Cookies and Privacy

The University uses cookies on this website to provide the best experience possible including delivering personalised content on this website, other websites and social media. By continuing to use the site you agree to this, or your can go to our cookie policy to learn more and manage your settings.

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

Members

Muhammad Akbar (Cluster Leader) Muhammad.Akbar@bcu.ac.uk
Xiehua (Richard) Ji Xiehua.Ji@bcu.ac.uk
Hafiz Rana Hafiz.Rana@mail.bcu.ac.uk
Muhammad Sanusi Muhammad.Sanusi@bcu.ac.uk
Mingru Sun Mingru.Sun@bcu.ac.uk
Anna Yartseva Anna.Yartseva@bcu.ac.uk