Basin Finance Journal, C1
Sovereign risk and the impact of crisis: evidence from Latin America
J Batten, G Gannon, K Thuraisamy
(2017), Vol. 77, pp. 328-350, Journal of banking & finance, Amsterdam, The Netherlands, C1
How do bond, equity and commodity cycles interact?
P Narayan, K Thuraisamy, N Wagner
(2017), Vol. 21, pp. 151-156, Finance research letters, Amsterdam, The Netherlands, C1
Panel multi-predictor test procedures with an application to emerging market sovereign risk
J Westerlund, K Thuraisamy
(2016), Vol. 28, pp. 44-60, Emerging markets review, Amsterdam, The Netherlands, C1
Price discovery and asset pricing
P Narayan, D Phan, K Thuraisamy, J Westerlund
(2016), Vol. 40, pp. 224-235, Pacific Basin Finance Journal, C1
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
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
Volatility dynamics in the term structure of Latin American sovereign international bonds
K Thuraisamy
(2015), Vol. 51, pp. 859-866, Emerging markets finance and trade, Abingdon, Eng., C1
Is exchange rate trading profitable?
P Narayan, S Mishra, S Narayan, K Thuraisamy
(2015), Vol. 38, pp. 217-229, Journal of international financial markets, institutions and money, Amsterdam, The Netherlands, C1
Time-varying herding behavior, global financial crisis, and the Chinese stock market
S Sharma, S Sharma, P Narayan, P Narayan, K Thuraisamy, K Thuraisamy
(2015), Vol. 18, pp. 1-31, Review of pacific basin financial markets and policies, London, Eng., C1
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
Can institutions and macroeconomic factors predict stock returns in emerging markets?
P Narayan, S Narayan, K Thuraisamy
(2014), Vol. 19, pp. 77-95, Emerging markets review, Amsterdam, The Netherlands, C1
Intra-market sovereign linkages of key Latin American markets
K Thuraisamy
(2014), Vol. 38, pp. 140-160, Economic systems, Amsterdam, The Netherlands, C1
Modelling the sovereign linkages of key Latin American economies
K Thuraisamy, G Gannon
(2013), Vol. 23, pp. 222-239, Journal of international financial markets institutions and money, Amsterdam, The Netherlands, C1
Common trends and common cycles in stock markets
P Narayan, K Thuraisamy
(2013), Vol. 35, pp. 472-476, Economic modelling, Amsterdam, The Netherlands, C1
Credit cycle dependent spread determinants in emerging sovereign debt markets
C Riedel, K Thuraisamy, N Wagner
(2013), Vol. 17, pp. 209-223, Emerging markets review, Amsterdam, The Netherlands, C1
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
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
Credit spread dynamics : evidence from Latin America
K Thuraisamy, G Gannon, J Batten
(2008), pp. 97-114, Credit risk : models, derivatives, and management, Boca Raton, Fla., B1
The credit spread dynamics of Latin American euro issues in international bond markets
K Thuraisamy, G Gannon, J Batten
(2008), Vol. 18, pp. 328-345, Journal of multinational financial management, Amsterdam, The Netherlands, C1
Funded Projects at Deakin
Industry and Other Funding
Cross border expansion of Australian Banks
Prof Paresh Narayan, Dr Kannan Thuraisamy, A/Prof Sagarika Mishra, A/Prof Susan Sharma
Aust Centre for Financial Studies
- 2014: $4,545
Financial Econometrics and Corporate Finance of Islamic Financial Markets
Prof Paresh Narayan, A/Prof Susan Sharma, Dr Kannan Thuraisamy
International Centre for Education in Islamic Finance
- 2018: $32,953
- 2017: $38,534
- 2016: $31,533
Understanding Indonesia's Stock Market: New Models and New Data
Prof Paresh Narayan, A/Prof Susan Sharma, Dr Kannan Thuraisamy
Universitas Airlangga
- 2018: $25,050
Supervisions
Deepa Bannigidadmath
Thesis entitled: Three Essays on Commodity Markets
Doctor of Philosophy, Department of Finance