Overview

  • Dr. Mohammad Najand joined the department of Finance in 1987. He teaches the junior/senior course in investments and Ph.D. seminars in Finance. His research investigates volatility of spot and futures markets, how the macroeconomic factors affect financial markets, and the linkages among international capital markets. He has numerous publications in finance area journals.Professor Najand received his Ph.D. in Finance and M.A. in Economics from Syracuse University in 1988 and 1981, respectively. He is a member of Old Dominion University’s Forecasting Team that provides forecasting economic activities for Hampton Roads area.
  • Selected Publications

    Articles In Academic Journals

    Year Title
    2017 News and Social Media Emotions in the Commodity MarketReview of Behavioral Finance.
    2017 The Role of U.S. Market on International Risk-Return Tradeoff RelationsFinancial Review. 499-526.
    2017 The role of U.S. market on international risk-return tradeoff relationTHE FINANCIAL REVIEW. 499-526.
    2016 Stock return predictability and investor sentiment: A high-frequency perspectiveJournal of Banking & Finance. 147-164.
    2015 A Study of the Lead-Lag Relationship between Price Change and Trading Volume in Futures Markets using High-Frequency DataInt. J. of Bonds and Derivatives (IJBD). 284-301.
    2013 Pre-Operating Performances and IPOs after Market ReturnInternational Journal of Business, Accounting, and Finance.
    2012 ABNORMAL TRADING VOLUME AND AUTOREGRESSIVE BEHAVIOR IN WEEKLY STOCK RETURNS IN THE SAUDI STOCK MARKETEmerging Markets Review. 207-225.
    2012 REIT Executive Compensation, Performance, and Management Power: Evidence from Panel DataJournal of Real Estate Research. 209-232.
    2011 REIT Executive Compensation, Performance, and Management Power: Evidence from Panel DataJournal of Real Estate Research.
    2011 What Influence the Changes in REIT CEO Compensation?: Evidence from Panel DataJournal of Real Estate Research. 209-232.
    2011 What Influences the Changes in REIT CEO Compensation? Evidence from Panel DataJournal of Real Estate Research. 209-232.
    2010 Hybrid III-nitride/ZnO Light Emitting DiodesApplied Physics Express. 022101.
    2009 Abnormal Trading Volume And Autoprogressive Behavior in Weekly Stock Returns in the Saudi Stock MarketEmerging Markets Review. 210-225.
    2009 Dynamic Linkages Among Equity Markets in the Middle East and North African CountriesJOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT. 43-53.
    2009 Trading Volume, Time-varying Conditional Volatility, and Asymmetric Volatility Spillover in the Saudi Stock MarketJOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT. 139-159.
    2008 Does the Flow of Funds Help to Predict the S&P IndexReview of Quantitative Finance and Accounting.
    2007 Do Life Insurance Stocks Provide Superior Returns?Journal of Asset Management. 52-57.
    2007 The Conditional CAPM and Time Arying Risk Premium for Equity REITsJournal of Real Estate Portfolio Management. 167-175.
    1997 Price Dynamics among Exchange Rates, Stock Index, and Treasury Bonds in Futures MarketsAdvances in Investment Analysis and Portfolio Management. 65-76.
    1994 Conditional Heteroskedasticity and the Weekend Effect in S&P 500 Index FuturesJournal of Business Finanec and Accounting. 603-612.
    1994 Curreny Futures Hedging: GARCH vs OLSJOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT. 45-67.
    1993 Weekly Pattern in Treasury Bond Futures and Garch EffectsReview of Futures Markets.
    1992 Inter-Currency Transmission of Volatility in Foreign Exchange FuturesJOURNAL OF FUTURES MARKETS. 609-620.
    1992 Volatility of Exchange Rates, Interest Rates, and Stock ReturnsJOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT. 1-19.
    1991 A GARCH Examination of the Relationship between Volume and Price Variability in Futures MarketsJOURNAL OF FUTURES MARKETS. 613-621.
    1990 Empirical Tests of the Proxy HypothesisFinancial Review. 251-263.

    Research Overview

  • Forecasting Financial Markets Volatility, Investments and Portfolio Management
  • Keywords

  • Finance : Financial Markets and Investments
  • Education And Training

  • Ph.D. in Finance, Syracuse University 1988
  • M.A. in Economics, Syracuse University 1981
  • B.A. in Economics, College of Economics Tehran University 1979
  • Full Name

  • Mohammad Najand