Susan Sunila Sharma
Personal Details
First Name: | Susan |
Middle Name: | Sunila |
Last Name: | Sharma |
Suffix: | |
RePEc Short-ID: | psh609 |
[This author has chosen not to make the email address public] | |
http://www.deakin.edu.au/buslaw/aef/staff/profiles/sharma.php | |
Affiliation
Centre for Economics and Financial Econometrics Research (CEFER)
Business School
Deakin University
Melbourne, Australiahttp://www.deakin.edu.au/research/src/cefer/
RePEc:edi:cfdeaau (more details at EDIRC)
Research output
Jump to: Working papers Articles EditorshipWorking papers
- Ranjeeni, Kumari & Sharma, Susan Sunila, 2015. "The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors," Working Papers fe_2015_15, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2015.
"Can governance quality predict stock market returns? New global evidence,"
Working Papers
fe_2015_04, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan S., 2015. "Can governance quality predict stock market returns? New global evidence," Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 367-380.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015.
"Stock return forecasting: some new evidence,"
Working Papers
fe_2015_13, Deakin University, Department of Economics.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015. "Stock return forecasting: Some new evidence," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 38-51.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015.
"Intraday volatility interaction between the crude oil and equity markets,"
Working Papers
fe_2015_14, Deakin University, Department of Economics.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2016. "Intraday volatility interaction between the crude oil and equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 1-13.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015.
"Oil price and stock returns of consumers and producers of crude oil,"
Working Papers
fe_2015_12, Deakin University, Department of Economics.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015. "Oil price and stock returns of consumers and producers of crude oil," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 245-262.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014.
"An analysis of price discovery from panel data models of CDS and equity returns,"
Working Papers
fe_2014_08, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan, 2014. "An analysis of price discovery from panel data models of CDS and equity returns," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 167-177.
- Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014.
"How profitable is the Indian stock market?,"
Working Papers
fe_2014_14, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014. "How profitable is the Indian stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 44-61.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim, 2014.
"Do oil prices predict economic growth? New global evidence,"
Working Papers
fe_2014_09, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim, 2014. "Do oil prices predict economic growth? New global evidence," Energy Economics, Elsevier, vol. 41(C), pages 137-146.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan Sunila & Liu, Ruipeng, 2013.
"Determinants of stock price bubbles,"
Working Papers
fe_2013_06, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013. "Determinants of stock price bubbles," Economic Modelling, Elsevier, vol. 35(C), pages 661-667.
- Narayan, P. K. & Sharma, S. & Bannigidadmath, D., 2013.
"Does tourism predict macroeconomic performance in Pacific Island countries?,"
Working Papers
fe_2013_03, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Bannigidadmath, Deepa, 2013. "Does tourism predict macroeconomic performance in Pacific Island countries?," Economic Modelling, Elsevier, vol. 33(C), pages 780-786.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013.
"An analysis of commodity markets: what gain for investors?,"
Working Papers
fe_2013_02, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013. "An analysis of commodity markets: What gain for investors?," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3878-3889.
- Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012.
"The relationship between Asian equity and commodity futures markets,"
Working Papers
fe_2012_07, Deakin University, Department of Economics.
- Thuraisamy, Kannan S. & Sharma, Susan Sunila & Ali Ahmed, Huson Joher, 2013. "The relationship between Asian equity and commodity futures markets," Journal of Asian Economics, Elsevier, vol. 28(C), pages 67-75.
- Sharma, Susan & Thuraisamy, Sivananthan, 2012.
"Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies,"
Working Papers
fe_2012_02, Deakin University, Department of Economics.
- Sharma, Susan Sunila & Thuraisamy, Kannan, 2013. "Oil price uncertainty and sovereign risk: Evidence from Asian economies," Journal of Asian Economics, Elsevier, vol. 28(C), pages 51-57.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011.
"Investment and oil price volatility,"
Working Papers
fe_2011_14, Deakin University, Department of Economics.
- Susan Sunila Sharma & Paresh Kumar Narayan, 2012. "Investment and oil price volatility," Economics Bulletin, AccessEcon, vol. 32(2), pages 1428-1433.
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011. "The January and turn-of-the-month effect on firm returns and return volatility," Working Papers fe_2011_01, Deakin University, Department of Economics.
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2011. "Firm heterogeneity and calendar anomalies," Working Papers fe_2011_12, Deakin University, Department of Economics.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2011.
"An analysis of firm and market volatility,"
Working Papers
fe_2011_02, Deakin University, Department of Economics.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2014. "An analysis of firm and market volatility," Economic Systems, Elsevier, vol. 38(2), pages 205-220.
Articles
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Sharma, Susan Sunila, 2019. "Does Islamic stock sensitivity to oil prices have economic significance?," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 497-512.
- Westerlund, Joakim & Sharma, Susan Sunila, 2019. "Panel evidence on the ability of oil returns to predict stock returns in the G7 area," Energy Economics, Elsevier, vol. 77(C), pages 3-12.
- Siroos Khademalomoom & Paresh Kumar Narayan & Susan Sunila Sharma, 2019. "Higher Moments and Exchange Rate Behavior," The Financial Review, Eastern Finance Association, vol. 54(1), pages 201-229, February.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Tran, Vuong Thao, 2018. "Can economic policy uncertainty predict stock returns? Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 134-150.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan & Westerlund, Joakim, 2018. "Some preliminary evidence of price discovery in Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 107-122.
- Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila, 2018. "Is stock return predictability time-varying?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 152-172.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2018. "An analysis of time-varying commodity market price discovery," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 122-133.
- Lucey, Brian M. & Sharma, Susan Sunila & Vigne, Samuel A., 2017. "Gold and inflation(s) – A time-varying relationship," Economic Modelling, Elsevier, vol. 67(C), pages 88-101.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2016.
"Intraday volatility interaction between the crude oil and equity markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 1-13.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015. "Intraday volatility interaction between the crude oil and equity markets," Working Papers fe_2015_14, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2016. "Intraday return predictability, portfolio maximisation, and hedging," Emerging Markets Review, Elsevier, vol. 28(C), pages 105-116.
- Sharma, Susan Sunila, 2016. "Can consumer price index predict gold price returns?," Economic Modelling, Elsevier, vol. 55(C), pages 269-278.
- Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Westerlund, Joakim, 2016. "Are Islamic stock returns predictable? A global perspective," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 210-223.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Phan, Dinh Hoang Bach, 2016. "Asset price bubbles and economic welfare," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 139-148.
- Westerlund, Joakim & Thuraisamy, Kannan & Sharma, Susan, 2015. "On the use of panel cointegration tests in energy economics," Energy Economics, Elsevier, vol. 50(C), pages 359-363.
- Kumari Ranjeeni & Susan Sunila Sharma, 2015. "The Effect of the Lehman Brothers’ Bankruptcy on the Performance of Chinese Sectors," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(5), pages 904-914, September.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015.
"Stock return forecasting: Some new evidence,"
International Review of Financial Analysis, Elsevier, vol. 40(C), pages 38-51.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015. "Stock return forecasting: some new evidence," Working Papers fe_2015_13, Deakin University, Department of Economics.
- Susan Sunila Sharma & Paresh Narayan & Kannan Thuraisamy, 2015. "Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 1-31.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015. "Is carbon emissions trading profitable?," Economic Modelling, Elsevier, vol. 47(C), pages 84-92.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan S., 2015.
"Can governance quality predict stock market returns? New global evidence,"
Pacific-Basin Finance Journal, Elsevier, vol. 35(PA), pages 367-380.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2015. "Can governance quality predict stock market returns? New global evidence," Working Papers fe_2015_04, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2015. "Does data frequency matter for the impact of forward premium on spot exchange rate?," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 45-53.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015.
"Oil price and stock returns of consumers and producers of crude oil,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 245-262.
- Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015. "Oil price and stock returns of consumers and producers of crude oil," Working Papers fe_2015_12, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Ahmed, Huson Ali & Sharma, Susan Sunila & K.P., Prabheesh, 2014.
"How profitable is the Indian stock market?,"
Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 44-61.
- Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014. "How profitable is the Indian stock market?," Working Papers fe_2014_14, Deakin University, Department of Economics.
- Sharma, Susan Sunila & Narayan, Paresh Kumar, 2014. "New evidence on turn-of-the-month effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 92-108.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan Sivananthan, 2014.
"An analysis of price discovery from panel data models of CDS and equity returns,"
Journal of Banking & Finance, Elsevier, vol. 41(C), pages 167-177.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014. "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers fe_2014_08, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2014. "Firm return volatility and economic gains: The role of oil prices," Economic Modelling, Elsevier, vol. 38(C), pages 142-151.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2014.
"An analysis of firm and market volatility,"
Economic Systems, Elsevier, vol. 38(2), pages 205-220.
- Sharma, Susan Sunila & Narayan, Paresh Kumar & Zheng, Xinwei, 2011. "An analysis of firm and market volatility," Working Papers fe_2011_02, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan & Poon, Wai Ching & Westerlund, Joakim, 2014.
"Do oil prices predict economic growth? New global evidence,"
Energy Economics, Elsevier, vol. 41(C), pages 137-146.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Poon, Wai Ching & Westerlund, Joakim, 2014. "Do oil prices predict economic growth? New global evidence," Working Papers fe_2014_09, Deakin University, Department of Economics.
- Thuraisamy, Kannan S. & Sharma, Susan Sunila & Ali Ahmed, Huson Joher, 2013.
"The relationship between Asian equity and commodity futures markets,"
Journal of Asian Economics, Elsevier, vol. 28(C), pages 67-75.
- Thuraisamy, Kannan & Sharma, Susan S. & Ahmed, Huson Ali, 2012. "The relationship between Asian equity and commodity futures markets," Working Papers fe_2012_07, Deakin University, Department of Economics.
- Sharma, Susan Sunila & Thuraisamy, Kannan, 2013.
"Oil price uncertainty and sovereign risk: Evidence from Asian economies,"
Journal of Asian Economics, Elsevier, vol. 28(C), pages 51-57.
- Sharma, Susan & Thuraisamy, Sivananthan, 2012. "Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies," Working Papers fe_2012_02, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan & Liu, Ruipeng, 2013.
"Determinants of stock price bubbles,"
Economic Modelling, Elsevier, vol. 35(C), pages 661-667.
- Narayan, Paresh Kumar & Mishra, Sagarika & Sharma, Susan Sunila & Liu, Ruipeng, 2013. "Determinants of stock price bubbles," Working Papers fe_2013_06, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013.
"An analysis of commodity markets: What gain for investors?,"
Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3878-3889.
- Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013. "An analysis of commodity markets: what gain for investors?," Working Papers fe_2013_02, Deakin University, Department of Economics.
- Narayan, Paresh Kumar & Sharma, Susan Sunila & Bannigidadmath, Deepa, 2013.
"Does tourism predict macroeconomic performance in Pacific Island countries?,"
Economic Modelling, Elsevier, vol. 33(C), pages 780-786.
- Narayan, P. K. & Sharma, S. & Bannigidadmath, D., 2013. "Does tourism predict macroeconomic performance in Pacific Island countries?," Working Papers fe_2013_03, Deakin University, Department of Economics.
- Susan Sunila Sharma & Paresh Kumar Narayan, 2012.
"Investment and oil price volatility,"
Economics Bulletin, AccessEcon, vol. 32(2), pages 1428-1433.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011. "Investment and oil price volatility," Working Papers fe_2011_14, Deakin University, Department of Economics.
- Sharma, Susan Sunila, 2011. "Determinants of carbon dioxide emissions: Empirical evidence from 69 countries," Applied Energy, Elsevier, vol. 88(1), pages 376-382, January.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2011. "New evidence on oil price and firm returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3253-3262.
- Chandran, V.G.R. & Sharma, Susan & Madhavan, Karunagaran, 2010. "Electricity consumption-growth nexus: The case of Malaysia," Energy Policy, Elsevier, vol. 38(1), pages 606-612, January.
- Sharma, Susan Sunila, 2010. "The relationship between energy and economic growth: Empirical evidence from 66 countries," Applied Energy, Elsevier, vol. 87(11), pages 3565-3574, November.
- Mishra, Vinod & Smyth, Russell & Sharma, Susan, 2009. "The energy-GDP nexus: Evidence from a panel of Pacific Island countries," Resource and Energy Economics, Elsevier, vol. 31(3), pages 210-220, August.
- Mishra, Vinod & Sharma, Susan & Smyth, Russell, 2009.
"Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries,"
Energy Policy, Elsevier, vol. 37(6), pages 2318-2326, June.
RePEc:idn:journl:v:21:y:2018:i:2:p:1-36 is not listed on IDEAS
RePEc:idn:journl:v:22:y:2019:i:1e:p:1-16 is not listed on IDEAS
RePEc:idn:journl:v:21:y:2019:i:3c:p:1-20 is not listed on IDEAS
RePEc:taf:apfiec:v:22:y:2012:i:23:p:1931-1949 is not listed on IDEAS
Editorship
- Working Papers, Deakin University, Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations
- Number of Citations, Discounted by Citation Age
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- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
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- Euclidian citation score
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENE: Energy Economics (5) 2011-12-19 2013-06-16 2015-08-13 2015-08-13 2015-08-19. Author is listed
- NEP-FOR: Forecasting (3) 2013-08-16 2015-08-13 2015-08-13
- NEP-CFN: Corporate Finance (2) 2015-08-13 2015-08-19
- NEP-FMK: Financial Markets (2) 2011-08-09 2015-08-13
- NEP-MST: Market Microstructure (2) 2013-08-16 2015-08-13
- NEP-SPO: Sports and Economics (2) 2013-08-16 2013-08-16
- NEP-AGR: Agricultural Economics (1) 2013-08-16
- NEP-BEC: Business Economics (1) 2011-12-19
- NEP-CNA: China (1) 2015-08-19
- NEP-MAC: Macroeconomics (1) 2013-08-16
- NEP-RMG: Risk Management (1) 2015-08-13
- NEP-SEA: South East Asia (1) 2013-06-16
- NEP-TRA: Transition Economics (1) 2015-08-19
- NEP-TUR: Tourism Economics (1) 2013-08-16
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