Dr Tariq Haque

Dr Tariq Haque

  • Biography/ Background

    Dr Tariq Haque joined The University of Adelaide after completing his PhD in Finance from The University of Melbourne.  He was previously a Senior Tutor in the Department of Finance at The University of Melbourne. He has also tutored in The Department of Statistics at The University of Melbourne and has industry experience as an actuarial analyst.

  • Teaching Interests

    Advanced topics in finance (Asset pricing: Honours/Masters)

    Fixed Income Securities (Masters)

    Principles of Finance (Masters)

    Financial Institutions Management II (Undergraduate)

    Alternative Investments (Undergraduate)

    Portfolio Theory and Management (Masters)

    Managerial Finance (MBA)

  • Research Interests

    Asset pricing, Banking, Funds management, Behavioural finance, Applied Econometrics (particularly for Tourism Applications)

     

    Research Supervision

    I have sucessfully supervised the following students as the principal or sole supervisor:

    (i) PhD candidate:

    Dr. Yiqing Dai (in Asset Pricing) who was subsequently awarded a Dean's Commendation for Excellence in PhD Research.

    (ii) MBR candidate:

    Mr. Taiji Wang (in Funds Management)

    (iii) Honours candidate:

    Ms. Sha Lu (in Funds Management)

     

    I have also successfully co-supervised:

    (i) Five honours students (mainly in Asset Pricing and Funds Management) and

    (ii) One Masters of Business Research student to completion (in Asset Pricing).

     

  • Publications

    Liang, D., Dai, Y., Haque, T.H., Kot, H.W., and T.Yamada (2022), Coskewness and Reversal of Momentum Returns: The US and International Evidence, Journal of Empirical Finance, Vol 69, pp. 241-264

    Haque, T.H. & M.O.Haque, (2022), The Unemployment Imbalance Between Non-English-Speaking Migrant Women and Australian Born Women. Journal of Quantitative Economics. (2022). https://doi.org/10.1007/s40953-022-00291-1 

    Haque,T.H & M.O. Haque (2021) The steady progress of Non-English-Speaking migrant women’s labour market participation in Australia, Studies in Economics and Econometrics, Vol 45(3), pp. 131-148, DOI: 10.1080/03796205.2021.1961422

    Haque,T.H & M.O. Haque (2020) Double disadvantage? The slow progress of non-English-speaking migrant women in accessing good jobs in Australia, Labour & Industry: A Journal of the Social and Economic Relations of Work, 30:3, 256-282, DOI: 10.1080/10301763.2020.1824437

     

    Dai, Y, Haque, T and R.Zurbruegg, (2020) Factor return forecasting using cashflow spreads, International Review of Economics and Finance, Vol 69, pp. 917-931

    Haque, T. H (with M. O. Haque), 2018, Evaluating the Effects of the Road Safety System Approach in Brunei, Transportation Research, Part A: Policy and Practice, vol. 118, pp. 594-607

    Haque, T.H and M.O.Haque, 2018, Evaluating the Impacts of the Global Financial Crisis on Tourism in Brunei, Tourism Analysis: An Interdisciplinary Journal, Vol. 23(3), pp. 409-414

    Haque, T. H., and M. O. Haque, 2018, The Swine Flu and Its Impacts on Tourism in Brunei, Journal of Hospitality and Tourism Management,  Vol. 36, pp. 92-101

    W.Mackay and T.H.Haque, A study of industry cost of equity in Australia using the Fama and French 5 Factor model and the Capital Asset Pricing Model (CAPM), Journal of Accounting and Management Information Systems, 2016 (15), pp. 618-623

    Haque, T.H. and A.D.Ahmed, The relationship between Australian mutual fund fees and risk-adjusted performance in differing economic conditions, Australian Economic Papers, 2015 (1), pp. 1-21

    Haque, M.O and T.H.Haque, Dimensions and Measurement of Living Standards: Commentary, Review of Public Administration and Management 3: 168, 2015

    Haque, T.H., Risk-On Risk-Off: Implications for investors in the Australian stock and bond markets, JASSA: The Finsia Journal of Applied Finance, 2013 (4), pp. 47-52

    Haque, T.H., Lead-lag effects in Australian Industry Portfolios, Asia-Pacific Financial Markets, 2011 (3), pp. 267-290

    Haque, T.H., The Interaction between Switching and Lead-Lag Effects in Equity Markets, Journal of Asset Management, 2011 (12), pp. 350-359

    Haque, T.H., Switching Between the Banking and Metals and Mining Sectors of Australia, International Review of Finance, 2009 (9), pp. 387-403

    Haque, T.H., How profitable is the butterfly strategy in Australian fixed income markets?, JASSA: The Finsia Journal of Applied Finance, 2009 (3), pp. 37-43

     

    Working Papers

     

    “Forecasting Profitability Shocks and the Preference for Skewness” with Dr Yiqing Dai, The University of Adelaide

    “The impact of capital buffers on future loan growth, interest income and Tier 1 capital ratios” with Dr Jyotirmoy Podder, Torrens University

    “Is there a smart money effect in recessions: US Evidence” with Dr Shan Li, Xiamen University & Ms Emon Chen, The University of Adelaide

  • Professional Associations

    Member of Accounting and Finance Association of Australia and New Zealand (AFAANZ)

    Member of Insititute of Actuaries of Australia (IAA)

  • Community Engagement

    Learning and Teaching Databases and Subscriptions Committee (2019)

    Honours/MBR/M/Phil Co-ordinator for Finance Discipline (2008-2014)

    Tutorial Co-ordinator for Finance Discipline

    Principal Organizer for 2009 Inaugural SymposiumSA

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Entry last updated: Sunday, 30 Oct 2022