Dr M.Humayun Kabir PhD

Dr M.Humayun Kabir staff profile picture

Senior Lecturer

School of Economics and Finance

Contact details
Telephone: +64 (06) 356 9099  ext. 84059
Email: 
Room 2.03, Business South, Turitea

Professional

Qualifications

  • PhD in Financial Economics - University of New Orleans (2004)

Research Expertise

Research Interests

Investment, Risk management, Financial Institutions

Area of Expertise

Field of Research Codes
Banking, Finance and Investment (150200): Commerce, Management, Tourism And Services (150000): Finance (150201): Financial Institutions (incl. Banking) (150203): Investment and Risk Management (150205)

Research Projects

Summary of Research Projects

PositionCurrentCompleted
Project Leader10

Research Outputs

Journal

Kabir, MH., Huang, P., & Yan, Z. (2017). Does corporate derivative use reduce stock price exposure? Evidence from UK firms. Quarterly Review of Economics and Finance. , 1-9 Retrieved from http://dx.doi.org/10.1016/j.qref.2017.02.004
[Journal article]Authored by: Kabir, M.
Mozumder, S., Dempsey, M., & Kabir, MH. (2017). Back-testing extreme value and Lévy value-at-risk models: Evidence from international futures markets. Journal of Risk Finance. 18(1), 88-118
[Journal article]Authored by: Kabir, M.
Mozumder, S., Dempsey, M., Kabir, MH., & Choudhry, T. (2016). An improved framework for approximating option prices with application to option portfolio hedging. Economic Modelling. 59, 285-296
[Journal article]Authored by: Kabir, M.
Kabir, MH., & Shakur, S. (2014). Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households. Applied Financial Economics. 24(7), 495-503
[Journal article]Authored by: Kabir, M., Shakur, S.
Kabir, MH., Shakur, S., & Liu, J. (2011). Risk aversion and stockholding behavior of U.S. households. International Research Journal of Finance and Economics. 81, 116-126
[Journal article]Authored by: Kabir, M., Shakur, S.
Kabir, MH., Hassan, MK., & Maroney, N. (2011). International diversification with American Depository Receipts (ADRs). Pacific Basin Finance Journal. 19(1), 98-114
[Journal article]Authored by: Kabir, M.
Kabir, MH., & Hassan, MK. (2009). Russian financial crisis, US financial stock returns and the IMF. Applied Financial Economics. 19, 409-426
[Journal article]Authored by: Kabir, M.
Kabir, MH., & Hassan, MK. (2005). The near-collapse of LTCM, US financial stock returns, and the fed. Journal of Banking and Finance. 29(2), 441-460
[Journal article]Authored by: Kabir, M.

Book

Kabir, MH., & Hassan, MK. (2011). The Russian Financial Crisis, U.S. Financial Stock Returns, and the International Monetary Fund. In Financial Contagion: The Viral Threat to the Wealth of Nations. (pp. 137 - 145).
[Chapter]Authored by: Kabir, M.

Thesis

Kabir, MH. (2004). International diversification with American depository receipts, financial crises and the U.S. financial services industry. (Doctoral Thesis, University of New Orleans)
[Doctoral Thesis]Authored by: Kabir, M.

Conference

Kabir, MH., Sharif, Mozumder, ., Dempsey, Michael, ., & Choudhury, Taufiq, . (2016, June). Option Portfolio Hedging: A Study with Average Multi-Stock-Knot Hedge Ratios. Presented at Vietnam International Conference in Finance. Danang City, Vietman.
[Conference Oral Presentation]Authored by: Kabir, M.
Kabir, MH., Sharif, Mazumder, ., Dempsey, Michael, ., & Choudhry, Taufiq, .Option Portfolio Hedging: A Study with Average Multi-Stock-Knot Hedge Ratios. . Danang City, Vietman
[Conference Paper]Authored by: Kabir, M.
Kabir, MH., Young, Martin, ., & Pok, Wei Fong, . (2012). A Cross-Country Analysis of the Role of Media Content in Explaining the Index Futures Market Behavior. In . Financial Management Association, USA (Ed.) Financial Management Association. : Financial Management Association, USA
[Conference Paper in Published Proceedings]Authored by: Kabir, M., Young, M.
Kabir, MH., Young, MR., & Pok, Wei Fong, .(2012). A Cross-Country Analysis of the Role of Media Content in Explaining the Index Futures Market Behavior. . Atlanta, USA
[Conference Paper]Authored by: Kabir, M., Young, M.
Kabir, MH.(2009). International diversification with American depository receipts (ADRs). . Xiamen, China
[Conference Paper]Authored by: Kabir, M.
Huang, P., Kabir, M., & Zhang, Y.(2008). Does derivatives use reduce stock price exposure? Evidence from UK firms. . Grapevine, TX, United States
[Conference Paper]Authored by: Kabir, M.
Huang, P., Kabir, M., & Zhang, Y. (2008, October). Does derivatives use reduce stock price exposure? Evidence from UK firms. Presented at 2008 Financial Management Association Annual Meeting. Grapevine, TX, United States.
[Conference Oral Presentation]Authored by: Kabir, M.
Huang, P., Kabir, MH., & Zhang, Y. (2008). Does derivatives use reduce stock price exposure? Evidence from UK firms. Proceedings of the Financial Management Association Annual Meeting. (pp. 1 - 23).
[Conference Paper in Published Proceedings]Authored by: Kabir, M.
Kabir, MH., Islam, A., Sharma, D., & Salat, A.(2008). Association between audit quality and earning quality: Do local big four auditors provide quality-differentiated audits in Bangladesh. . Shanghai, China
[Conference Other]Authored by: Kabir, M.
Huang, P., Kabir, MH., & Zhang, Y.(2016). Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms. Paper presented at the meeting of Quarterly Review of Economics and Finance
[Conference Paper]Authored by: Kabir, M.
Kabir, KH., Maroney, NC., & Hassan, MK. (2005). International diversification with American Depository Receipts (ADRs). The 16th Asian Finance Association Conference. (pp. 1 - 31). Kuala Lumpur, Malaysia
[Conference Paper in Published Proceedings]Authored by: Kabir, M.
Kabir, KH., Maroney, NC., & Hassan, MK. (2005, October). International diversification with American depository receipts (ADRs). Presented at Financial Management Association Annual Meeting. Chicago, IL.
[Conference Oral Presentation]Authored by: Kabir, M.
Kabir, KH., Maroney, NC., & Hassan, MK. (2005, July). International diversification with American depository receipts (ADRs). Presented at The 16th Asian Finance Association Conference. Kuala Lumpur, Malaysia.
[Conference Oral Presentation]Authored by: Kabir, M.
Kabir, KH., & Hassan, MK. (2002). The near-collapse of LTCM, US financial stock returns, and the Fed. Financial Management Association International Annual Meeting. (pp. unpaged). Tampa, FL
[Conference Paper in Published Proceedings]Authored by: Kabir, M.

Other

Kabir, MH. (2013, November). Herding behaviour during global financial crisis: evidence from U.S. financial industry. In Department Seminar. : http://econfin.massey.ac.nz/school/documents/seminarseries/manawatu/Herding%20Behaviour%20during%20Global%20Financial%20Crisis.docx.
[Oral Presentation]Authored by: Kabir, M.
Kabir, MH., & Shakur, S. (2011, November). Non-linear decomposition analysis of risk aversion and U.S. stock market participation. In Departmental Seminar. Presented at Departmental Seminar.
[Oral Presentation]Authored by: Kabir, M., Shakur, S.Edited by: Kabir, M.

Supervision and Teaching

Summary of Doctoral Supervision

PositionCurrentCompleted
Supervisor10
CoSupervisor11

Courses Coordinated

Current Doctoral Supervision

CoSupervisor of:

  • Salah U-Din- PhD
    Impact of Global Financial Crisis 2008 on Banks

Completed Doctoral Supervision

CoSupervisor of:

  • 2015 - Wei Fong Pok- PhD
    The Role of Media Content in Explaining the Index Futures Market Behaviour

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