Arifur Rahman, PhD (Lien)
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- PhD in Finance, University of Western Sydney, Australia, 2008
Thesis: On the Information Content of Idiosyncratic Equity Return Variation.
- MBS in Finance & Banking, University of Rsjahahi, Bangladesh, 1996
Idiosyncratic Volatility, Behavioral Finance, Applied Portfolio Management, Asset Pricing, Emerging Stock Markets.
- “Industry-level stock returns volatility and aggregate economic activity in Australia” forthcoming in the Applied Financial Economics.
- “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.
- “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.
- “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.
- “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.
- “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.