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 Dr Abdul Ghafoor.
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.