Dr Tariq Haque

Dr Tariq Haque
 Position Lecturer in Finance
 Org Unit Business School Office
 Email tariq.haque@adelaide.edu.au
 Telephone +61 8 8313 7599
 Location Floor/Room 12 22 ,  Nexus 10 Tower ,   North Terrace
  • 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)

    Financial Institutions Management II (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

    Haque, T.H and M.O.Haque, Evaluating the Impacts of the Global Financial Crisis on Tourism in Brunei, (Forthcoming), Tourism Analysis: An Interdisciplinary Journal 

    Haque, T.H and M.O.Haque, The swine flu and its impacts on tourism in Brunei, (Forthcoming), Journal of Hospitality and Tourism Management

    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

    “The Crash Risk Premium in Momentum Portfolio Returns” with Dr Yiqing Dai, The University of Adelaide and Professor Takeshi Yamada, Australian National University

    “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

    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: Tuesday, 12 Sep 2017

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