Shamim Ahmed

Dr Shamim Ahmed is a Senior Lecturer (Associate Professor) in Finance at the University of Liverpool Management School, where he serves as Module Co-ordinator for Capital Markets (ACFI321) and International Finance (ACFI814), while teaching International Finance (Non-Specialist) (ACFI260) for the 2024-25 academic year. His academic career centers on empirical research in financial markets with strong publication records in top journals including Journal of Financial and Quantitative Analysis and Journal of Money, Credit and Banking.

His research spans empirical asset pricing, international finance, and applied financial econometrics, with specific expertise in market liquidity effects, factor model performance, labor mobility impacts on stock returns, and macroeconomic news transmission in commodity markets. His work bridges theoretical finance with real-world market data, particularly examining Chinese commodity futures and Bangladeshi financial markets, while recent publications focus on R&D investment effects and systematic return covariation.

Analysis of his 15 most recent publications reveals consistent contributions to asset pricing methodologies, with evolving focus from banking regulation (2015-2020) toward sophisticated factor modeling and cross-sectional return analysis (2023-2025). His research demonstrates methodological rigor in financial econometrics while maintaining practical relevance for market participants and policymakers, especially regarding emerging market finance and equity market development.

Dr Ahmed secured £20,000 as Co-investigator for an International Growth Center project (2018-2019) examining SME financing constraints through Bombay Stock Exchange's SME platform, collaborating with Principal Investigator Sanjay Banerji and Co-investigator Madhav Shrihari Aney. This research highlights his interest in financial market development and access to capital in emerging economies.