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Home > Team > Personal Home Page
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Nawazish Mirza
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Non-Resident Fellow
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| PHD Candidate Financial Markets Group Paris Dauphine |
| MPHIL Quantitative Finance Paris Dauphine |
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nawazish@lahoreschool.edu.pk
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042 6560904 Ext 182
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Research Interests
Financial Markets and Asset Pricing
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Research In Progress
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with Afzal, A. "The Determinants of Interest Rate Spreads in Pakistan's Commercial Banking Sector". CREB Working Paper Series
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with Mahmud, M. "The Volatility Dynamics in Karachi Stock Exchange". CREB Working Paper Series
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“Informational Content of Credit Ratings Announcements”, CREB Working Paper Series.
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"Financial Forecasting using Neural Networks"
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Other Responsibilities
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MPHIL Supervision "Asset Pricing Dynamics in Karachi Stock Exchange".
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Courses Taught at MPHIL level include Portfolio Theory, Financial Derivatives, Mergers and Acquisitions and Econometrics.
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MBA level courses include Credit Ratings, Financial Risk Management and Investments.
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Published Paper
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“Size and Value Premium in Karachi Stock Exchange”, Lahore Journal of Economics, 2008, Vol 13, No 2
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“The Death of CAPM: A Critical Review”, Lahore Journal of Economics, 2005, Vol 10, No 2.
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“Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia”, Lahore Journal of Economics, 2004, Vol 9, No 1.
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Working Paper
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“Size Value and Asset Quality Premium in European Banking Stocks”, Paris Dauphine Working Paper Series 12 - 2009 (Submitted for Review to European Journal of Banking and Finance).
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“Liquidity and Asset Pricing: A Literature Survey”, Paris Dauphine Working Paper Series 5 – 2009 (Submitted for Publication to Emerging Market Review).
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“Speculative Bubbles in Karachi Stock Exchange”, CREB Working Paper Series 01 – 2009 (Submitted for Review to Journal of Emerging Markets Finance).
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Lahore School of Economics |