Dr M.Humayun Kabir staff profile picture

Contact details +64 (06) 356 9099  ext. 84059

Dr M.Humayun Kabir PhD

Senior Lecturer

School of Economics and Finance

Professional

Contact details

  • Location: 2.03, Business South
    Campus: Turitea

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

Position Current Completed
Project Leader 1 0

Research Outputs

Journal

Kabir, MH., & Shamim, S. (2017). Regime-dependent herding behavior in Asian and Latin American stock markets. Pacific-Basin Finance Journal.
[Journal article]Authored by: Kabir, M.
Kabir, MH., Mozumder, S., & Dempsy, M. (2017). Do coherent risk measures identify assets risk profiles similarly? Evidence from international futures markets. Investment Management and Financial Innovations. 14(3), 361-380 Retrieved from https://businessperspectives.org/journals/investment-management-and-financial-innovations/issue-259/do-coherent-risk-measures-identify-assets-risk-profiles-similarly-evidence-from-international-futures-markets
[Journal article]Authored by: Kabir, M.
Kabir, MH. (2017). Do Investors Herd during the Financial Crisis? Evidence from US Financial Industry. International Review of Finance. Retrieved from http://dx.doi.org/10.1111/irfi.12140
[Journal article]Authored by: Kabir, M.
Huang, P., Kabir, MH., & Zhang, Y. (2017). Does Corporate Derivative Use Reduce Stock Price Exposure? Evidence From UK Firms. Quarterly Review of Economics and Finance. 65, 128-136
[Journal article]Authored by: Kabir, M.
Shi, S., & Kabir, MH. (2017). Catch Animal Spirits in Auction: Evidence from New Zealand Property Market. Real Estate Economics.
[Journal article]Authored by: Kabir, M.
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. Paper presented at the meeting of https://vicif.sciencesconf.org/data/pages/VICIF2016_Proceedings.pdf. 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 behaviour. . Atlanta, United States of America
[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.(2007). Does derivative use reduce stock price exposure? Evidence from UK firms. . Toronto, ON
[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

Position Current Completed
Supervisor 1 0
Co-supervisor 1 1

Current Doctoral Supervision

Supervisor of:

  • Bilal Raja - Doctor of Philosophy
    Emerging aspects in Shareholders' Activism

Co-supervisor of:

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

Completed Doctoral Supervision

Co-supervisor of:

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

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