Shabir Ahmad Abdul Saleem, PhD

Shabir Ahmad Abdul Saleem is a finance lecturer at the Johns Hopkins Carey Business School. He received his Ph.D. in business administration from Eskisehir Osmangazi University in Turkey. Financial modeling, financial econometrics, and volatility forecasting are among Dr. Saleem's research interests, with a particular emphasis on emerging markets. He has taught several introductory and intermediate finance courses, including Corporate Finance, Fixed Income, Portfolio and Risk Management, and Financial Markets and Institutions.

Education

• PhD, Business Administration, Eskisehir Osmangazi University, Turkey
• MBA, Prince of Songkla University, Thailand
• BBA, Al-Azhar University, Egypt

Research

Selected publications

• Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data. (2020). Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3814505
• Forecasting Emerging Market Volatility in Crisis Period: Comparing Traditional GARCH with High-Frequency Based Models. (2017). In Global Financial Crisis and Its Ramifications on Capital Markets (pp. 475-492). Springer International Publishing [with Abdullah Yalaman]
• Jumps and Earnings Announcement: Empirical Evidence from an Emerging Market Using High Frequency Data. (2016). In Risk Management, Strategic Thinking Industry (pp. 211-223). Springer International Publishing.

Working papers

• Jumps in Emerging Markets: The Role of US Macroeconomic News Using Tick Data
• Beta and Financial Crisis: Empirical Evidence from Emerging Markets Using High Frequency Data

Teaching

• Business Microeconomics
• Fixed Income

Current

• Fixed Income