Dr Muhammad Surajo Sanusi

Senior Lecturer in Finance

Birmingham City Business School

Email:: muhammad.sanusi@bcu.ac.uk
Phone:: +44 (0) 121 331 5224

Dr Muhammad Surajo Sanusi completed his PhD in Finance on market efficiency, volatility behaviour and asset pricing analysis. He is a qualified professional accountant under the full memberships of the Association of Chartered Certified Accountants (ACCA), the Association of National Accountants of Nigeria (ANAN) and the Institute of Chartered Accountants of Nigeria (ICAN). He is also a full member of the Chartered Institute for Securities and Investment (CISI), the largest and most widely respected professional body for the securities and investment profession in the UK and in a growing number of financial centres globally.

He is presently the module leader for three postgraduate modules, FIN7007 Managing Finance, Strategic Risk Management (SRM) and Applied Financial Econometrics (AFE).

He had presented several papers at various Finance conferences around the world and published research articles in reputable international journals. His research interest covers the areas of financial market operations, stock market volatility, asset pricing analysis and at large, financial econometrics.

Current Activity

Areas of Expertise

Qualifications

Memberships

Research

Publications

Journal Articles:

Sanusi, M. S. (2018). A critical overview of the transparency and competitiveness of the London stock exchange. Risk Governance and Control: Financial Markets & Institutions, 8(2), 74-83.

Sanusi, M.S. (2017). Investigating the sources of Black’s leverage effects in the UK oil and gas stocks. Cogent Economics and Finance, 5, 1-13.

Sanusi, M.S. and Ahmad, F. (2016). Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. Finance Research Letters, 18, 89 - 99.

Sanusi, M.S. and Ahmad, F. (2016). An analysis of seasonality fluctuations in the oil and gas stock returns. Cogent Economics and Finance, 4 (1), 1 – 24.

Sanusi, M.S. and Ahmad, F. (Forthcoming). Measuring the predictability of the oil and gas stock returns and the performances of moving average trading rules. Review of Financial Economics (Under Review)

Sanusi, M.S. and Ahmad, F. (Forthcoming). Modelling and forecasting the volatility of FTSE UK oil and gas index using symmetric and asymmetric GARCH models. Applied Economics (Under Review).

Sanusi, M.S. (Forthcoming). An overview of the economic theory, transparency and competitiveness of the London stock exchange. Journal of Economic Issues (Under Review).

Sanusi, M.S. and Hussain, J. (Forthcoming). An assessment of volatility spill-over between Brent crude oil price and the UK oil and gas sector. Work-in-progress.

Hussain, J. and Sanusi, M.S. (Forthcoming). The influence of financial literacy on access to finance and firm-growth among SMEs in the UK. Work-in-progress.

Sanusi, M.S. (Forthcoming). Cross-sectional volatility in oil and gas stocks. Work-in-progress.

Conference Papers:

Sanusi, M. S. (2017). Review of the sources of Black’s leverage effects in the UK oil and gas stocks. Presentation at the 24th Annual Conference of the Multinational Finance Society, held at InterContinental Hotel, Bucharest, Romania, June 2017. (Discussant/Editor: Dimitris Tsouknidis – Cyprus University of Technology, Cyprus).

Sanusi, M. S. (2016). Modelling and Forecasting the Volatility of FTSE UK Oil and Gas Index Using Symmetric and Asymmetric GARCH Models. Presentation at the 23rd Annual Conference of the Multinational Finance Society, held at the Stockholm University Business School, Stockholm, Sweden, June 2016. (Discussant/Editor: Anupam Dutta - Vaasa University, Finland).

Sanusi, M. S. (2012). Analysing Volatility Behaviour and Market Efficiency of UK Oil and Gas Sector. Presentation at the 19th Annual Conference of the Multinational Finance Society, held at the Department of Economics, Finance and Environmental Management, AGH University of Science and Technology, Krakow, Poland, June, 2012. (Discussant/Editor: Tyler Brough - Utah State University, United States).

Sanusi, M. S. (2011). Analysing the Effective of Fundamental and Technical Analysis in Firm Valuation: A Case Study of Oil and Gas Sector in Nigeria. Presentation at the 18th Annual Conference of the Multinational Finance Society, held at the Faculty of Economics and Management LUISS Guido Carli University, Rome, Italy, June 2011. (Discussant/Editor: Sirimon Treepongkaruna - University of Western Australia, Australia).