M. Humayun Kabir

I'm a Senior Lecturer at the School of Economics & Finance, Massey University, Palmerston North, New Zealand. My primary research interests are financial markets, investments, risk management, corporate finance, and the banking sector. I have published research papers in the Journal of Banking & Finance, Journal of Business Finance & Accounting, Pacific-Basin Finance Journal, Finance Research Letters, International Review of Finance, Real Estate Economics, Quarterly Review of Economics & Finance, Economics Modelling, Review of Quantitative Finance & Accounting, Applied Economics. 

You can reach me by email: m.h.kabir at massey.ac.nz

My official page is here. 

Some recent publications:

Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing by Sharif Mozumder, Bakhtear Talukdar, M. Humayun Kabir & Bingxin Li,  Review of Quantitative Finance and Accounting, 2023.  

Measuring bank risk: Forward-looking z-score, by Hafeez, B., Li, X., Kabir, M.H.& Tripe, D., International Review of Finance, 2022.

Are retail investors really passive? Shareholder activism in the digital age, by Hafeez, B., Kabir, M.H.& Wongchoti, U., Journal of Business Finance & Accounting, 2021.

Investor sentiment and mean-variance relation: Evidence from emerging futures markets by Pok, W.F., Kabir, M.H. & Young, M., Finance Research Letters, 2021. 

Catch animal spirits in auction: Evidence from New Zealand property market by Shi, S. & Kabir, M.H., Real Estate Finance, 2018.

For the full list please go here.