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Asset Pricing

Our research interests cover Volatility Analysis, Market Efficiency, Asset Pricing and Systematic Risk in Financial Markets. Our group members have diverse experience of econometric tools, techniques and procedures particularly in time series analysis.

asset pricing

Research areas

  • Volatility analysis
  • Market efficiency and liquidity
  • Asset pricing and systematic risk


Muhammad Akbar (Cluster Leader)
Xiehua (Richard) Ji
Hafiz Rana
Muhammad Sanusi
Mingru Sun
Anna Yartseva