Mohammad Najand

Old Dominion University - Finance

Professor of Finance

School of Business and Public Administration

Norfolk, VA 23529-0222

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 16,143

SSRN RANKINGS

Top 16,143

in Total Papers Downloads

2,968

SSRN CITATIONS
Rank 21,394

SSRN RANKINGS

Top 21,394

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (12)

1.

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 720 (34,399)
Citation 5

Abstract:

Loading...

Trading Volume, Price Momentum, Saudi Stock Market

2.

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 Regent University - Finance
Downloads 609 (43,045)
Citation 2

Abstract:

Loading...

Intraday, Investor Sentiment, High Frequency, Stock Return Predictability

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 538 (50,475)

Abstract:

Loading...

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 427 (67,337)

Abstract:

Loading...

REIT, CEO Compensation, Market Value Added

5.

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 239 (128,000)

Abstract:

Loading...

Life Insurance Returns, GARCH, CAPM

6.

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
Regent University - Finance, Old Dominion University - Finance, Old Dominion University - Strome College of Business and Old Dominion University - Strome College of Business
Downloads 199 (152,603)

Abstract:

Loading...

Commodity, Investor Emotion, NeuroFinance, TRMI

7.

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 184 (163,966)

Abstract:

Loading...

Emerging markets, MENA capital markets, State space models

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 36 (451,234)

Abstract:

Loading...

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

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

Financial Review, Vol. 52, Issue 3, pp. 499-526, 2017
Number of pages: 28 Posted: 18 Jul 2017
Licheng Sun, Liang Meng and Mohammad Najand
Old Dominion University, Old Dominion University and Old Dominion University - Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

risk‐return tradeoff, international markets, intertemporal CAPM, lead‐lag effect, multivariate GARCH‐in‐Mean

9.

Intra-Industry Effects of Earnings Restatements Due to Accounting Irregularities

Journal of Business Finance & Accounting, Vol. 33, No. 5-6, pp. 696-714, June/July 2006
Number of pages: 19 Posted: 13 Aug 2006
Tan Xu, Mohammad Najand and Douglas E. Ziegenfuss
Old Dominion University - Strome College of Business, Old Dominion University - Finance and Old Dominion University - Strome College of Business
Downloads 16 (546,093)
Citation 1
  • Add to Cart

Abstract:

Loading...

10.

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:

Loading...

price of gold; spillover; GARCH; contrarian strategy

11.

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

Financial Review, February 2002
Posted: 09 Sep 2002
Mohammad Najand
Old Dominion University - Finance

Abstract:

Loading...

12.

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

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

Abstract:

Loading...