Details about Susan Sunila Sharma

Access statistics for papers by Susan Sunila Sharma.

Last updated 2019-09-21. Update your information in the RePEc Author Service.

Short-id: psh609

Working Papers

2015

1. Can governance quality predict stock market returns? New global evidence
   Working Papers, Deakin University, Department of Economics View citations (28)
   See also Journal Article Can governance quality predict stock market returns? New global evidence, Pacific-Basin Finance Journal, Elsevier (2015) View citations (26) (2015)
2. Intraday volatility interaction between the crude oil and equity markets
   Working Papers, Deakin University, Department of Economics View citations (16)
   See also Journal Article Intraday volatility interaction between the crude oil and equity markets, Journal of International Financial Markets, Institutions and Money, Elsevier (2016) View citations (72) (2016)
3. Oil price and stock returns of consumers and producers of crude oil
   Working Papers, Deakin University, Department of Economics View citations (160)
   See also Journal Article Oil price and stock returns of consumers and producers of crude oil, Journal of International Financial Markets, Institutions and Money, Elsevier (2015) View citations (159) (2015)
4. Stock return forecasting: some new evidence
   Working Papers, Deakin University, Department of Economics View citations (140)
   See also Journal Article Stock return forecasting: Some new evidence, International Review of Financial Analysis, Elsevier (2015) View citations (137) (2015)
5. The impact of the Lehman Brothers' bankruptcy on the performance of Chinese sectors
   Working Papers, Deakin University, Department of Economics

2014

6. An analysis of price discovery from panel data models of CDS and equity returns
   Working Papers, Deakin University, Department of Economics View citations (68)
   See also Journal Article An analysis of price discovery from panel data models of CDS and equity returns, Journal of Banking & Finance, Elsevier (2014) View citations (64) (2014)
7. Do oil prices predict economic growth? New global evidence
   Working Papers, Deakin University, Department of Economics View citations (93)
   See also Journal Article Do oil prices predict economic growth? New global evidence, Energy Economics, Elsevier (2014) View citations (86) (2014)
8. How profitable is the Indian stock market?
   Working Papers, Deakin University, Department of Economics View citations (21)
   See also Journal Article How profitable is the Indian stock market?, Pacific-Basin Finance Journal, Elsevier (2014) View citations (20) (2014)

2013

9. An analysis of commodity markets: what gain for investors?
   Working Papers, Deakin University, Department of Economics View citations (125)
   See also Journal Article An analysis of commodity markets: What gain for investors?, Journal of Banking & Finance, Elsevier (2013) View citations (116) (2013)
10. Determinants of stock price bubbles
    Working Papers, Deakin University, Department of Economics View citations (19)
    See also Journal Article Determinants of stock price bubbles, Economic Modelling, Elsevier (2013) View citations (19) (2013)
11. Does tourism predict macroeconomic performance in Pacific Island countries?
    Working Papers, Deakin University, Department of Economics View citations (11)
    See also Journal Article Does tourism predict macroeconomic performance in Pacific Island countries?, Economic Modelling, Elsevier (2013) View citations (11) (2013)

2012

12. Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Oil price uncertainty and sovereign risk: Evidence from Asian economies, Journal of Asian Economics, Elsevier (2013) View citations (36) (2013)
13. The relationship between Asian equity and commodity futures markets
    Working Papers, Deakin University, Department of Economics View citations (1)
    See also Journal Article The relationship between Asian equity and commodity futures markets, Journal of Asian Economics, Elsevier (2013) View citations (37) (2013)

2011

14. An analysis of firm and market volatility
    Working Papers, Deakin University, Department of Economics View citations (1)
    See also Journal Article An analysis of firm and market volatility, Economic Systems, Elsevier (2014) View citations (6) (2014)
15. Firm heterogeneity and calendar anomalies
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Firm heterogeneity and calendar anomalies, Applied Financial Economics, Taylor & Francis Journals (2012) View citations (7) (2012)
16. Investment and oil price volatility
    Working Papers, Deakin University, Department of Economics
    See also Journal Article Investment and oil price volatility, Economics Bulletin, AccessEcon (2012) View citations (2) (2012)
17. The January and turn-of-the-month effect on firm returns and return volatility
    Working Papers, Deakin University, Department of Economics View citations (1)

Journal Articles

2019

1. Does Islamic stock sensitivity to oil prices have economic significance?
   Pacific-Basin Finance Journal, 2019, 53, (C), 497-512 View citations (30)
2. Higher Moments and Exchange Rate Behavior
   The Financial Review, 2019, 54, (1), 201-229 View citations (12)
3. Panel evidence on the ability of oil returns to predict stock returns in the G7 area
   Energy Economics, 2019, 77, (C), 3-12 View citations (14)

2018

4. An analysis of time-varying commodity market price discovery
   International Review of Financial Analysis, 2018, 57, (C), 122-133 View citations (7)
5. Can economic policy uncertainty predict stock returns? Global evidence
   Journal of International Financial Markets, Institutions and Money, 2018, 55, (C), 134-150 View citations (135)
6. Is stock return predictability time-varying?
   Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 152-172 View citations (79)
7. Some preliminary evidence of price discovery in Islamic banks
   Pacific-Basin Finance Journal, 2018, 52, (C), 107-122 View citations (11)

2017

8. Gold and inflation(s) – A time-varying relationship
   Economic Modelling, 2017, 67, (C), 88-101 View citations (23)

2016

9. Are Islamic stock returns predictable? A global perspective
   Pacific-Basin Finance Journal, 2016, 40, (PA), 210-223 View citations (55)
10. Asset price bubbles and economic welfare
    International Review of Financial Analysis, 2016, 44, (C), 139-148 View citations (14)
11. Can consumer price index predict gold price returns?
    Economic Modelling, 2016, 55, (C), 269-278 View citations (43)
12. Intraday return predictability, portfolio maximisation, and hedging
    Emerging Markets Review, 2016, 28, (C), 105-116 View citations (15)
13. Intraday volatility interaction between the crude oil and equity markets
    Journal of International Financial Markets, Institutions and Money, 2016, 40, (C), 1-13 View citations (72)
    See also Working Paper Intraday volatility interaction between the crude oil and equity markets, Working Papers (2015) View citations (16) (2015)

2015

14. Can governance quality predict stock market returns? New global evidence
    Pacific-Basin Finance Journal, 2015, 35, (PA), 367-380 View citations (26)
    See also Working Paper Can governance quality predict stock market returns? New global evidence, Working Papers (2015) View citations (28) (2015)
15. Does data frequency matter for the impact of forward premium on spot exchange rate?
    International Review of Financial Analysis, 2015, 39, (C), 45-53 View citations (88)
16. Is carbon emissions trading profitable?
    Economic Modelling, 2015, 47, (C), 84-92 View citations (30)
17. Oil price and stock returns of consumers and producers of crude oil
    Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 245-262 View citations (159)
    See also Working Paper Oil price and stock returns of consumers and producers of crude oil, Working Papers (2015) View citations (160) (2015)
18. On the use of panel cointegration tests in energy economics
    Energy Economics, 2015, 50, (C), 359-363 View citations (14)
19. Stock return forecasting: Some new evidence
    International Review of Financial Analysis, 2015, 40, (C), 38-51 View citations (137)
    See also Working Paper Stock return forecasting: some new evidence, Working Papers (2015) View citations (140) (2015)
20. The Effect of the Lehman Brothers’ Bankruptcy on the Performance of Chinese Sectors
    Emerging Markets Finance and Trade, 2015, 51, (5), 904-914 View citations (2)
21. Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2015, 18, (02), 1-31 View citations (15)

2014

22. An analysis of firm and market volatility
    Economic Systems, 2014, 38, (2), 205-220 View citations (6)
    See also Working Paper An analysis of firm and market volatility, Working Papers (2011) View citations (1) (2011)
23. An analysis of price discovery from panel data models of CDS and equity returns
    Journal of Banking & Finance, 2014, 41, (C), 167-177 View citations (64)
    See also Working Paper An analysis of price discovery from panel data models of CDS and equity returns, Working Papers (2014) View citations (68) (2014)
24. Do oil prices predict economic growth? New global evidence
    Energy Economics, 2014, 41, (C), 137-146 View citations (86)
    See also Working Paper Do oil prices predict economic growth? New global evidence, Working Papers (2014) View citations (93) (2014)
25. Firm return volatility and economic gains: The role of oil prices
    Economic Modelling, 2014, 38, (C), 142-151 View citations (102)
26. How profitable is the Indian stock market?
    Pacific-Basin Finance Journal, 2014, 30, (C), 44-61 View citations (20)
    See also Working Paper How profitable is the Indian stock market?, Working Papers (2014) View citations (21) (2014)
27. New evidence on turn-of-the-month effects
    Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 92-108 View citations (22)

2013

28. An analysis of commodity markets: What gain for investors?
    Journal of Banking & Finance, 2013, 37, (10), 3878-3889 View citations (116)
    See also Working Paper An analysis of commodity markets: what gain for investors?, Working Papers (2013) View citations (125) (2013)
29. Determinants of stock price bubbles
    Economic Modelling, 2013, 35, (C), 661-667 View citations (19)
    See also Working Paper Determinants of stock price bubbles, Working Papers (2013) View citations (19) (2013)
30. Does tourism predict macroeconomic performance in Pacific Island countries?
    Economic Modelling, 2013, 33, (C), 780-786 View citations (11)
    See also Working Paper Does tourism predict macroeconomic performance in Pacific Island countries?, Working Papers (2013) View citations (11) (2013)
31. Oil price uncertainty and sovereign risk: Evidence from Asian economies
    Journal of Asian Economics, 2013, 28, (C), 51-57 View citations (36)
    See also Working Paper Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies, Working Papers (2012) (2012)
32. The relationship between Asian equity and commodity futures markets
    Journal of Asian Economics, 2013, 28, (C), 67-75 View citations (37)
    See also Working Paper The relationship between Asian equity and commodity futures markets, Working Papers (2012) View citations (1) (2012)

2012

33. Firm heterogeneity and calendar anomalies
    Applied Financial Economics, 2012, 22, (23), 1931-1949 View citations (7)
    See also Working Paper Firm heterogeneity and calendar anomalies, Working Papers (2011) (2011)
34. Investment and oil price volatility
    Economics Bulletin, 2012, 32, (2), 1428-1433 View citations (2)
    See also Working Paper Investment and oil price volatility, Working Papers (2011) (2011)

2011

35. Determinants of carbon dioxide emissions: Empirical evidence from 69 countries
    Applied Energy, 2011, 88, (1), 376-382 View citations (283)
36. New evidence on oil price and firm returns
    Journal of Banking & Finance, 2011, 35, (12), 3253-3262 View citations (322)

2010

37. Electricity consumption-growth nexus: The case of Malaysia
    Energy Policy, 2010, 38, (1), 606-612 View citations (158)
38. The relationship between energy and economic growth: Empirical evidence from 66 countries
    Applied Energy, 2010, 87, (11), 3565-3574 View citations (77)

2009

39. Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries
    Energy Policy, 2009, 37, (6), 2318-2326 View citations (98)
40. The energy-GDP nexus: Evidence from a panel of Pacific Island countries
    Resource and Energy Economics, 2009, 31, (3), 210-220 View citations (90)

Editor

1. Working Papers
   Deakin University, Department of Economics