Dr Banita Bissoondoyal-Bheenick - Researcher Profile

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Address

Department of Accounting and Finance
Level 3, Building H, Caulfield Campus

Biography

Banita Bissoondoyal-Bheenick is a senior lecturer in the Department of Accounting and Finance. 

Banita joined the department in February 2008. Prior to this, she was a lecturer at RMIT University in the School of Economics and Finance from 2004.  

Banita completed her PhD in 2004 in Economics and Finance and holds a Bachelor of Accounting with Honours from the University of Mauritius as well as a Master of Finance degree from RMIT University. She has taught in Mauritius, Singapore and Malaysia.

Her teaching experience includes a variety of units taught at postgraduate level, including Corporate Finance, Financial Statement Analysis and Global financial markets.
Banita's research interest is mainly in asset pricing, stock market volatility, stock markets analysis, mostly related to credit ratings - analysing the  determinants of credit ratings , stock market impact and rating changes, structured finance products ratings and the GFC, and corporate ratings. Banita has published papers in the Australian Journal of Management, Research in International Business and Finance, Emerging Markets Review, Global Finance Journal, Applied Financial Economics and Quantitative Finance.

Qualifications

GADUATE CERTIFICATE IN HIGHER EDUCATION
Institution: Monash University
Year awarded: 2012
PHD ECONOMICS & FINANCE
Institution: RMIT
Year awarded: 2004
MASTERS OF FINANCE
Institution: RMIT
Year awarded: 2001
BSC (HONS) ACCOUNTING
Institution: University of Mauritius
Year awarded: 1999

Publications

Book Chapters

Bissoondoyal-Bheenick, E., Brooks, R.D., 2010, Volatility asymmetry and leverage: Some U.S. evidence, in The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets, eds Greg N Gregoriou, Christian Hoppe and Carsten S Wehn, McGraw-Hill, USA, pp. 115-123.

Journal Articles

Bissoondoyal-Bheenick, E., 2012, Do sovereign rating changes trigger spillover effects?, Research in International Business and Finance [P], vol 26, issue 1, JAI Press Inc, New York NY USA, pp. 79-96.

Bissoondoyal-Bheenick, E., Treepongkaruna, S., 2011, An analysis of the determinants of bank ratings: Comparison across ratings agencies, Australian Journal of Management [P], vol 36, issue 3, Sage Publications Ltd, London UK, pp. 405-424.

Bissoondoyal-Bheenick, E., Brooks, R., Hum, X., Treepongkaruna, S., 2011, Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis, Applied Financial Economics [P], vol 21, issue 13, Routledge, Abingdon UK, pp. 997-1003.

Bissoondoyal-Bheenick, E., Brooks, R.D., 2010, Does volume help in predicting stock returns? An analysis of the Australian market, Research in International Business and Finance [P], vol 24, issue 2, JAI Press Inc, USA, pp. 146-157.

Brooks, R.D., Zhang, X., Bissoondoyal-Bheenick, E., 2007, Country risk and the estimation of asset return distributions, Quantitative Finance, vol 7, issue 3, Routledge, UK, pp. 261-265.

Bissoondoyal-Bheenick, E., Brooks, R.D., Yip, A.Y.N., 2006, Determinants of sovereign ratings: A comparison of case-based reasoning and ordered probit approaches, Global Finance Journal, vol 17, issue 1, Elsevier BV, North-Holland, The Netherlands, pp. 136-154.

Brooks, R.D., Faff, R.W., Fry, T.R.L., Bissoondoyal-Bheenick, E., 2005, Alternative beta risk estimators in cases of extreme thin trading: Canadian evidence, Applied Financial Economics, vol 15, issue 18, Routledge, UK, pp. 1251-1258.

Bissoondoyal-Bheenick, E., 2005, An analysis of the determinants of sovereign ratings, Global Finance Journal, vol 15, issue 03, Elsevier BV, Netherlands, pp. 251-280.

Bissoondoyal-Bheenick, E., 2004, Rating timing differences between the two leading agencies: Standard and Poor's and Moody's, Emerging Markets Review, vol 5, issue 3, Elsevier BV, Netherlands, pp. 361-378.

Grants

Title:
Determinant of ratings in banking and financial industry.
Investigators:
Treepongkaruna, S, Bissoondoyal-Bheenick, E
Funding:
(2009 - 2014). Melbourne Centre for Financial Studies.

Postgraduate Research Supervisions

Current Supervision

Program of Study:
(DOCTORATE BY RESEARCH).
Thesis Title:
Aspects of volatility in the Chinese stock market.
Supervisors:
Bissoondoyal-Bheenick, E (Joint), Brooks, R (Joint-co).