Dr Md Lutfur Rahman

Scholarly Teaching Fellow

Newcastle Business School

Career Summary

Biography

Lutfur joined the Newcastle Business School as a Scholarly Teaching Fellow in June 2017. He has completed his PhD in 2016 from Newcastle Business School. He has been teaching postgraduate courses such as Foundation of Business Analysis, Corporate Finance, Applied Portfolio Management, and Financial Statement Analysis. Prior to this appointment, Lutfur taught at the same School as a casual academic. He also served as a full-time academic at the Department of Business Administration, East West University, Bangladesh. Lutfur's research interest includes return predictability, asset pricing, emerging equity markets, and corporate social responsibility and firm performance. He has expertise in using softwares like Eviews and R.

Qualifications

  • Doctor of Philosophy, University of Newcastle
  • Bachelor of Business Administration, University of Dhaka - Bangladesh
  • Master of Business Administration, University of Dhaka - Bangladesh

Keywords

  • Return predictability
  • Asset pricing
  • Investor sentiment and stock returns

Languages

  • Bengali (Mother)
  • English (Fluent)

Fields of Research

Code Description Percentage
150201 Finance 100

Professional Experience

UON Appointment

Title Organisation / Department
Scholarly Teaching Fellow University of Newcastle
Newcastle Business School
Australia
Casual Academic University of Newcastle
Newcastle Business School
Australia
Casual Academic University of Newcastle
Newcastle Business School
Australia
Casual Academic University of Newcastle
Newcastle Business School
Australia
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Publications

For publications that are currently unpublished or in-press, details are shown in italics.


Journal article (2 outputs)

Year Citation Altmetrics Link
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]

© 2018 Elsevier B.V. This paper examines the nonlinear effect of oil price shocks on precious metal returns using Markov regime switching regression. We use Ready's (2018) ap... [more]

© 2018 Elsevier B.V. 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.

DOI 10.1016/j.eneco.2018.05.024
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]
DOI 10.1016/j.iref.2016.12.004
Co-authors Doowon Lee, Abul Shamsuddin

Conference (3 outputs)

Year Citation Altmetrics Link
2018 Rahman ML, Al Mamun M, 'Portfolio returns and investor sentiment: Do market states matter?', Queen Mary University of London (2018)
2017 Rahman M L, Shamsuddin A, 'Investor Sentiment and the Price-earnings Multiple in the G7 Stock Markets.', Deakin University, Victoria, Australia. (2017)
2017 Kim J H, Rahman M L, Shamsuddin A, 'Can Energy Prices Predict Stock Returns? An Extreme Bounds Analysis.', Zhejiang University, Hangzhou, China. (2017)
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Dr Md Lutfur Rahman

Positions

Scholarly Teaching Fellow
Newcastle Business School
Faculty of Business and Law

Casual Academic
Newcastle Business School
Faculty of Business and Law

Casual Academic
Newcastle Business School
Faculty of Business and Law

Casual Academic
Newcastle Business School
Faculty of Business and Law

Contact Details

Email mdlutfur.rahman@newcastle.edu.au
Mobile 0470669788

Office

Building New Space
Location Newcastle City

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