Interest is sought for a Northumbria University funded full-time Ph.D. student at Newcastle Business School to study the performance of Socially Responsible Investments (SRI) stocks on the global financial markets (for background literature review please see: Walsh (2003), Orlitzky et al. (2003), Consolandi et al. (2008), Kempf and Osthoff (2007), Humphrey et al. (2012), BrzeszczyÅski and McIntosh (2013), among others).
This Ph.D. topic is an intensive empirical project based on large databases of SRI stocks data, calculation of various risk-adjusted measures and estimation of regression models (such as Fama-French and Carhart factor models etc.). Therefore, a good knowledge of financial market data and econometric methods is essential and we encourage to apply in particular those candidates with a degree and/or strong skills in quantitative subjects, such as e.g. financial econometrics.
Some databases with SRI stocks data will be provided for this project by the Ph.D. supervisor. The Ph.D. students can also access data in the Bloomberg financial information system available in the Newcastle Business School.Â
This research will be conducted within the Accounting and Financial Management Subject Group at Newcastle Business School.
For further details on working on this project, please contact Professor Janusz BrzeszczyÅski (Professor of Finance at Northumbria Business School) using the following e-mail address: [email protected]
You should apply using the Universityâs Research Application Form via theÂ Apply’ button below. Applications should be submitted to Sarah Jukes, Programme Support Co-ordinator, via email to: [email protected]. For any queries relating to applications, please contact Sarah Jukes via this email address.
Deadline for applications: 13 December 2013
Interviews will be held during January 2014
The project start date will be in February 2014
This is one of eight projects advertised in competition for two funded studentship places. Applicants should only apply to one of the eight projects advertised.
Each studentship place is funded by Northumbria University, and includes a full stipend, paid for three years at RCUK rates (in 2013/14 this is Â£13,726 pa) and Home/EU fees.
Applications for this project are welcome from suitably qualified candidates worldwide; however non-EU nationals will have to pay the difference between the home tuition fees and the overseas tuition fees.Â