Dr Ghulam Mujtaba

Teaching

I have extensive experience in designing, directing, and teaching courses across various levels in finance and management. At the PhD level, I developed and taught "Advanced Topics in Financial Economics," while at the MSc level, I created the "Sustainable Finance" course. Currently, I am teaching the MSR7001M module,"Critical and Reflective Thinking on Philosophies and Methodologies of Social Inquiry." My teaching portfolio also includes a wide range of undergraduate and postgraduate courses in management and finance.

Research

My research is centered on sustainable finance, climate finance, and FinTech, with a strong focus on generating insights that address global financial challenges. I have led three funded research projects, including one sponsored by the National Natural Science Foundation of China, and I have published in reputable journals as Journal of Business Research, European Management Review, International Journal of Finance & Economics, PHYSICA A and many others.

Publications and conferences

Publications

Ashfaq, S., Riaz, H., Mujtaba, G., Saeed, A., & Baloch, M. S. (2023). Does CEO guilt influence the adoption of employee welfare practices? European Management Review. (CABS-3*, IF 3.3)

Ashfaq, , Liangrong, S., Waqas, F., Gulzar, S., Mujtaba, G., & Nasir, R. M. (2023). Renewable energy and green economic growth nexus: Insights from simulated dynamic ARDL. Gondwana Research. (IF 6.1, JCR Q-1)

Mujtaba, G., Saeed, A., Riaz, H., & Ali, A. (2023). Political power shift in host markets and firm asset retrenchment: Evidence from Chinese Journal of Business Research, 161, 113832. (IF 10.969; CABS-3*)

Mujtaba, G., Siddique, , Naifar, N., & Shahzad, S. J. H. Hedge and haven role of commodities for the US and Chinese equity markets. International Journal of Finance & Economics. https://doi.org/10.1002/ijfe.2788. (IF 1.943; CABS-3*)

Mujtaba, G., Akhtar, Y., Ashfaq, S., Abbas Jadoon, I., & Hina, S. M. (2022). The nexus between Basel capital requirements, risk-taking and profitability: what about emerging economies?. Economic research- Ekonomska Istraživanja, 35(1), 230-251. (IF 3.08, JCR Q-2)

Mujtaba, , & Ashfaq, S. (2022). The impact of environment degrading factors and remittances on health expenditure: an asymmetric ARDL and dynamic simulated ARDL approach. Environmental Science and Pollution Research, 29(6), 8560-8576. (IF 5.190, JCR Q-2)

Siddique, , Kayani, G. M.*, & Ashfaq, S. (2021). Does Heterogeneity in COVID-19 News Affect Asset Market? Monte-Carlo Simulation Based Wavelet Transform. Journal of Risk and Financial Management, 14(10), 463.

Farid, S., Kayani, G. M., Naeem, M. A., & Shahzad, S. J. H. (2021). Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 Resources Policy, 72, 102101. (IF 8.222; CABS-2*)

Kayani, G. M., Akhtar, Y., Yiguo, C., Yousaf, T., & Shahzad, S. J. H. (2021). The Role of Regulatory Capital and Ownership Structure in Bank Liquidity Creation: Evidence from Emerging Asian SAGE Open, 11(2), (IF 2.032; JCR Q-2).

Mujtaba, , & Shahzad, S. J. H. (2021). Air pollutants, economic growth and public health: implications for sustainable development in OECD countries. Environmental Science and Pollution Research, 28(10), 12686-12698. (IF 5.190, JCR Q-2)

Ashfaq, S., Ayub, U., Mujtaba, G., Raza, N., & Gulzar, S. (2021). Gainers and losers with higher order portfolio risk Physica A: Statistical Mechanics and its Applications, 563, 125416. (IF 3.778; JCR Q-2, CABS-2*)

Anas, , Mujtaba, G., Nayyar, S., & Ashfaq, S. (2020). Time-frequency based dynamics of decouplingor integration between Islamic and conventional equity markets. Journal of Risk and Financial Management, 13(7), 156.

Shahzad, J. H., Bouri, E., Kayani, G. M., Nasir, R. M., & Kristoufek, L. (2020). Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour. Physica A: Statistical Mechanics and its Applications, 550, 124519. (IF 3.778, JCR Q-2, CABS-2*)

Kayani, M., Ashfaq, S., & Siddique, A. (2020). Assessment of financial development on environmental effect: implications for sustainable development. Journal of Cleaner Production, 261, 120984. (IF 11.0272, JCR Q-1, CABS-2*)

Akhtar, Y., Kayani, G. M., & Yousaf, T. (2019). The effects of regulatory capital requirements and ownership structure on bank lending in emerging asian markets. Journal of Risk and Financial Management, 12(3), 142.

Rafique, A., Iqbal, K., Zakaria, M., & Mujtaba, G. (2019). Investigating ICAPM with mean-reverting dynamic conditional correlation: Evidence from an emerging stock exchange. Physica A: Statistical Mechanics and its Applications, 525, 514-523. (IF 3.778, JCR Q-2, CABS-2*)

Gulzar, , Mujtaba Kayani, G., Xiaofeng, H., Ayub, U., & Rafique, A. (2019). Financial cointegration and spillover effect of global financial crisis: A study of emerging Asian financial markets. Economic research- Ekonomska istraživanja, 32(1), 187-218. (IF 3.08, JCR Q-2)

Shahzad, S. J. , Hernandez, J. A., Hanif, W., & Kayani, G. M. (2018). Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. Physica A: Statistical Mechanics and its Applications, 506, 433-450. (IF 3.778, JCR Q-2, CABS-2*)

Shahzad, S. J. , Arreola-Hernandez, J., Bekiros, S., Shahbaz, M., & Kayani, G. M. (2018). A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling. Journal of International Financial Markets, Institutions and Money, 56, 104-127.  (IF 4.217, JCR Q-1, CABS-3*)

Hassan, S., Kayani, G. M., & Ayub, (2018). Corporate Governance and Cost of Equity Capital using DCAPM. Abasyn University Journal of Social Sciences, 11(2).

Shahzad, S. J. H., Kayani, G. M., Raza, S. A., Shah, N., & Al-Yahyaee, K. H. (2018). Connectedness between US industry level credit markets and determinants. Physica A: Statistical Mechanics and its Applications, 491, 874-886. (IF 3.778, JCR Q-2, CABS-2*)

Ashfaq, , Kayani, G. M., & Saeed, MA (2017). The Impact of Corporate Governance Index and Earnings Management on Firms’ Performance: A Comparative Study on the Islamic versus Conventional Financial Institutions in Pakistan. Journal of Islamic Business and Management, 7(1),126-139.

Kayani, G. M., Xiaofeng, H., & Gulzar, S. (2014). Global financial crisis: An EGARCH approach to examine the spillover effect on emerging financial markets. Journal of Applied Sciences, 14(20), 2622- 2627. (EI Index – Engineering Village)

Kayani, G. M., Xiaofeng, H., & Gulzar, S. (2013). Financial contagion: Mean spillover effect of US financial market to the emerging financial markets in perspective of global financial crises. Journal of Convergence Information Technology, 8(17), 58. (EI Index – Engineering Village)

Conference papers

Dynamic relationship between Stock Exchange and Exchange Rate: A case of Emerging Economies in context of GFC. WIT Transactions on Information and Communication Technologies. Published DOI: 10.2991/iea-15.2015.150 (EI Source)

Financial Contagion: Impact of Global Financial Crisis on Exchange Rate of Emerging Economies. 2014 International Conference on Management Science & Engineering. (EI Source)

Professional activities

I have presented my research at multiple conferences, serve as a Guest Editor for Frontiers in Environmental Science, a JCR-indexed journal, and hold an external examiner certification from Advance HE. Additionally, I am a member of the British Academy of Management.