The AFRIHERO Business and Finance Research Programme conducts multidisciplinary research in business and finance, reinforced by quantitative techniques developed in the Statistical Modelling Research Programme. Activities within the programme focus on researching, understanding and integrating business and finance ideas in socio-economic development.

The research programme includes collaborative MSc, PhD and post-doctoral research supervision and externally funded fellowship schemes in the above areas.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

The AFRIHERO Business and Finance Research Programme is coordinated by Dr Patrick Oseloka EZEPUE and draws from the expertise of business and finance specialists around the globe.  Current themes around which research within the programme are organised include:

  • Collaborative HEI-industry MSc-PhD research in statistics, mathematics and economics with key strands
  • Studies in quantitative finance, investment and financial risk management
  • Empirical finance with applications in stock market analysis and financial policy making
  • Strategic marketing research including quantitative modelling and customer relationship modelling
  • Pedagogical innovations in learning, teaching and assessment of business and finance discplines

Two PhD students are currently being supervised by AFRIHERO researchers on the topics:

  • Stochastic Models in Stock Market Analyses: A Case Study of the Nigerian Stock Market
  • Strategic Customer Relationship Marketing and Re-intermediation Models in the Insurance Industry

PhD topics available for supervision:

  1. High-frequency data, point stochastic processes and volatility modelling in the Nigerian Stock Market (NSM)
  2. Volatility modelling and stock market characterization: case study of the NSM
  3. Bubbles, anomalies and crashes in financial markets: case study of the NSM
  4. Financial volatility in the NSM: any roles for data mining models?
  5. Stochastic and control engineering models in bank stock market analysis: case study of the NSM
  6. Stochastic resonance as a model for financial crashes and bubbles: insights from bank failures in Nigeria
  7. The political economy of stock market dynamics in Nigeria: Lessons for the African Development Bank
  8. Oil price volatility, growth and competitiveness in the Nigerian financial system: a critical analysis

We apply and disseminate research results in the programme through academic publications, research reports, research cafe's, internships for beginning researchers, seminars and workshops, case studies, roundtables, specialist lunch/dinners discussions, strategic conferences and colloquia.

For more details on wider remits of the Business and Finance Research Programme see Related Topics, particularly under Mathematical Sciences and Business & Finance Research Programmes.