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, 鈥淚mpact of geopolitical risk on target debt ratio,鈥 Finance Research Letters, 60, 104964.
  2. Keshab Shrestha, Babak Naysary, 2023, 鈥淓SG and economic policy uncertainty: A wavelet application,鈥 Finance Research Letters, 58, 104645.
  3. Keshab Shrestha, Babak Naysary, Sheena Sara Suresh Philip, 2023, 鈥淧rice discovery in carbon exchange traded fund markets,鈥 International Review of Financial Analysis 89, 102814, [Scopus 94%, CiteScore 9.1]
  4. J. Li, M-H Liu, Keshab Shrestha, 2023, 鈥淒oes the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia,鈥 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, 鈥淔intech market efficiency: A Multifractal detrended fluctuation analysis,鈥 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, 鈥淐ontribution of exchange traded funds in hedging crude oil price risk,鈥 American Business Review 26, 203-225. [ABDC 鈥楢鈥橾
  7. D. Lien, Keshab Shrestha, L. Lee, 2022, 鈥淎nalytical properties of Hasbrouck and generalized information shares,鈥 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, 鈥淎n institutional isomorphism perspective of tourism impact,鈥 Annals of Tourism Research 86, 102921, [ABS 4]
  9. Keshab Shrestha, 2021, 鈥淢ultifractal detrended fluctuation analysis of return on Bitcoin,鈥 International Review of Finance 21, 312-323. [Scopus 55%, CiteScore 2.1]
  10. M. H. Liu, T. Liu, Keshab Shrestha, Y. Zhang, 2021, 鈥淭he impact of financial regulation on the stickiness of credit card lending rate: evidence for the USA,鈥 Review of Quantitative Finance and Accounting 57, 1195-1213. [ABS 3]
  11. Keshab Shrestha, S. Philip, Y. Peranginangin, 2020, 鈥淐ontributions of crude oil exchange traded funds in price discovery process,鈥 American Business Review 23, 393-407. [ABDC 鈥楢鈥橾
  12. T. P. Wisniewski, B. J. Jambe, Keshab Shrestha, 2020, 鈥淒o stock market fluctuations affect suicide rates,鈥 Journal of Financial Research 43, 737-765 [ABS 3]
  13. Y. Ma, D. Pan, Keshab Shrestha, 2020, 鈥淧ricing 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, 鈥淧rice discovery in agricultural markets,鈥 American Business Review 23, 53-69. [ABDC 鈥楢鈥橾

Professional Associations

  • CFA Institute (1999 - Current)