Staff profile - Susan Sharma

Staff image

Dr Susan Sharma

Position: Senior Lecturer
Faculty or Division: Faculty of Business and Law
Department: BL Deakin Bus School Operatns
Campus: Melbourne Burwood Campus
Phone: +61 3 924 46871 +61 3 924 46871


Teaching Interests

  • Financial Econometrics
  • Applied Time Series Econometrics

Subjects and units currently teaching

  • MAE406 Business and Financial Econometrics
  • MAF723 Business and Financial Econometrics


Research interests

  • Panel Predictability Models
  • Time-Series Predictability Models
  • Forecasting
  • Futures Market
  • Commodity Markets
  • Volatility Modelling
  • Price Discovery
  • Sovereign Risk
  • Market Microstructure
  • Energy Markets

Research groups

  • Centre for Financial Econometrics

Research page



  • Narayan, P.K., Sharma, S., and Thuraisamy, K., (2014). An analysis of price discovery from panel data models of CDS and equity returns, Journal of Banking and Finance (forthcoming).
  • Sharma, S.S., Narayan, P.K., Zheng, X., (2014). An analysis of firm and market volatility. Economic Systems (forthcoming).
  • Narayan, P.K., Sharma, S.S., Poon, W.C., Westerlund, J., (2014). Do oil prices predict economic growth? New global evidence. Energy Economics 41, 137-146.
  • Sharma, S.S., Narayan, P.K., (2014). New evidence on turn-of-the-month effects. Journal of International Financial Markets, Institutions and Money 29, 92-108.
  • Narayan, P.K., Narayan, S., Sharma, S.S., (2013). An analysis of commodity markets: What gain for investors? Journal of Banking and Finance 37, 3878-3889.
  • Narayan, P.K., Sharma, S.S., Bannigidadmath, D., (2013). Does tourism predict macroeconomic performance in Pacific Island Countries? Economic Modelling 33, 780-786.
  • Narayan, P.K., Mishra, S., Sharma, S.S., Liu, R., (2013). Determinants of stock price bubbles. Economic Modelling 35, 661-667.
  • Sharma, S.S., and Thuraisamy, K., (2013). Oil price uncertainty and Sovereign risk: Evidence from Asian Economies. Journal of Asian Economics 28, 51-57.
  • Thuraisamy, K., Sharma, S.S., Ahmed, H.A., (2013). The relationship between Asian equity and commodity futures markets. Journal of Asian Economics 28, 67-75.
  • Sharma, S.S., Narayan, P.K. (2012). Firm heterogeneity and calendar anomalies. Applied Financial Economics 22, 1931-1949.
  • Sharma, S.S., Narayan, P.K. (2012). Investment and oil price volatility. Economics Bulletin 32, 1428-1433.
  • Narayan, P.K., Sharma, S.S. (2011). New evidence on oil price and firm returns. Journal of Banking and Finance 35, 3253-3262.
  • Sharma, S.S., (2010). Determinants of carbon dioxide emissions: empirical   evidence from 69 countries. Applied Energy 88, 376-382.
  • Sharma, S.S., (2010). The relationship between energy and economic growth: empirical evidence from 66 countries. Applied Energy 87, 3565-3574.

Link to publications

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