Dr Md Lutfur Rahman
Senior Lecturer
Newcastle Business School (Accounting and Finance)
- Email:mdlutfur.rahman@newcastle.edu.au
- Phone:(02) 49216340
Career Summary
Biography
Dr Lutfur Rahman is a Senior Lecturer in Finance and the Head of Accounting and Finance Discipline at the Newcastle Business School, the University of Newcastle. Lutfur joined the Newcastle Business School as a Lecturer (Finance) in June 2019. Prior to this appointment, he served as a Scholarly Teaching Fellow at the same School for two years. Lutfur also served as Program Convener of the Master of Applied Finance and Database and Finance Lab Coordinator at Newcastle Business School.
Lutfur has completed his PhD in 2016 from Newcastle Business School. He also holds an MBA in Finance and a BBA honours degree in Finance and Banking.
Research Interests:
Lutfur's research interests include fintech, sustainable and climate change finance, energy finance, corporate finance, corporate governance, return predictability, asset pricing, corporate social responsibility, and financial contagion. He has expertise in using software like Eviews, Stata and R.
Lutfur has published scholarly articles in ABDC A*/A rank journals such as Energy Economics, Economics Letters, International Review of Economics and Finance, International Review of Financial Analysis, Accounting and Finance, Journal of Forecasting, Finance Research Letters, Journal of Contemporary Accounting and Economics, the Energy Journal, and Pacific-Basin Finance Journal, among others.
Teaching Expertise:
Lutfur has been teaching both undergraduate and postgraduate courses such as Corporate Finance, Portfolio Management, Financial Institutions Risk Management, Financial Statement Analysis and Foundations of Business Analysis.
Qualifications
- Doctor of Philosophy, University of Newcastle
- Bachelor of Business Administration, University of Dhaka - Bangladesh
- Master of Business Administration, University of Dhaka - Bangladesh
Keywords
- Asset pricing
- Climate change
- Corporate finance
- Corporate social responsibility
- Energy finance
- Financial contagion
- Return predictability
Languages
- Bengali (Mother)
- English (Fluent)
Fields of Research
Code | Description | Percentage |
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350202 | Finance | 100 |
Professional Experience
UON Appointment
Title | Organisation / Department |
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Senior Lecturer | University of Newcastle Newcastle Business School Australia |
Publications
For publications that are currently unpublished or in-press, details are shown in italics.
Chapter (1 outputs)
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2023 |
Rahman ML, Miah S, 'Big data research methods in financial prediction', Handbook of Big Data Research Methods 11-31 (2023) The conventional literature on financial forecasting is often criticized for spurious predictions from biased estimators, data snooping, and approaches with inferior statistical p... [more] The conventional literature on financial forecasting is often criticized for spurious predictions from biased estimators, data snooping, and approaches with inferior statistical properties. Along with the finance industry, mainstream finance research has started using machine learning (ML) and artificial intelligence (AI) methods to improve financial modelling for forecasting. Since this line of research crosses many domains, understanding the relevant prior work in particular for exploring the future directions are important and challenging both for academics and practitioners in the field. This chapter provides a systematic review of big data research methods used in finance with a particular focus on financial predictability, identifies the usefulness of these approaches compared to traditional predictive methods, and provides direction for future research.
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Journal article (29 outputs)
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2024 |
Haque MR, Rahman ML, Mamun MAA, 'Is One Head Better Than Two? Dual Leadership and Firm Performance During the COVID-19 Crisis', Abacus, (2024) [C1] We provide novel evidence on the value of combined CEO and board chair positions (CEO duality) for firms during the COVID-19 pandemic in 2020. Based on 4,840 firm-quarter observat... [more] We provide novel evidence on the value of combined CEO and board chair positions (CEO duality) for firms during the COVID-19 pandemic in 2020. Based on 4,840 firm-quarter observations from 1,210 unique firms in the US, we show that CEO duality firms outperformed non-duality firms by a 0.58% margin in quarterly return on assets in 2020, which is equivalent to an incremental annual net profit of US$164 million. A difference-in-difference estimation confirms that the benefit of CEO duality is observed only in the COVID-19 crisis period. Our main finding is robust to potential endogeneity concerns and alternative performance measures. Additional analyses show that the positive impact of CEO duality stems from the mechanisms of operating cost savings and working capital optimization during the crisis. Our finding underscores the benefit of CEO duality when economic uncertainty is high and a speedy decision is important.
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2024 |
Salah Uddin G, Lucey B, Rahman ML, Stenvall D, 'Quantile coherency across bonds, commodities, currencies, and equities', Journal of Commodity Markets, 33 (2024) [C1]
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2024 |
Rahman ML, Uddin GS, Park D, 'Do firms' sustainability practices pay off during global crises? Evidence from Asia and the Pacific', Business Strategy and the Environment,
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2023 |
Uddin GS, Luo T, Yahya M, Jayasekera R, Rahman ML, Okhrin Y, 'Risk network of global energy markets', Energy Economics, 125 106882-106882 (2023) [C1]
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2023 |
Noman A, Chu L, Rahman M, 'Subjective and Objective Financial Knowledge and Their Associations with Financial Risk Tolerance', Journal of Financial Counseling and Planning, 34 219-237 (2023) [C1] This article examines the relationship between the financial risk-taking behavior of individual investors and their subjective and objective knowledge. The data come from multiple... [more] This article examines the relationship between the financial risk-taking behavior of individual investors and their subjective and objective knowledge. The data come from multiple waves of surveys conducted by the National Financial Capability Study between 2009 and 2018. We hypothesize that subjective knowledge will have a greater association with risk tolerance than objective knowledge of individual investors. Regression models are estimated with least squares as well as with the ordered logit method. Estimation results show that individual investors¿ risk tolerance behavior is associated more with their subjective knowledge than their objective knowledge. This is true in all four surveys separately and in the combined sample. Additionally, as hypothesized, the relative influence of subjective knowledge on risk tolerance, compared to objective knowledge, increases as the survey periods move further away from the financial recession of2007-2008. This article has important implications for behavioral and personal finance researchers, financial advisors, and regulators.
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2023 |
Bhattacharyya A, Rahman ML, Wright S, 'Improving small and medium-size enterprise performance: Does working capital management enhance the effectiveness of financial inclusion?', Accounting and Finance, 63 3943-3969 (2023) [C1] Growth of the small and medium-size enterprise (SME) sector is traditionally an important driver of overall economic growth, particularly in emerging economies. SME growth is enha... [more] Growth of the small and medium-size enterprise (SME) sector is traditionally an important driver of overall economic growth, particularly in emerging economies. SME growth is enhanced by access to finance (financial inclusion). In this study, we show that efficient working capital management has a positive influence on performance that is independent of the effect of financial inclusion. Our results remain robust to alternative measurements and estimations, and may be useful to national policy-makers in developing strategies for SMEs' greater access to finance and introducing ways of improving financial management education and training for SME managers.
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2022 |
Rahman ML, Shahzad SJH, Uddin GS, Dutta A, 'Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas', Energy Journal, 43 215-239 (2022) [C1] This paper compares the tail dependence and risk spillovers from the oil and gas to high-yield (HY) and investment grade (IG) bond markets. We use time-varying optimal copula fram... [more] This paper compares the tail dependence and risk spillovers from the oil and gas to high-yield (HY) and investment grade (IG) bond markets. We use time-varying optimal copula framework to examine the dependence and further quantify upside and downside risk spillovers. We also explore how energy futures can be used to hedge risk of HY and IG bond portfolios. Our results show that the bond returns are more sensitive to risk shocks in the oil market compared to gas market. We find both negative and positive tail dependence between the bond and energy pairs and the relationship is stronger during the oil-crunch period. The dependence however is asymmetric across the tails. Finally, compared to oil futures, gas futures are found to be better hedge for the bond investment. These results can help in managing portfolio risk and designing optimal asset allocation strategies. These might also assist in formulating policies and regulations to manage the effects of cross-market risk transmissions.
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2022 |
Andersson E, Hoque M, Rahman ML, Uddin GS, Jayasekera R, 'ESG investment: What do we learn from its interaction with stock, currency and commodity markets?', INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 27 3623-3639 (2022) [C1]
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2022 |
Rahman ML, Troster V, Uddin GS, Yahya M, 'Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience', International Review of Financial Analysis, 79 (2022) [C1] The Australian financial sector (AFS) is highly concentrated and interconnected. Besides, Australian banks' lending portfolios are dominated by residential mortgage loans, an... [more] The Australian financial sector (AFS) is highly concentrated and interconnected. Besides, Australian banks' lending portfolios are dominated by residential mortgage loans, and 70% of insurance companies' revenues arise from non-policyholder sources. The AFS also performed relatively well during the global financial crisis (GFC). Given these distinctive features, in this paper, we examine the systemic risk contribution of Australian banks, insurance companies, and other financial services providers. We use a flexible copula-based delta conditional value-at-risk (¿CoVaR) method across different frequencies. Further, we study the systemic risk determinants in a panel setting. We find that the major Australian banks are systemically more important than all other financial institutions. Systemic risk is typically higher after the GFC than in the pre-crisis period, despite the introduction of more stringent capital requirements. In addition, the short-term ¿CoVaR is significantly higher than the medium- and long-term ¿CoVaRs. Finally, institution-specific characteristics and market-wide variables explain the cross-sectional and time-series variation in systemic risk, and their explanatory power varies across frequencies.
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2021 |
Rahman ML, 'Institutional ownership and violations of mandatory CSR regulation', Economics Letters, 206 (2021) [C1] India is one of the very few national jurisdictions to introduce a regulation mandating spending on corporate social responsibility (CSR) activities. Although the directive has in... [more] India is one of the very few national jurisdictions to introduce a regulation mandating spending on corporate social responsibility (CSR) activities. Although the directive has increased CSR spending significantly, it has experienced a widespread noncompliance. This paper examines the effect of institutional ownership on the likelihood of violations of the mandatory CSR regulation. Using a sample of over 4000 firm-year observations, we find that an increase in institutional ownership significantly increases firms¿ compliance with the mandatory CSR expenditure requirement. This result is robust to the alternative definitions of mandatory CSR violations, alternative model estimation approaches, addressing endogeneity and reverse causality biases and controlling for firms¿ group affiliation, and ownership of foreign investors and government.
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2021 |
Rahman ML, Hedström A, Uddin GS, Kang SH, 'Quantile relationship between Islamic and non-Islamic equity markets', Pacific Basin Finance Journal, 68 (2021) [C1] In this study, we examine the quantile dependence between Islamic and non-Islamic equity returns using the cross-quantilogram approach. We find that Islamic and non-Islamic equity... [more] In this study, we examine the quantile dependence between Islamic and non-Islamic equity returns using the cross-quantilogram approach. We find that Islamic and non-Islamic equity markets are predominantly independent of each other when both markets are in normal (middle quantile) and bullish (upper quantile) states. However, when the markets are in a bearish state (lower quantile), a positive dependence emerges, which becomes stronger and persistent once the uncertainty measures are controlled for and during financial crises. We also show that investors can derive diversification and hedging benefits by strategically combining Islamic and non-Islamic equities in their portfolios.
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2021 |
Rahman ML, Khan M, Vigne SA, Uddin GS, 'Equity return predictability, its determinants, and profitable trading strategies', Journal of Forecasting, 40 162-186 (2021) [C1]
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2021 |
Bhattacharyya A, Wright S, Rahman ML, 'Is better banking performance associated with financial inclusion and mandated CSR expenditure in a developing country?', ACCOUNTING AND FINANCE, 61 125-161 (2021) [C1]
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2021 |
Shahzad SJH, Arreola-Hernandez J, Rahman ML, Uddin GS, Yahya M, 'Asymmetric interdependence between currency markets' volatilities across frequencies and time scales', International Journal of Finance and Economics, 26 2436-2457 (2021) [C1] We investigate the dynamics of interdependence between realized variances and realized semivariances of six major currencies across frequencies and time scales. The empirical resu... [more] We investigate the dynamics of interdependence between realized variances and realized semivariances of six major currencies across frequencies and time scales. The empirical results are derived, first, through constructing daily measures of realized variance and semivariance from a high frequency 5-min interval data, and second, by fitting wavelet squared coherence and wavelet cohesion measure with time-varying weights. The realized volatilities of the currencies and their cross-currency influences are found to increase during the global financial crisis. The realized volatilities of the Euro, Swiss Franc, and British Pound are closely synchronized over the short-term horizon. However, over the long-run, the Euro, Swiss Franc, and Japanese Yen lead the realized volatilities of the British Pound, Australian Dollar, and Canadian Dollar. The synchronization structure of positive and negative realized volatilities indicates asymmetric dependence among the currencies across time horizons. We further observe strong positive (negative) cohesion among the realized volatilities over the medium- and long-term horizons. Finally, significant counter cyclical comovements among the currencies are observed over the medium- and long-term horizons. These findings have important implications for foreign exchange portfolio managers.
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2021 |
Rahman ML, Amin A, Al Mamun MA, 'The COVID-19 outbreak and stock market reactions: Evidence from Australia', Finance Research Letters, 38 (2021) [C1] We examine how the Australian stock market responded to the uncertainties created by the COVID-19 pandemic and whether the stimulus package offered by the Government helped restor... [more] We examine how the Australian stock market responded to the uncertainties created by the COVID-19 pandemic and whether the stimulus package offered by the Government helped restore confidence in the market. This study finds a negative stock market reaction to the pandemic announcement, however, among two stimulus packages related announcements, the market reacted positively only to ¿JobKeeper¿ package. The cross-sectional results suggest that the smallest, least profitable and value portfolios suffered more during the pandemic. Finally, size and liquidity are found to be the significant drivers of abnormal returns. These results generally hold for a battery of robustness checks.
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2021 |
Makkonen A, Vallström D, Uddin GS, Rahman ML, Haddad MFC, 'The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns', Energy Economics, 100 (2021) [C1] This paper is the first to examine the dynamic impact of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. Using a quantile regression ... [more] This paper is the first to examine the dynamic impact of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. Using a quantile regression approach, we report that temperature anomaly exerts a significant negative (positive) impact on returns of soybean, corn, cotton, and coffee (soybean, corn, and cocoa) futures in extreme bearish and bullish market conditions. Moreover, agricultural commodity futures returns appear to positively respond to aggregate stock returns and negatively influenced by exchange rate changes. However, such results vary across quantiles. We also report that economic activities and various uncertainty measures do not have a strong impact on the returns of agricultural commodity futures. Our study suggests that an adjustment in risk evaluation encompassing weather shocks would benefit portfolio management.
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2021 |
Rahman ML, Al Mamun MA, 'How resilient are the Asia Pacific financial markets against a global pandemic?', Pacific Basin Finance Journal, 69 (2021) [C1] This paper examines (i) the effects of the COVID-19 outbreak and subsequent government policy responses, and (ii) their firm-level determinants in the context of Asia Pacific fina... [more] This paper examines (i) the effects of the COVID-19 outbreak and subsequent government policy responses, and (ii) their firm-level determinants in the context of Asia Pacific financial markets. The study is built on 3278 companies from 7 countries. It is found that the declaration of the COVID-19 outbreak as a pandemic resulted in a significant negative impact on the stock returns (the cumulative average abnormal returns range from -7.35% to -26.21% for a [-5, 5] window period) with few exceptions. The results further indicate that although government stimulus packages somewhat calmed the markets, these policy responses, in general, failed to rebuild investors' confidence. The cross-sectional regression reveals that low leverage, low volatility, cash-rich, growth and good corporate governance firms were less vulnerable to the pandemic. However, firms' stock price responses to the crisis were invariant to their CSR engagement, features of the corporate board, and executive compensation structure.
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2021 |
Shahzad SJH, Rahman ML, Lucey BM, Uddin GS, 'Re-examining the real option characteristics of gold for gold mining companies', Resources Policy, 70 (2021) [C1] This paper re-examines the static and time-varying asymmetries in quantile-specific relationship between gold returns and gold mining companies' stock returns. In doing so, w... [more] This paper re-examines the static and time-varying asymmetries in quantile-specific relationship between gold returns and gold mining companies' stock returns. In doing so, we use novel cross-quantilogram approach that is built on quantiles of both distributions and control for the effect of crude oil price changes, overall stock market movements, stock market volatility and economic policy uncertainty. We find that the gold returns negatively predict the gold stock returns around the median quantile. Whereas the gold returns positively depend on the gold mining companies¿ stock returns in the low and high quantiles. We therefore, support for an embedded real option in gold for gold mining companies which is time-varying and occurs in very short-run. This finding is useful for devising portfolio allocation and diversification strategies.
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2020 |
Bhattacharyya A, Rahman ML, 'Mandatory CSR expenditure and stock return', Meditari Accountancy Research, 28 951-975 (2020) [C1] Purpose: India has mandated corporate social responsibility (CSR) expenditure under Section 135 of the Indian Companies Act, 2013 ¿ the first national jurisdiction to do so. The p... [more] Purpose: India has mandated corporate social responsibility (CSR) expenditure under Section 135 of the Indian Companies Act, 2013 ¿ the first national jurisdiction to do so. The purpose of this paper is to examine the impact of mandated CSR expenditure on firms¿ stock returns by using actual CSR spending data, whereas the previous studies mostly focus on voluntary CSR proxied by CSR scores. Design/methodology/approach: The authors estimate their baseline regression by using ordinary least squares(OLS) method. Although the baseline regression involving CSR expenditure and stock returns using ordinary least squares method are estimated, endogeneity and reverse causality biases are addressed by using two-stage least squares and generalized method of moments approaches. These approaches contribute mitigating endogeneity bias and biases associated with unobserved heterogeneity and simultaneity. Findings: The findings document that mandatory CSR expenditure has a negative impact on firms¿ stock returns which supports the ¿shareholders¿ expense¿ view. This result remain robust after controlling for endogeneity bias and the use of both standard and robust test statistics. The authors however observe that this result holds for the firms with actual CSR expenditure equal to the mandated amount but does not hold for the firms with actual CSR expenditure greater than the mandated amount. Therefore, the authors provide evidence that CSR expenditure¿s impact on stock returns depends on whether firms simply comply the regulation or voluntarily chose an amount of CSR expenditure above the mandated amount. Originality/value: The primary contribution is to present a valid and robust evidence of negative effect of mandated CSR spending on firms¿ stock returns when the mandatory CSR spending rule is already in place. This study contributes by examining the impact of mandated CSR spending on stock during post-implementation period (2015-2017), whereas other studies by Dharampala and Khanna (2018); Kapoor and Dhamija (2017); and Mukherjee et al. (2018) mainly examined the impact of legislation on Indian CSR. The authors use mandated actual CSR expenditure, whereas previous studies mostly focus on voluntary CSR proxied by CSR scores.
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2020 |
Bhattacharyya A, Rahman ML, 'Values, gender and attitudes towards environmental policy: A study of future managers', Business Strategy and the Environment, 29 2514-2527 (2020) [C1]
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2020 |
Ahmad W, Prakash R, Uddin GS, Chahal RJK, Rahman ML, Dutta A, 'On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?', Energy Economics, 91 1-16 (2020) [C1]
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2019 |
Kim JH, Rahman ML, Shamsuddin A, 'Can energy prices predict stock returns? An extreme bounds analysis', ENERGY ECONOMICS, 81 822-834 (2019) [C1]
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2019 |
Rahman ML, Shamsuddin A, Lee D, 'Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator', International Review of Economics and Finance, 62 267-286 (2019) [C1] Predictive models of stock returns are often criticized for generating spurious predictability, unstable predictive relationship, and poor out-of-sample forecasting performance. T... [more] Predictive models of stock returns are often criticized for generating spurious predictability, unstable predictive relationship, and poor out-of-sample forecasting performance. This paper addresses these issues in the context of four major South Asian equity markets. We provide a bias-corrected estimate of the relationship of future stock returns to dividend yield and interest rate. We use a restricted vector autoregressive model, draw statistical inferences from a wild-bootstrap method with superior size and power properties, and allow model parameters to vary over time. Dividend yield is a significant predictor in both in- and out-of-sample (OOS)in two countries, while interest rate exhibits significant predictability in all four markets. Imposing theoretically motivated restrictions on model parameters appears to improve OOS predictability. Finally, time-variation in return predictability is found to be linked to countercyclical risk premium and persistence of the predictor variables.
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2019 |
Bhattacharyya A, Rahman L, 'Mandatory CSR Expenditure and Firm Performance.', Journal of Contemporary Accounting and Economics., 15 1-17 (2019) [C1]
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2019 |
Uddin GS, Rahman ML, Hedström A, Ahmed A, 'Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes', Energy Economics, 80 743-759 (2019) [C1] We study the cross-quantile dependence of renewable energy (RE) stock returns on aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a recently d... [more] We study the cross-quantile dependence of renewable energy (RE) stock returns on aggregate stock returns, changes in oil and gold prices, and exchange rates. Applying a recently developed cross-quantilogram approach, we provide two novel findings. First, although prior studies show that RE stock returns have a positive dependence on changes in oil prices and in the aggregate stock index, we find that the relationship is not symmetric across quantiles and that this asymmetry is higher in longer lags. Second, while the extant literature provides evidence that exchange rates and gold returns exert a positive influence on aggregate stock returns, we report that this positive influence on RE stock returns is observed only during extreme market conditions. These results are robust, (i) even after controlling for economic policy and equity market uncertainties, as well as (ii) in both a time-static full sample and recursive subsamples.
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2019 |
Rahman ML, Shamsuddin A, 'Investor sentiment and the price-earnings ratio in the G7 stock markets', Pacific-Basin Finance Journal, 55 46-62 (2019) [C1]
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2018 |
Uddin GS, Rahman ML, Shahzad SJH, Rehman MU, 'Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach', Energy Economics, 73 108-121 (2018) [C1] This paper examines the nonlinear effect of oil price shocks on precious metal returns using Markov regime switching regression. We use Ready's (2018) approach to decompose o... [more] This paper examines the nonlinear effect of oil price shocks on precious metal returns using Markov regime switching regression. We use Ready's (2018) approach to decompose oil price changes into supply, demand, and risk driven shocks. Results indicate a significant positive impact of demand and supply shocks and a negative impact of risk shocks on precious metal returns. Although we find evidence of switching between low and high volatility regimes, we do not find strong regime effect on supply or demand shocks' contemporaneous relationship with precious metal returns. However, risk shocks' influence on precious metal returns is strongly regime dependent. These results generally hold for different distributional specification of error terms.
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2018 |
Labidi C, Rahman ML, Hedström A, Uddin GS, Bekiros S, 'Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis', International Review of Financial Analysis, 59 179-211 (2018) [C1] This paper examines the cross-quantile dependence between developed and emerging market stock returns and investigates its time-varying characteristics, using recursive sample est... [more] This paper examines the cross-quantile dependence between developed and emerging market stock returns and investigates its time-varying characteristics, using recursive sample estimations. The results based on cross-quantilogram approach reveal a heterogeneous quantile relation for the USA, UK, German, and Japanese stock returns to those of the emerging markets. Systematic risk generally does not explain the cross-country dependence structure, since it remains essentially unchanged when controlling for financial, geopolitical, and economic uncertainties. Moreover, the cross-quantile correlation changes over time, especially in the low and high quantiles, indicating that it is prone to jumps and discontinuities, even in a seemingly stable dependence structure. These results are important for institutional investors and market observers.
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2017 |
Rahman MD, Lee D, Shamsuddin AFM, Shamsuddin A, 'Time-varying return predictability in South Asian equity markets', International Review of Economics & Finance, 48 179-200 (2017) [C1]
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Show 26 more journal articles |
Conference (4 outputs)
Year | Citation | Altmetrics | Link | ||
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2019 |
Uddin GS, Rahman ML, Hedström A, Sjo B, 'Systemic risk in the Scandinavian Banking sector', Stockholm School of Economics (2019)
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2019 | Uddin GS, Rahman ML, Hedström A, Sjo B, 'Systemic risk in the Scandinavian Banking sector', Stockholm School of Economics (2019) | ||||
2018 | Rahman ML, Al Mamun M, 'Love the President: Approval Rating and Stock Return', La Trobe University (2018) | ||||
Show 1 more conference |
Grants and Funding
Summary
Number of grants | 10 |
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Total funding | $57,650 |
Click on a grant title below to expand the full details for that specific grant.
20233 grants / $27,900
Do Stockholders Value Corporate Decarbonization? International Evidence from Sustainable Energy Consumption$10,000
Funding body: College of Human and Social Futures | University of Newcastle
Funding body | College of Human and Social Futures | University of Newcastle |
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Project Team | Lutfur Rahman (Lead) Sudipta Bose (Co-Investigator) |
Scheme | CHSF - Pilot Research Scheme: Projects, Pivots, Partnerships |
Role | Lead |
Funding Start | 2023 |
Funding Finish | 2023 |
GNo | |
Type Of Funding | Internal |
Category | INTE |
UON | N |
Firm-level climate vulnerability and corporate risk-taking: Evidence from Asia Pacific countries$10,000
Funding body: Economic Research Institute of ASEAN and East Asia
Funding body | Economic Research Institute of ASEAN and East Asia |
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Scheme | Research Grant |
Role | Lead |
Funding Start | 2023 |
Funding Finish | 2024 |
GNo | |
Type Of Funding | External |
Category | EXTE |
UON | N |
Do firms' sustainability practices pay off during global crises? Evidence from Asia and the Pacific$7,900
Funding body: Asian Development Bank
Funding body | Asian Development Bank |
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Project Team | Md Lutfur Rahman, Gazi Salah Uddin, and Donghyun Park |
Scheme | Asian Development Bank (ADB) |
Role | Lead |
Funding Start | 2023 |
Funding Finish | 2023 |
GNo | |
Type Of Funding | External |
Category | EXTE |
UON | N |
20221 grants / $1,750
CHSF Conference Travel Grant$1,750
Funding body: College of Human and Social Futures | University of Newcastle
Funding body | College of Human and Social Futures | University of Newcastle |
---|---|
Scheme | CHSF - Conference Travel Scheme |
Role | Lead |
Funding Start | 2022 |
Funding Finish | 2022 |
GNo | |
Type Of Funding | Internal |
Category | INTE |
UON | N |
20212 grants / $8,000
Sustainability Compass $5,000
Funding body: The Trustee for Macleod Family Trust
Funding body | The Trustee for Macleod Family Trust |
---|---|
Project Team | Doctor Md Lutfur Rahman, Mr Christian O'Connor |
Scheme | Research Project |
Role | Lead |
Funding Start | 2021 |
Funding Finish | 2021 |
GNo | G2101361 |
Type Of Funding | C3100 – Aust For Profit |
Category | 3100 |
UON | Y |
CHSF Working Parents Research Relief Scheme$3,000
Funding body: College of Human and Social Futures | University of Newcastle
Funding body | College of Human and Social Futures | University of Newcastle |
---|---|
Scheme | CHSF - Working Parents Research Relief Scheme |
Role | Lead |
Funding Start | 2021 |
Funding Finish | 2021 |
GNo | |
Type Of Funding | Internal |
Category | INTE |
UON | N |
20201 grants / $5,000
New Staff Grant 2020-2021$5,000
Funding body: Newcastle Business School | University of Newcastle | Australia
Funding body | Newcastle Business School | University of Newcastle | Australia |
---|---|
Scheme | New Staff Grant |
Role | Lead |
Funding Start | 2020 |
Funding Finish | 2021 |
GNo | |
Type Of Funding | Internal |
Category | INTE |
UON | N |
20192 grants / $8,000
Newcastle Business School Research Grant$5,000
Funding body: Newcastle Business School The University of Newcastle
Funding body | Newcastle Business School The University of Newcastle |
---|---|
Project Team | Md Lutfur Rahman |
Scheme | Newcastle Business School Research Grant |
Role | Lead |
Funding Start | 2019 |
Funding Finish | 2019 |
GNo | |
Type Of Funding | Internal |
Category | INTE |
UON | N |
Newcastle Business School Teaching Grant$3,000
Funding body: Newcastle Business School The University of Newcastle
Funding body | Newcastle Business School The University of Newcastle |
---|---|
Scheme | Newcastle Business School Teaching Grant |
Role | Lead |
Funding Start | 2019 |
Funding Finish | 2019 |
GNo | |
Type Of Funding | Internal |
Category | INTE |
UON | N |
20101 grants / $7,000
Investment Climate Research Grant$7,000
Funding body: Investment Climate Research Unit
Funding body | Investment Climate Research Unit |
---|---|
Scheme | Investment Climate Research Grant |
Role | Investigator |
Funding Start | 2010 |
Funding Finish | 2010 |
GNo | |
Type Of Funding | International - Competitive |
Category | 3IFA |
UON | N |
Research Supervision
Number of supervisions
Current Supervision
Commenced | Level of Study | Research Title | Program | Supervisor Type |
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2024 | PhD | ESG Disclosures and Firm Performance: Role of Firm Internationalization and Competitiveness | PhD (Accounting & Finance), College of Human and Social Futures, The University of Newcastle | Principal Supervisor |
2023 | PhD | Carbonwashing and Corporate Outcomes: Global Evidence | PhD (Accounting & Finance), College of Human and Social Futures, The University of Newcastle | Co-Supervisor |
2022 | PhD | Climate Finance | PhD (Accounting & Finance), College of Human and Social Futures, The University of Newcastle | Co-Supervisor |
2022 | PhD | Generating Consumer Intelligence from Unstructured Text: An Analytical Framework for Modelling the Diffusion of Latent Topical Content | PhD (Business Systems & Analy), College of Human and Social Futures, The University of Newcastle | Co-Supervisor |
Past Supervision
Year | Level of Study | Research Title | Program | Supervisor Type |
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2024 | PhD | The Way Employees of Multinational Enterprises (MNEs) Translate Corporate Governance Mechanisms into Everyday Decision-Making Processes | PhD (Accounting & Finance), College of Human and Social Futures, The University of Newcastle | Principal Supervisor |
2024 | PhD | An Innovative Big Data Analytics Method for Detecting Data Abnormalities in Business Organisations | PhD (Business Systems & Analy), College of Human and Social Futures, The University of Newcastle | Co-Supervisor |
2022 | PhD | An Innovative Big Data Analytics Method for Decision Makers in the Higher Education Sector | PhD (Business Systems & Analy), College of Human and Social Futures, The University of Newcastle | Co-Supervisor |
Dr Md Lutfur Rahman
Position
Senior Lecturer
Newcastle Business School
College of Human and Social Futures
Focus area
Accounting and Finance
Contact Details
mdlutfur.rahman@newcastle.edu.au | |
Phone | (02) 49216340 |
Mobile | 0470669788 |
Office
Building | New Space |
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Location | Newcastle City , |