Researchers consider volatility analysis, market efficiency and liquidity, asset pricing and systematic risk, Islamic finance, and market structures and crowdfunding.This is achieved through rigorous, formal, dynamic modelling of financial time-series. The cluster is led by Muhammad Akbar, who is an established academic and financial econometrician.
The Asset Pricing and Financial Markets research cluster is split into three specialisms - Asset Pricing; Behavioural Economics and Finance; and Corporate Finance, Microfinance and Governance.
- Volatility analysis
- Market efficiency and liquidity
- Asset pricing and systematic risk
Behavioural Economics and Finance
- Subjective well-being
- Consumption behaviour
- Behavioural strategy
- Personal value-led Leadership
Corporate Finance, Microfinance and Governance
- Capital Structure and Corporate Governance
- Corporate risk management
- Islamic finance and ethics
- Entrepreneurial finance and crowd funding