Mohammad Najand

Old Dominion University - Finance

Professor of Finance

School of Business and Public Administration

Norfolk, VA 23529-0222

United States

  • Old Dominion University - Finance

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    • Tel: 757-683-3509
    • Fax: 757-683-5639
SCHOLARLY PAPERS

14

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3,899

SSRN CITATIONS
Rank 33,709

SSRN RANKINGS

Top 33,709

in Total Papers Citations

21

CROSSREF CITATIONS

6

Scholarly Papers (14)

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1.

Stock Return Predictability and Investor Sentiment: A High-Frequency Perspective

Number of pages: 58 Posted: 20 Nov 2015 Last Revised: 13 Apr 2016
Licheng Sun, Mohammad Najand and Jiancheng Shen
Old Dominion University, Old Dominion University - Finance and Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School
Downloads 814 (51,012)
Citation 17

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Intraday, Investor Sentiment, High Frequency, Stock Return Predictability

2.

Trading Volume, Price Momentum, and the 52-Week High Price Momentum Strategy in the Saudi Stock Market

Number of pages: 60 Posted: 26 Jan 2008
Abdullah N. Alsubaie and Mohammad Najand
affiliation not provided to SSRN and Old Dominion University - Finance
Downloads 800 (52,146)
Citation 7

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Trading Volume, Price Momentum, Saudi Stock Market

3.

The Conditional CAPM and Time Varying Risk Premium for Equity REITs

Journal of Real Estate Portfolio Management, Vol. 12, No. 2, pp. 167-175, May-August 2006
Number of pages: 23 Posted: 12 Apr 2007
Mohammad Najand, Crystal Yan Lin and Elizabeth Fitzgerald
Old Dominion University - Finance, Eastern Illinois University - School of Business and Kennesaw State University - Michael J. Coles College of Business
Downloads 574 (80,129)

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REIT, risk premium, conditional CAPM

4.

Reit Executive Compensation, Performance, and Management Power: Evidence from Panel Data

Number of pages: 22 Posted: 19 Apr 2007
John M. Griffith and Mohammad Najand
Old Dominion University - Strome College of Business and Old Dominion University - Finance
Downloads 452 (107,296)

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REIT, CEO Compensation, Market Value Added

5.

News and Social Media Emotions in the Commodity Market

Review of Behavioral Finance, Forthcoming
Number of pages: 30 Posted: 11 May 2017
Jiancheng Shen, Mohammad Najand, Feng Dong and Wu He
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, Old Dominion University - Finance, Old Dominion University - Strome College of Business and Old Dominion University - Strome College of Business
Downloads 299 (169,764)

Abstract:

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Commodity, Investor Emotion, NeuroFinance, TRMI

6.

Do Life Insurance Stocks Provide Superior Returns?

Number of pages: 14 Posted: 25 Apr 2007
Mohammad Najand, John M. Griffith and David Marlett
Old Dominion University - Finance, Old Dominion University - Strome College of Business and Appalachian State University
Downloads 258 (197,315)

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Life Insurance Returns, GARCH, CAPM

7.

Retail Trading around Earnings Announcements: Evidence from Robinhood Traders

Number of pages: 56 Posted: 11 Dec 2022 Last Revised: 26 Jun 2023
Qiqi Liang, Mohammad Najand, David D. Selover and Licheng Sun
Old Dominion University - Finance, Old Dominion University - Finance, Old Dominion University - Economics Department and Old Dominion University
Downloads 223 (227,350)

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Retail Investors, Earnings Announcements, Investor Attention, Lottery Preference, Informed Trading, Liquidity Provision

8.

Geographical Diversification Using ETFs: Multinational Evidence from COVID-19 Pandemic

International Review of Financial Analysis, Forthcoming
Number of pages: 29 Posted: 15 Jan 2022 Last Revised: 29 Jun 2022
Hamed Yousefi and Mohammad Najand
Drew University and Old Dominion University - Finance
Downloads 207 (243,569)

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COVID-19, Pandemic, Flight to safety, Markov Switching Model, Home bias, International Diversification, ETF, Money Flow

9.

Dynamic Linkages Among Equity Markets in the Middle East and North African Countries

Number of pages: 24 Posted: 19 Apr 2007
Yaser Alkulaib and Mohammad Najand
Old Dominion University - Finance and Old Dominion University - Finance
Downloads 204 (246,796)
Citation 2

Abstract:

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Emerging markets, MENA capital markets, State space models

10.

The Role of U.S. Market on International Risk-Return Tradeoff Relations

Number of pages: 37 Posted: 28 Sep 2016 Last Revised: 10 Feb 2017
Licheng Sun, Liang Meng and Mohammad Najand
Old Dominion University, Old Dominion University and Old Dominion University - Finance
Downloads 52 (625,601)

Abstract:

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Risk-Return Tradeoff, International Markets, Intertemporal CAPM, Lead-Lag Effect, Multivariate GARCH-in-Mean

11.

From Resilience to Inflexibility: The Share Price Effect of Operational Efficiency

Number of pages: 37 Posted: 23 Mar 2023
Hamed Yousefi, Kenneth Yung and Mohammad Najand
Drew University, Old Dominion University - Finance and Old Dominion University - Finance
Downloads 16 (887,781)

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operational efficiency, Operational flexibility, Stock price crash risk, Bad new hoarding, Tail risk

12.

Stock Market Returns and the Price of Gold

Journal of Asset Management (2016) 17, 10–21. doi:10.1057/jam.2015.37
Posted: 04 Jan 2016
Deren Caliskan and Mohammad Najand
www.PhDinFinance.org and Old Dominion University - Finance

Abstract:

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price of gold; spillover; GARCH; contrarian strategy

13.

Forecasting Stock Index Futures Price Volatility: Linear vs. Nonlinear Models

Posted: 09 Sep 2002
Mohammad Najand
Old Dominion University - Finance

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14.

Are the Structural Changes in Mutual Funds Investing Driving the U.S. Stock Market to its Current Levels?

Posted: 14 Feb 1999
Mohammad Najand and Michael Mosebach
Old Dominion University - Finance and University of Akron - The George W. Daverio School of Accountancy

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