Dr Sarosh Shabi
Lecturer
Accounting & Finance
Telephone: (01792) 295537
Room: Office 224 - 224
Second Floor
School of Management
Bay Campus

Sarosh has joined as a Lecturer in Finance. She has her PhD in Finance and specializes in International Financial Markets. Her research interests include macro-financial relationships, financial crisis and nonlinearities in economic and financial time series. Her teaching interests include financial markets and institutions, investment analysis and portfolio management. 

Publications

  1. & Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests. Journal of Banking & Finance 66, 89-101.
  2. & Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. International Review of Financial Analysis 41, 247-256.
  3. & U.S. economic uncertainty, EU business cycles, and the global financial crisis. International Journal of Finance & Economics

Teaching

  • MN-M003 International Financial Markets

    The financial sector is one of the most dynamic sectors of a modern economic system. Innovations within the financial system of developed economies have been increasingly important in recent years and they have been evolving continuously. It is, therefore, important to analyse and understand the main institutions in financial markets, and examine the nature of the financial instruments (securities) they use. This module aims to provide students with an in-depth knowledge of financial systems, institutions, markets and instruments.

  • MN-M006 Corporate Finance

    This module aims to provide an advanced study of the corporate finance function. It will examine the basics and latest research on corporate governance, capital budgeting, capital structure, dividend policy, board structures and merger and acquisition. It will also examine the interrelationships between these areas. This is a module designed for students with an appropriate business background.

Supervision

  • Market Reaction to Unanticipated Events at Daily and Intraday Frequencies (current)

    Student name:
    PhD
    Other supervisor: Dr Syed Shabi-Ul-Hassan
    Other supervisor: Dr Vineet Upreti