Regime-dependent herding behavior in Asian and Latin American stock markets MH Kabir, S Shakur Pacific-Basin Finance Journal 47, 60-78, 2018 | 79 | 2018 |
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 | 76 | 2005 |
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 | 42 | 2018 |
Measuring bank risk: Forward-looking z-score B Hafeez, X Li, MH Kabir, D Tripe International Review of Financial Analysis, 2022 | 34 | 2022 |
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 | 30 | 2017 |
International diversification with American depository receipts (ADRs) MH Kabir, MK Hassan, N Maroney Pacific-Basin Finance Journal 19 (1), 98-114, 2011 | 26 | 2011 |
Catch animal spirits in auction: Evidence from New Zealand property market S Shi, MH Kabir Real Estate Economics 46 (1), 59-84, 2018 | 13 | 2018 |
Are retail investors really passive? Shareholder activism in the digital age B Hafeez, MH Kabir, J Wongchoti Journal of Business Finance & Accounting, 2021 | 11 | 2021 |
Russian financial crisis, US financial stock returns and the IMF M Humayun Kabir, M Kabir Hassan Applied financial economics 19 (5), 409-426, 2009 | 10 | 2009 |
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 | 5 | 2021 |
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 | 5 | 2011 |
Pricing and hedging options with GARCH-stable proxy volatilities S Mozumder, MH Kabir, M Dempsey Applied Economics 50 (56), 6034-6046, 2018 | 4 | 2018 |
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 | 2 | 2020 |
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 | 2 | 2017 |
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 | 2 | 2016 |
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 | 2 | 2014 |
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 | 1 | 2023 |
Media content, sentiment and emerging market futures returns WF Pok, MH Kabir, M Young Applied Economics 55 (7), 724-749, 2023 | 1 | 2023 |
Does Derivatives Use Reduce Stock Price Exposure? Evidence from UK Firms P Huang, MH Kabir, Y Zhang NBER Working Paper, 2007 | 1 | 2007 |
On practitioners closed-form GARCH option pricing S Mozumder, B Frijns, B Talukdar, MH Kabir International Review of Financial Analysis, 2024 | | 2024 |