Details about M. Kabir Hassan

Access statistics for papers by M. Kabir Hassan.

Last updated 2008-12-04. Update your information in the RePEc Author Service.

Short-id: pha425

Working Papers

2005

1. Basel Capital Requirements and Bank Credit Risk Taking In Developing Countries
   Working Papers, University of New Orleans, Department of Economics and Finance
2. International Diversification with American Depository Receipts (ADRs)
   Working Papers, University of New Orleans, Department of Economics and Finance

2003

3. January reversal in the US weekend effect
   Working Papers, University of New Orleans, Department of Economics and Finance
4. Market Efficiency, Time-Varying Volatility and Equity Returns in Bangladesh Stock Market
   Finance, EconWPA
   Also in
   Working Papers, York University, Department of Economics (2002)

Journal Articles

2008

1. Efficiency of Bangladesh stock market: evidence from monthly index and individual firm data
   Applied Financial Economics, 2008, 18, (9), 749-758
2. Global and regional integration of the Middle East and North African (MENA) stock markets
   The Quarterly Review of Economics and Finance, 2008, 48, (3), 482-504
3. The Impact of Mergers and Acquisitions on the Efficiency of the US Banking Industry: Further Evidence
   Journal of Business Finance & Accounting, 2008-01, 35, (1-2), 50-70

2007

4. An Empirical Examination of Stability, Predictability, and Volatility of Middle Eastern and African Emerging Stock Markets
   Review of Middle East Economics and Finance, 2007, 2, (1), 2
   Also in
   Review of Middle East Economics and Finance, 2004, 2, (1), 19-42 (2004)
5. Emerging Market Efficiencies: New Zealand's Maturation Experience in the Presence of Non-Linearity, Thin Trading and Asymmetric Information
   International Review of Finance, 2007, 7, (1-2), 21-34
6. Erratum to "Financial disruption and bank productivity: The 1994 experience of Turkish banks": [The Quarterly Review of Economics and Finance 43 (2003) 291-320]
   The Quarterly Review of Economics and Finance, 2007, 47, (1), 192-193
7. Safety-first and extreme value bilateral U.S.-Mexican portfolio optimization around the peso crisis and NAFTA in 1994
   The Quarterly Review of Economics and Finance, 2007, 47, (3), 449-469
8. Time-varying volatility and equity returns in Bangladesh stock market
   Applied Financial Economics, 2007, 17, (17), 1393-1407

2005

9. The Wealth and Risk Effects of the Gramm-Leach-Bliley Act (GLBA) on the US Banking Industry
   Journal of Business Finance & Accounting, 2005-01, 32, (1-2), 351-388
10. The near-collapse of LTCM, US financial stock returns, and the fed
    Journal of Banking & Finance, 2005, 29, (2), 441-460
11. The size effect reversal in the USA
    Applied Financial Economics, 2005, 15, (17), 1189-1197 View citations

2004

12. An econometric estimation of the aggregate import demand function for Bangladesh: some further results
    Applied Economics Letters, 2004, 11, (9), 575-580
13. Safety-first portfolio optimization for US investors in emerging global, Asian and Latin American markets
    Pacific-Basin Finance Journal, 2004, 12, (1), 91-116
14. Transaction Cost and the Small Stock Puzzle: The Impact of Outliers in the NYSE, 1970-2000
    International Journal of Applied Econometrics and Quantitative Studies, 2004, 1, (3), 103-114

2003

15. Country risk and stock market volatility, predictability, and diversification in the Middle East and Africa
    Economic Systems, 2003, 27, (1), 63-82
16. Efficiency, Ownership and Market Structure, Corporate Control and Governance in the Turkish Banking Industry
    Journal of Business Finance & Accounting, 2003-12, 30, (9-10), 1363-1421 View citations
17. Financial deregulation and total factor productivity change: An empirical study of Turkish commercial banks
    Journal of Banking & Finance, 2003, 27, (8), 1455-1485 View citations
18. Financial disruption and bank productivity: The 1994 experience of Turkish banks
    The Quarterly Review of Economics and Finance, 2003, 43, (2), 291-320
19. The Financial and Operating Performance of China's Newly Privatized Firms
    Financial Management, 2003, 32, (2) View citations

2002

20. Ownership and performance in Chinese manufacturing industry1
    Journal of Multinational Financial Management, 2002, 12, (1), 61-78
21. Technical, scale and allocative efficiencies of Turkish banking industry
    Journal of Banking & Finance, 2002, 26, (4), 719-766 View citations

2001

22. Is SAARC a viable economic block? evidence from gravity model
    Journal of Asian Economics, 2001, 12, (2), 263-290 View citations
23. The X-Efficiency of a Group-Based Lending Institution: The Case of the Grameen Bank
    World Development, 2001, 29, (6), 1071-1082
24. The decision to defer: factors affecting employee deferral incentives
    Financial Services Review, 2001, 10, (1-4), 45-54

2000

25. Market efficiency, the Mexican peso crisis, and the US bank stock returns: An application of the event parameter method
    Global Finance Journal, 2000, 11, (1-2), 73-86

1999

26. The 1994–1995 Mexican Currency Crisis and U.S. Bank Stock Returns
    Journal of Financial Services Research, 1999, 16, (1), 47-60

1998

27. Exchange Rate Volatility and Aggregate Export Growth in Bangladesh
    Applied Economics, 1998, 30, (2), 189-201 View citations

1996

28. Short-run and long-run dynamic linkages among international stock markets
    International Review of Economics & Finance, 1996, 5, (4), 387-405 View citations

1994

29. A methodological investigation of risk exposure of bank off-balance sheet loan commitment activities
    The Quarterly Review of Economics and Finance, 1994, 34, (3), 283-299
30. An empirical investigation of the existence of market discipline of off-balance sheet banking risk
    International Review of Economics & Finance, 1994, 3, (2), 153-172
31. Deposit insurance, market discipline and off-balance sheet banking risk of large U.S. commercial banks
    Journal of Banking & Finance, 1994, 18, (3), 575-593 View citations

1993

32. The off-balance sheet banking risk of large U.S. commercial banks
    The Quarterly Review of Economics and Finance, 1993, 33, (1), 51-69

1990

33. Some economic determinants of Third World professional immigration to the United States: 1972-87
    World Development, 1990, 18, (8), 1111-1118 View citations