Professor Keshab Man Shrestha

Professor Keshab Man Shrestha

  • Professor
Department of Business Analytics

Academic & Professional Qualifications

Doctor of Philosophy, State University of New York at Buffalo , United States of America (1984)
M.S., State University of New York at Buffalo , United States of America (1983)

Research Interests

  • Business Analytics
  • Data science
  • Financial Markets
  • Financial Econometrics

Teaching Areas

  • Economics

Notable Publications

  1. Keshab Shrestha, Sheena Sara Suresh Philip, Karren Lee-Hwei Khaw, 2024, “Impact of geopolitical risk on target debt ratio,” Finance Research Letters, 60, 104964.
  2. Keshab Shrestha, Babak Naysary, 2023, “ESG and economic policy uncertainty: A wavelet application,” Finance Research Letters, 58, 104645.
  3. Keshab Shrestha, Babak Naysary, Sheena Sara Suresh Philip, 2023, “Price discovery in carbon exchange traded fund markets,” International Review of Financial Analysis 89, 102814, [Scopus 94%, CiteScore 9.1]
  4. J. Li, M-H Liu, Keshab Shrestha, 2023, “Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia,” International Journal of Islamic and Middle Eastern Finance and Management 16, 647-668, [Scopus 78%, CiteScore 3.8]
  5. Keshab Shrestha, Babak Naysary, Sheena Sara Suresh Philip, 2023, “Fintech market efficiency: A Multifractal detrended fluctuation analysis,” Finance Research Letters 54, 103775, https://doi.org/10.1016/j.frl.2023.103775 [ABS 2, Scopus 96%, CiteScore 10.8]
  6. Keshab Shrestha, S. Philip, Y. Peranginangin, 2023, “Contribution of exchange traded funds in hedging crude oil price risk,” American Business Review 26, 203-225. [ABDC ‘A’]
  7. D. Lien, Keshab Shrestha, L. Lee, 2022, “Analytical properties of Hasbrouck and generalized information shares,” Finance Research Letters 49, 103185, https://doi.org/10.1016/j.frl.2022.103185 [ABS 2, Scopus 97%, CiteScore 9.3]
  8. Y. C. M. Yang, J. A. French, L. M. Q. Lee, Keshab Shrestha, 2021, “An institutional isomorphism perspective of tourism impact,” Annals of Tourism Research 86, 102921, [ABS 4]
  9. Keshab Shrestha, 2021, “Multifractal detrended fluctuation analysis of return on Bitcoin,” International Review of Finance 21, 312-323. [Scopus 55%, CiteScore 2.1]
  10. M. H. Liu, T. Liu, Keshab Shrestha, Y. Zhang, 2021, “The impact of financial regulation on the stickiness of credit card lending rate: evidence for the USA,” Review of Quantitative Finance and Accounting 57, 1195-1213. [ABS 3]
  11. Keshab Shrestha, S. Philip, Y. Peranginangin, 2020, “Contributions of crude oil exchange traded funds in price discovery process,” American Business Review 23, 393-407. [ABDC ‘A’]
  12. T. P. Wisniewski, B. J. Jambe, Keshab Shrestha, 2020, “Do stock market fluctuations affect suicide rates,” Journal of Financial Research 43, 737-765 [ABS 3]
  13. Y. Ma, D. Pan, Keshab Shrestha, 2020, “Pricing and hedging foreign equity options under Hawkes jump-diffusion processes, Physica A: Statistical Mechanics and its Applications. 537,122645 Scopus 95%, [CiteScore 7.1]
  14. Keshab Shrestha, R. Subramaniam, T. Thiyagarajan, 2020, “Price discovery in agricultural markets,” American Business Review 23, 53-69. [ABDC ‘A’]

Professional Associations

  • CFA Institute (1999 - Current)