Curriculum Vitae
AREAS OF EXPERTISE
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MICROECONOMIC THEORY
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MACROECONOMIC THEORY
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ECONOMETRICS MODELLING
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APPLIED ECONOMETRICS
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TIME SERIES ECONOMICS
ACADEMIC QUALIFICATION
- PhD, (EKONOMETRIK KEWANGAN)Universiti Malaya (UM)
- MECON, (Economics)Universiti Malaya (UM)
- BBA, (PENGURUSAN PERUNCITAN)Universiti Teknologi MARA (UiTM)
- DIP_PBANK, (Pengurusan Bank)Universiti Teknologi MARA (UiTM)
ADMINISTRATIVE DUTIES
- Task Force Member01 Aug 2020 - 31 Jul 2023 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Task Force Leader01 Jul 2019 - 01 Jul 2022 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Coordinator22 Aug 2020 - 31 Dec 2021 (Faculty)
- Coordinator15 Oct 2020 - 15 Oct 2021 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Auditor Jabatan Kewangan dan Perbankkan01 Jan 2019 - 31 Dec 2020 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Coordinator01 Jan 2019 - 31 Dec 2020 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Coordinator22 Aug 2019 - 22 Aug 2020 (University Malaya)
- Penyelaras Unit Econometric24 Jun 2016 - 27 Jun 2019 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Panel Penemuduga11 Jun 2019 - 14 Jun 2019 (Faculty)
- Panel Penilai Program Jalinan Masyarakat23 Mar 2016 - 02 Jul 2018 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Ali Jawatankuasa Akreditasi Jabatan Kewangan & Perbankkan10 Jun 2016 - 09 Jun 2018 (Department of Finance and Banking, Faculty of Business & Accountancy)
- Penemuduga bagi kemasukan ke program pengajian peringkat ijazah pertama, ambilan sesi 2016/201723 May 2016 - 27 May 2016 (Department of Finance and Banking, Faculty of Business & Accountancy)
PUBLICATIONS
Article in Journal
- Shahrin A.R., Ibrahim A.H. (2021). Enterprise risk management and firm performance: evidence from Malaysian nonfinancial firms. Journal of Operational Risk 16(4), 1-17
- Shah, S., Ismail, I., & Shahrin A. (2019). Heterogeneous investors and deterioration of market integrity: An analysis of market manipulation cases. Journal of Financial Crime
- Shah, S.Q., Ismail, I. & Shahrin, A.R.(2019). Stock market manipulation: A comparative analysis of East Asian emerging and developed financial markets. Management Science Letters, 9, 183-192.
- Shahrin, A.R. (2018). Persistence in the Forward Discount. International Journal of Statistics and Economics, 19(1)
- Shahrin A.R. (2015) Does the Forward Discount Represent a Long Memory Process or Short Memory Process with Multiple Changes in the Mean? Journal of Economics and Statistics 235(6): 630-641
- Shahrin, A.R. (2015). Has Nonlinearity Resolved the Anomaly of Unit Root Behaviour in Forward Discount? New Empirical Evidence. Romanian Journal of Economic Forecasting 18(1): 70-80
- Ling, F. S., Abdull Mutalip, M. L., Shahrin, A. R., & Othman, M. S. (2007). Dividend policy: Evidence from public listed companies in Malaysia. International Review of Business Research Papers, 4(4), 208-222
Books
- Shahrin et. al. (2018). Principles of Economics. SJ Learning
- Zainudin, R., Chan, S.G., Shahrin, A.R. (2018). The Malaysian Banking Industry: Policies and Practices after the Asian Financial Crisis. Routledge, Taylor & Francis
Article in Proceeding
- Ismail, I., Abd. R. Y., Shahrin, A. R. & Mohd. R. E. (2017). Are Islamic Equities Shielded against Variation in Interest Rates? The International Conference on Applied Economics and Policy ICAEP2017
- Rahim, Y.A., Ismail, I., Shahrin, A.R. & Mohd, R.M.E. (2017). Equities - Interest rate analysis: Islamic vs Conventional Indices, International conference on Islamic Perspective of Accounting, Finance, Economic and Management, Istanbul, Turkey
- Yasmin Abd Rahim, Izlin Ismail, Aidil Rizal Shahrin & Mohamed Eskandar Shah Mohd Rasid, 2017, Equities and Interest Rate Exposure: Comparative Analysis between Islamic and Conventional, MOHE UM-INCEIF 2017 Islamic FInance Research Conference, 21-22 November 2017
RESEARCH PROJECT
National
- 2016 - 2018, Others MOHEAre Islamic Equities Immune to Interest Rate Exposure at Different Investment Horizon? Evidence from Wavelet Analysis ( Consultant)
- 2018 - 2018, PNB Research Institute Sdn BhdThe effect of goods and services tax on inflationary episode ( Consultant)
CONSULTANCY PROJECT
- Future Manufacturing of Malaysia, MALAYSIAN INVESTMENT DEVELOPMENT AUTHORITY (MIDA))01 Aug 2016 - 01 Aug 2017 (National)
PAPER PRESENTED
INVITED SPEAKER
- Managerial Economics for Graduate Study, Lecturing in Da-Yeh University, Taiwan, Da-Yeh University Taiwan (International) (18 Apr 2019 - 22 Apr 2019)
PRESENTER
- Equities - Interest rates analysis: Islamic vs conventional indices , Intellectual Discourse Session 2 , Faculty of Business and Accountancy (University) (06 Dec 2019 - 06 Dec 2019)
- Are Islamic Equities Shielded against Variation in Interest Rates?, The International Conference on Applied Economics and Policy ICAEP2017, The International Conference on Applied Economics and Policy ICAEP2017 (University) (21 Aug 2017 - 22 Aug 2017)
- Basic Financial Econometrics, Data Analysis for Business, Graduate School of Business, Faculty of Business and Accountancy (University) (02 Apr 2016 - 03 Apr 2016)
OTHERS
- Till debt do us part, Research Cafe , Faculty of Business and Accountanvy (University) (29 Aug 2019 - 29 Aug 2019)
- Equities and Interest Rate Exposure: Comparative Analysis between Islamic and Conventional., MOHE-UM-INCEIF Islamic Finance Research Conference 2017, MOHE-UM-INCEIF (University) (21 Nov 2017 - 22 Nov 2017)
ACADEMIC/PROF. SERVICES
Evaluation
- (2020) The Effects of the Identity and Size of the Second-Largest Blockholder on Firm Performance: Evidence from Korea , (Reviewer)
- (2020) An Analysis of Time-Varying Conditional Profitability of Momentum Strategies in Commodity Futures Market: Evidence from India , (Reviewer)
- (2019) Leverage decisions of telecom sectors in India: A panel data analysis, (Reviewer)
- (2019) International Journal of Theoretical and Applied Finance, (Editorial Manager)
- (2019) An Empirical Study of the Behaviour of Real Exchange Rates in the UAE, (Reviewer)
- (2019) An integrated approach to risk management: Evidence of enterprise risk management from Pakistan , (Reviewer)
- (2019) City University Research Journal , (Reviewer Board)
- (2019) City University Research Journal, (Reviewer)
- (2019) International Journal of Theoretical and Applied Finance, (Editor)
- (2017) Journal of Research in Social Sciences (JRSS), (Reviewer Board)
SUPERVISION
Postgraduate Student
PhD/ Doctoral
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(2020) The Effect of Financial Revenues and Net Financial Payouts on Investment Efficiency: An Investigation of Short-Termism, ABDUL MAJID NASIR
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(2020) STOCK MARKET MANIPULATION: AN INSTITUTIONAL AND FIRM'S PERSPECTIVE, SYED QASIM SHAH
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(2020) Stability Against Interest Rate Risk: Comparative Analysis between Islamic and Conventional, YASMIN BINTI ABD RAHIM
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(2020) ARE EMERGING FINANCIAL MARKETS EFFICIENT? SOME EVIDENCE FROM THE MODELS OF THE MALAYSIA STOCK MARKET, SADAF JAMAL
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(2019) The Relationship Between Financial Structure and Investment Efficiency, ABDUL MAJID NASIR
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(2019) STOCK MARKET MANIPULATION: AN INSTITUTIONAL AND FIRM'S PERSPECTIVE, SYED QASIM SHAH
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(2018) INTEREST RATE, FINANCIAL CRISIS AND SUSTAINABLE ECONOMIC DEVELOPMENT, ABDUL MAJID NASIR
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(2016) ARE ISLAMIC EQUITY IMMUNE TO INTEREST RATE EXPOSURE AT DIFFERENT INVESTMENT HORIZONS? EVIDENCE FROM WAVELET ANALYSIS, YASMIN BINTI ABD RAHIM
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(2015) SOCIALLY RESPONSIBLE INVESTMENT: ISLAMIC COUNTRIES PERSPECTIVE, SYED QASIM SHAH
Master
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(2017) Factor Influencing Silence Behavior in the Malaysian Army, Iskandar Faidzal Othman
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(2017) ERM Implementation and Firm Performance, Abdul Hakam Ibrahim
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(2017) Capital structure determinants of automotive firms: Evidence from four ASEAN countries, Raymond Chia Tsun Siung
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(2017) Can Banks Individually Create Money out of Nothing? Empirical Evidence in Malaysia., CHOY YEE RING
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(2016) The Fisher Effect of ASEAN Countries : Structural Breaks and Cointegration, LOKE JEE YENG
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(2015) Prices and returns of Malaysian art, KARYN ANNE KRISHNAN
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(2015) Lead lag relation analysis between stock index and it's index futures for the selected Asian countries, SURESH S/O KRISHNASAMY
TEACHING
Master
- (2017) CFGM6101 - Economics for Management Decision Making
- (2017) CQC7019 - Econometrics for Managers
- (2017) CQD7001 - Economics for Management
- (2016) CFGB6309 - Econometrics for Managers
Bachelor
- (2017) CIC2005 - Econometrics
- (2016) CBEB1107 - Managerial Economics 1
- (2016) CIX1001 - Principles of Microeconomics
- (2016) CIX1001 - Principles of Microeconomics
SOCIAL RESPONSIBILITY ACTIVITIES
- Ahli Kumpulan Nasyid Firqatul Hana Yang Aktif Di Dalam Majlis Maulid Sekitar Lembah Klang., (01 Jan 2018 - 31 Dec 2018)
- Menagajar Mengaji Al-Quran Bersanad Di Yayasn Restu, Shah Alam, (01 Jan 2015 - 31 Dec 2018)