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Arifur Rahman, PhD (Lien)
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Contact Information

  1. Tel: (office)88-0721-711134
  2. Fax: 880-0721-750064
  3. E-mail : marahman@ru.ac.bd

Academic Background

  1. PhD in Finance, University of Western Sydney, Australia, 2008 Thesis: On the Information Content of Idiosyncratic Equity Return Variation.
  2. MBS in Finance & Banking, University of Rsjahahi, Bangladesh, 1996

Area & Professional Interest

Idiosyncratic Volatility, Behavioral Finance, Applied Portfolio Management, Asset Pricing, Emerging Stock Markets.

Research & Publication

  1. “Industry-level stock returns volatility and aggregate economic activity in Australia” forthcoming in the Applied Financial Economics.
  2. “The information content of cross-sectional volatility for future market volatility: Evidence from Australian equity returns”, Frontiers in Finance & Economics, Vol. 4, No. 1, 2007, pp.91-124.
  3. “On the empirical relationship between macroeconomic volatility and stock return volatility in the Dhaka Stock Exchange,” (with S.S.H. Chowdhury) Global Journal of Finance and Economics, Vol. 1, No. 2, 2004, pp.209-225.
  4. “The cross-section of expected returns: The case of Dhaka Stock Exchange (DSE)”, (with S.S.H. Chowdhury and M.S. Akhter), South Asian Journal of Management, Vol. 10, No. 2, 2003, pp.7-12.
  5. “Capital market seasonality: The case of Dhaka Stock Exchange (DSE) returns”, (with S.S.H. Chowdhury and M.S. Sadique), South Asian Journal of Management, Vol. 8, No. 3&4, 2001, pp.1-7.
  6. “Price-Earnings ratio as an investment criterion in the Dhaka Stock Exchange”, (with M.S. Akhter), Rajshahi University Studies, Part-C, Vol. 7, 1999, pp.70-90.

Awards & Scholarship


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Department of Finance and Banking
Room No. 254, Rabindra Bhaban
University of Rajshahi
Tel: +88-0721-711134
Fax: 880-0721-750064