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 The cluster is led by Dr Xiehua (Richard) Ji.
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.
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.
- Volatility analysis
- Market efficiency and liquidity
- Asset pricing and systematic risk
Behavioural Economics and Finance
Our cluster focuses on the behavioural element of management science, including neurobiology and psychological aspects of management. We undertake research that links behaviour to individual and organisational outcomes. This includes topics such as Subjective well-being, Consumption behaviour, Behavioural strategy and Personal value-led Leadership.
- Subjective well-being
- Consumption behaviour
- Behavioural strategy
- Personal value-led Leadership
Corporate Finance, Microfinance and Governance
Our research covers a varying range of topics in Corporate Finance, Microfinance, Islamic Finance and Corporate Governance. We use both quantitative and qualitative research methods. Our cluster members teach and research in (but not limited to) corporate governance and corporate social responsibility, treasury management, accounting for goodwill, and financing of Tourist firms. We furthermore study issues related to farming especially small and marginal farmer, refugee Entrepreneurship, Islamic microfinance firms’ capital structure and dividend policy.
- Capital Structure and Corporate Governance
- Corporate risk management
- Islamic finance and ethics
- Entrepreneurial finance and crowd funding