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M. Imtiaz Mazumder

Personal Details

First Name:M. Imtiaz
Middle Name:
Last Name:Mazumder
Suffix:
RePEc Short-ID:pma435
College of Business, 518 West Locust Street, Davenport, Iowa 52803.
563-333-6375

Affiliation

Department of Finance, Economics and Decision Science
St. Ambrose University

Davenport, Iowa (United States)
http://www.sau.edu/Academic_Programs/Finance_Economics_and_Decision_Science.html

: 563/333-6000

518 West Locust Street, Davenport, IA 52803
RePEc:edi:desauus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005. "The weekend trading profitability: evidence from international mutual funds," Working Papers 2004-10, University of New Orleans, Department of Economics and Finance.

Articles

  1. Nazneen Ahmad & M Imtiaz Mazumder, 2012. "The Return of Depression Economics and the Crisis of 2008, by Paul Krugman," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 38(4), pages 552-554.
  2. M. Imtiaz Mazumder & Nazneen Ahmad, 2010. "Greed, financial innovation or laxity of regulation?: A close look into the 2007-2009 financial crisis and stock market volatility," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(2), pages 110-134, June.
  3. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7-8), pages 979-1007.
  4. Ahmad, Nazneen & Mazumder, M. Imtiaz, 2009. "The Psychology of Investing, John R. Nofsinger. Pearson Prentice Hall, Upper Saddle River, New Jersey (2008). ix+116 pp., $44, Paperback, ISBN-13: 978-0-13-230234-0," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 113-114, February.
  5. Edward M. Miller & Larry J. Prather & M. Imtiaz Mazumder, 2008. "Cross-autocorrelations among asset classes: Evidence from the mutual fund industry," Managerial Finance, Emerald Group Publishing, vol. 34(11), pages 756-771, September.
  6. M. Imtiaz Mazumder & Edward M. Miller & Atsuyuki Naka, 2008. "Trading strategies of the US-based international mutual funds and test of the SEC regulation," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 16(2), pages 142-158, May.
  7. Imtiaz Mazumder, M. & Chu, Ting-Heng & Miller, Edward M. & Prather, Larry J., 2008. "International day-of-the-week effects: An empirical examination of iShares," International Review of Financial Analysis, Elsevier, vol. 17(4), pages 699-715, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. M. Imtiaz Mazumder & Nazneen Ahmad, 2010. "Greed, financial innovation or laxity of regulation?: A close look into the 2007-2009 financial crisis and stock market volatility," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(2), pages 110-134, June.

    Cited by:

    1. Gian Luca Clementi & Thomas F. Cooley & Cheng Wang, "undated". "Stock Grants as Commitment Device," GSIA Working Papers 2002-E12, Carnegie Mellon University, Tepper School of Business.
    2. Reinhart, Carmen & Rogoff, Kenneth, 2008. "¿Es tan diferente la crisis financiera de sub-prime en EEUU? Una comparacion historica internacional
      [“Is The 2007 U.S. Subprime Crisis So Different? An International Historical Comparison,”]
      ," MPRA Paper 13656, University Library of Munich, Germany.
    3. Gian Luca Clementi & Thomas Cooley & Chen Wang, 2004. "Stock Grants as a Committment Device," Working Papers 04-24, New York University, Leonard N. Stern School of Business, Department of Economics.

  2. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7-8), pages 979-1007.

    Cited by:

    1. Alexakis, Christos & Dasilas, Apostolos & Grose, Chris, 2013. "Asymmetric dynamic relations between stock prices and mutual fund units in Japan. An application of hidden cointegration technique," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 1-8.
    2. Tony Chieh-Tse Hou, 2012. "Return persistence and investment timing decisions in Taiwanese domestic equity mutual funds," Managerial Finance, Emerald Group Publishing, vol. 38(9), pages 873-891, August.
    3. Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014. "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 58-77.

  3. Edward M. Miller & Larry J. Prather & M. Imtiaz Mazumder, 2008. "Cross-autocorrelations among asset classes: Evidence from the mutual fund industry," Managerial Finance, Emerald Group Publishing, vol. 34(11), pages 756-771, September.

    Cited by:

    1. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7-8), pages 979-1007.

  4. M. Imtiaz Mazumder & Edward M. Miller & Atsuyuki Naka, 2008. "Trading strategies of the US-based international mutual funds and test of the SEC regulation," Journal of Financial Regulation and Compliance, Emerald Group Publishing, vol. 16(2), pages 142-158, May.

    Cited by:

    1. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7-8), pages 979-1007.

  5. Imtiaz Mazumder, M. & Chu, Ting-Heng & Miller, Edward M. & Prather, Larry J., 2008. "International day-of-the-week effects: An empirical examination of iShares," International Review of Financial Analysis, Elsevier, vol. 17(4), pages 699-715, September.

    Cited by:

    1. Chelley-Steeley, Patricia & Park, Keebong, 2011. "Intraday patterns in London listed Exchange Traded Funds," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 244-251.
    2. Liu, Hung-Chun & Chiang, Shu-Mei & Cheng, Nick Ying-Pin, 2012. "Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 78-91.
    3. Keef, Stephen P. & Khaled, Mohammed & Zhu, Hui, 2009. "The dynamics of the Monday effect in international stock indices," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 125-133, June.
    4. Carlos Francisco Alves & Duarte André de Castro Reis, 2018. "Evidence of Idiosyncratic Seasonality in ETFs Performance," FEP Working Papers 603, Universidade do Porto, Faculdade de Economia do Porto.
    5. Hughen, J. Christopher & Mathew, Prem G., 2009. "The efficiency of international information flow: Evidence from the ETF and CEF prices," International Review of Financial Analysis, Elsevier, vol. 18(1-2), pages 40-49, March.
    6. Hüseyin Kaya & Sadullah Çelik, 2009. "Empirical Evidence For Day Of The Week Effect In An Emerging Market: The Turkish Case," 2009 Meeting Papers 219, Society for Economic Dynamics.
    7. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7-8), pages 979-1007.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2005-04-03
  2. NEP-FIN: Finance (1) 2005-04-03
  3. NEP-FMK: Financial Markets (1) 2005-04-03
  4. NEP-RMG: Risk Management (1) 2005-04-03

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