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M. Humayun Kabir
M. Humayun Kabir
Associate Professor, School of Economics & Finance, Massey University, Palmerston North, New Zealand
Verified email at massey.ac.nz - Homepage
Title
Cited by
Cited by
Year
Regime-dependent herding behavior in Asian and Latin American stock markets
MH Kabir, S Shakur
Pacific-Basin Finance Journal 47, 60-78, 2018
792018
The near-collapse of LTCM, US financial stock returns, and the fed
MH Kabir, MK Hassan
Journal of Banking & Finance 29 (2), 441-460, 2005
752005
Did investors herd during the financial crisis? Evidence from the US financial industry
M Humayun Kabir
International Review of Finance 18 (1), 59-90, 2018
422018
Measuring bank risk: Forward-looking z-score
B Hafeez, X Li, MH Kabir, D Tripe
International Review of Financial Analysis, 2022
332022
Does corporate derivative use reduce stock price exposure? Evidence from UK firms
P Huang, MH Kabir, Y Zhang
The Quarterly Review of Economics and Finance 65, 128-136, 2017
302017
International diversification with American depository receipts (ADRs)
MH Kabir, MK Hassan, N Maroney
Pacific-Basin Finance Journal 19 (1), 98-114, 2011
262011
Catch animal spirits in auction: Evidence from New Zealand property market
S Shi, MH Kabir
Real Estate Economics 46 (1), 59-84, 2018
132018
Are retail investors really passive? Shareholder activism in the digital age
B Hafeez, MH Kabir, J Wongchoti
Journal of Business Finance & Accounting, 2021
112021
Russian financial crisis, US financial stock returns and the IMF
M Humayun Kabir, M Kabir Hassan
Applied financial economics 19 (5), 409-426, 2009
92009
Bank size, competition, and efficiency: a post-GFC assessment of Australia and New Zealand
S U-Din, D Tripe, MH Kabir
New Zealand Economic Papers, 2021
52021
Risk aversion and stockholding behavior of US households
M Kabir, S Shakur, J Liu
International Research Journal of Finance and Economics 81 (81), 116-126, 2011
52011
Pricing and hedging options with GARCH-stable proxy volatilities
S Mozumder, MH Kabir, M Dempsey
Applied Economics 50 (56), 6034-6046, 2018
42018
Risk management under time varying volatility and Pareto-stable distributions
TC S Mozumder, MH Kabir, M Dempsey
Applied Economics Letters 27 (3), 161-167, 2020
22020
An improved framework for approximating option prices with application to option portfolio hedging
S Mozumder, M Dempsey, MH Kabir, T Choudhry
Economic Modelling 59, 285-296, 2016
22016
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
MH Kabir, S Shakur
Applied financial economics 24 (7), 495-503, 2014
22014
Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing
S Mozumder, B Talukdar, MH Kabir, B Li
Review of Quantitative Finance and Accounting, 2023
12023
Media content, sentiment and emerging market futures returns
WF Pok, MH Kabir, M Young
Applied Economics 55 (7), 724-749, 2023
12023
Back-testing extreme value and Lévy value-at-risk models: evidence from international futures markets
S Mozumder, M Dempsey, MH Kabir
The Journal of Risk Finance 18 (1), 88-118, 2017
12017
Does Derivatives Use Reduce Stock Price Exposure? Evidence from UK Firms
P Huang, MH Kabir, Y Zhang
NBER Working Paper, 2007
12007
On practitioners closed-form GARCH option pricing
S Mozumder, B Frijns, B Talukdar, MH Kabir
International Review of Financial Analysis, 2024
2024
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