Prof. Abul Shamsuddin

Work Phone	(02) 4921 6118
Fax	(02) 4921 6911
Email	Abul.Shamsuddin@newcastle.edu.au
Position	Professor Newcastle Business School The University of Newcastle, Australia
Office	SRS 113, Social Science Building

Biography

Abul Shamsuddin is Professor of Finance at the University of Newcastle. He received his PhD from Simon Fraser University, Canada. Abul has held visiting appointments at the Australian National University, Monash University, La Trobe University and Simon Fraser University.

Abul’s main teaching areas are corporate finance, investments and research methods. He has led the development and professional accreditation of the postgraduate finance programs at the University of Newcastle. Abul has previously served as Assistant Dean (Postgraduate) and Director of Postgraduate Business Studies.

His research interests include asset pricing, market efficiency and financial market volatility. Abul has published articles in The Journal of Empirical Finance, The Financial Review, International Journal of Forecasting, The Review of Income and Wealth, Journal of International Financial Markets, Institutions & Money, Journal of Development Studies, Applied Economics and Pacific-Basin Finance Journal, among others. He has co-authored two books entitled Investments: Analysis and Management (John Wiley) and Introducing Corporate Finance (John Wiley). Abul has supervised 36 research students, including 23 doctoral students.

Qualifications

PhD, Simon Fraser University
Master of Arts, Simon Fraser University
Master of Science (Economics), Jahangirnagar University, 1982
Bachelor of Science (Honours)(Economics), Jahangirnagar University, 1981

Research

Research keywords

Asset Pricing
Capital Market Integration
Market Efficiency

Research expertise

My current research interests include asset pricing, market efficiency and financial market volatility.

PHD SUPERVISION

Si Kew (Continuing, Principal Supervisor): Topic - Contagion and Flight-to-Quality: A Study of Asian Financial Market Linkages During Financial Shocks and Its Determinants

Lain Tee (Continuing, Principal Supervisor): Topic - Asset Pricing Models for Malaysia

Lorna Katusiime (Continuing, Principal Supervisor): Exchange Rate market Efficiency in Developing Countries: The case of Uganda PhD

L. Katusiime (Continuing, Principal Supervisor): Topic - Exchange Rate Market Efficiency in Developing Countries: The Case of Uganda

Y. Yao (Continuing, Co-Supervisor): Topic - Determinants of dividend policy: international evidence over 1990-2010

S. Habras (Continuing, Co-Supervisor): Topic - An Empirical Study of Semi-Strong Form of Efficiency of Gulf Cooperation Council Stock Markets

M. Akhtaruzzaman (Continuing, Principal Supervisor): Topic - Interest Rate Risk Exposure of Australian Financial Institutions

P. Docherty (Completed in 2011, Co-Supervisor): Topic - Essays in Asset Pricing in Australia

D. Xiang (Completed in 2011, Principal Supervisor): Topic - Efficiency and Stock Market Performance of Australian Financial Institutions

W. Azmi (Completed in 2006, Principal Supervisor): Topic - The Impact of Financial deregulation on Stock Market Integration between Malaysia and its Major Trading Partners

S. Ahmed (Completed in 2003, Co-Supervisor): Topic - Exchange Market Pressure Models for PNG and Fiji

D. Walujadi (Completed in 2000, Principal Supervisor): Topic - Technical Efficiency of Indonesian Garment Industry- Evidence from Firm Level Panel Data

DBA SUPERVISION

Chui Ling Pang (Continuing, Sole Supervisor): Boardroom characteristics, financial statement credibility and corporate frauds among Hong Kong listed companies

King Pui Liu (Continuing, Sole Supervisor): Evaluation of artificial neural network models for Hong Kong stock market indexes

Philip Wayne Kwok (Continuing, Sole Supervisor): The Hong Kong Derivative Warrant Market – Are small investors over-charged due to an uneven playing field?

F. Chiu (Continuing, Sole Supervisor): Topic - Effect of Executive Compensation on Corporate Profitability of listed companies in Hong Kong Exchange’s Main Board

C. Lam (Completed in 2012, Sole Supervisor): Topic - CEO Duality and Performance of Listed Chinese Firms in Hong Kong

J. Tam (Completed 2011, Sole Supervisor): Topic - Business Failure Prediction Model: An Empirical Study of firms listed on the Shenzhen Stock Exchange

S. Cheong (Completed in 2008, Sole Supervisor): Topic - A study of the Hong Kong equity market - from the perspectives of global integration and market efficiency

B. Wong (Completed in 2007, Sole Supervisor): Topic - Pricing efficiency of Red Chips and Blue Chips Stocks in Hong Kong

K. Cha (Completed in 2007, Sole Supervisor): Topic - A framework for credit risk measurement and management

T. Chan (Completed in 2007, Sole Supervisor): Topic - Corporate governance and stock market performance of HK blue chips against the high growth Chinese stocks listed in HK

S. Lee (Completed in 2006, Sole Supervisor): Topic - Operational risk management framework for financial institutions

MASTERS SUPERVISION

M. Aldoseri (Continuing, Principal Supervisor): Topic - Risk Exposure of Islamic Financial Institutions: Evidence of Gulf Co-operation Council Countries

S. Enticott (Completed in 2001, Sole Supervisor): Topic - Testing Exchange Traded Option Strategies

C. Graves (Completed in 2000, Principal Supervisor): Topic - Identifying Recovery Candidates: Use of Financial Data in Forecasting Firm Failure

T. Vatnabar (Completed in 1998, Principal Supervisor): Topic - An Empirical Analysis of the Capital Structure of Small Enterprises in t

Languages

Bengali

Fields of Research

Code	Description	Percentage
150201	Finance	80
140299	Applied Economics Not Elsewhere Classified	20

Administrative

Administrative expertise

Currently, I am heading the Accounting and Finance Discipline. I have previously served as Assistant Dean (Postgraduate) and Director of Postgraduate Studies, Chair of the Faculty Research Ethics Peer Review Panel, Student Academic Conduct Officer and a member on numerous committees such as the Faculty Executive Committee , Faculty Board, Research Committee, Teaching & Learning Committee, Selection Committee and Promotion Committee, among others.

Teaching

Teaching keywords

Corporate Finance
Derivatives and Risk Management
Financial Institutions Management
Investment

Teaching expertise

My teaching interests include Corporate Finance, Investment Analysis and Research Methods.

The University of Newcastle, Australia