- Department Finance
- Areas of research Financial Intermediation, Valuations, Risk Management, Asset Pricing and Funds Management, New Technologies in Finance
- Teaching fields Corporate Finance, Financial Analysis and Reporting, Investment Management and Asset Pricing, Mergers and Acquisitions, Financial Risk Management, International Finance
Dr Mirza Elahi obtained a Doctorate in Management Science, specialising in Finance, from the University of Paris Dauphine in 2010. He has more than 15 years of experience in consulting and teaching in Australia, Singapore, the United Arab Emirates and France.
His areas of teaching and research focus on Financial Intermediation, Financial Valuation, Risk Management and Financial Statement Analysis.
Dr Elahi regularly appears in renowned international media (CNBC, China Daily, Gulf News etc.) talking about international economic and financial issues.
Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed? (2021), Resources Policy. (CNRS 3, SSCI: 3.98)
Asymmetric Volatility Structure of Equity Returns: Evidence from an Emerging Market. (2021), The Quarterly Review of Economics and Finance. (ABDC B, CNRS 3)
Does institutional quality and remittances inflow crowd-in private investment to avoid Dutch Disease? A case for emerging seven (E7) economies. (2021), Resources Policy, (CNRS 3, SSCI: 3.98)
The impact of resource curse on banking efficiency: Evidence from twelve oil producing countries. (2021), Resources Policy (CNRS 3, SSCI: 3.98)
Does geopolitical risk uncertainty strengthen or depress cash holdings of oil enterprises? Evidence from China. (2021), Pacific-Basin Finance Journal (ABDC A, SSCI 2.3)
How does trade policy uncertainty affect agriculture commodity prices? (2021), Pacific-Basin Finance Journal (ABDC A, SSCI 2.3)
Should the fourth industrial revolution be widespread or confined geographically? A country-level analysis of fintech economies. (2020), Technological Forecasting and Social Change (ABDC A, CNRS 2, SSCI 5.8)
The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak. (2020), Swiss Journal of Economics and Statistics, (CNRS 4)
Impact of Covid-19 on Corporate Solvency and Possible Policy Responses in the EU. (2020), The Quarterly Review of Economics and Finance. (ABDC B, CNRS 3)
Human Capital Efficiency and Equity Funds’ Performance during the COVID-19 pandemic. (2020), International Review of Economics and Finance. (ABDC A, SSCI 1.8)
Machine learning and credit ratings prediction in the age of fourth industrial revolution. (2020), Technological Forecasting and Social Change (ABDC A, CNRS 2, SSCI 5.8)
Overreaction effect: evidence from an emerging market (Shanghai stock market). (2020), International Journal of Managerial Finance. (ABDC A)
Market discipline in South Asia: Evidence from commercial banking sector. (2020), International Journal of Finance & Economics. (ABDC B, CNRS 3, SSCI 0.94)
Price reaction, volatility timing and funds’ performance during Covid-19. (2020), Finance Research Letters. (ABDC A, CNRS 3, SSCI 3.5)
The nexus of carbon emissions, financial development, renewable energy consumption, and technological innovation: What should be the priorities in light of COP 21 Agreements? (2020), Journal of Environmental Management. (ABDC A, CNRS 3, SSCI 5.6)
Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020), Journal of Asset Management. (ABDC B, CNRS 4)
Double jeopardy of resources and investment curse in South Asia: Is technology the only way out? (2020), Resources Policy.
DOI: https://doi.org/10.1016/j.resourpol.2020.101702 (ABDC B, CNRS 3, SSCI 3.9)
Credit Quality and Stock Returns of Commercial Banks. (2020) Economics Bulletin, AccessEcon, vol. 40(1), pages 1-17. (CNRS 3)
A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers. (2019), Journal of Quantitative Economics. (ABDC B, CNRS 4)
Religion based investing and illusion of Islamic Alpha and Beta. (2018), Pacific-Basin Finance Journal. (ABDC A, CNRS 4, SSCI 2.3)
Asset Pricing in a Developing Economy: Evidence from Pakistan. (2017) Economics Bulletin, AccessEcon, vol. 37(4), pages 2483-2495. (CNRS 3)
Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom. (2017), Economic Modelling. (CNRS 2, ABDC A, SSCI 1.9)
Portfolio optimisation with higher moments of risk at the Pakistan Stock Exchange. (2017), Economic Research-Ekonomska Istraživanja. (SSCI 2.2)
Fear of floating in Asia and the credibility of true floaters?, (2017), Research in International Business and Finance. (ABDC B, CNRS 4, SSCI 1.8)
Domestic and cross-border returns to bidders in acquisitions into the E.U., (2017), Economic Research-Ekonomska Istraživanja. (SSCI 2.2)
Financial Leverage and Stock Returns: Evidence from an Emerging Economy, (2016), Economic Research-Ekonomska Istraživanja. (SSCI 2.2)
Business Dynamics, Efficiency, Asset Quality and Stability: The Case of Financial Intermediaries in Pakistan, (2015), Economic Modelling. (CNRS 2, ABDC A, SSCI 1.9)
Inflation Volatility: An Asian Perspective, (2014), Economic Research-Ekonomska Istraživanja. (SSCI 2.2)
The Pricing of Size, Book to Market and Financial Leverage in Euro Stocks, (2013), Economic Research-Ekonomska Istraživanja. (SSCI 2.2)
Evaluating the Impact of Recent Advances in Biomedical Sciences and the Possible Mortality Decreases on the Future of Healthcare and Social Security in the United States, (2012), Pensions: An International Journal.
Interest Rate Spreads in an Emerging Economy: The Case of Pakistan’s Commercial Banking Sector, (2012), Economic Research-Ekonomska Istraživanja. (SSCI 2.2)
Volatility Dynamics in an Emerging Economy: The Case of Karachi Stock Exchange, (2011), Economic Research-Ekonomska Istraživanja. (SSCI 2.2)
Size and Value Premium in International Portfolios: Evidence from 15 European Countries, Czech Journal of Economics and Finance (Finance a uver), 2011, Vol 16(2), 173 – 190. (CNRS 4, SSCI 0.62)