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Arifur Rahman

Personal Details

First Name:Arifur
Middle Name:
Last Name:Rahman
Suffix:
RePEc Short-ID:pra1226
Terminal Degree: School of Business; University of Western Sydney (from RePEc Genealogy)

Affiliation

Department of Economics
North South University

Dhaka, Bangladesh
http://www.northsouth.edu/academic/sbe/economics.html
RePEc:edi:densubd (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Reaz Chowdhury & M. Arifur Rahman & M. Sohel Rahman & M. R. C. Mahdy, 2019. "Predicting and Forecasting the Price of Constituents and Index of Cryptocurrency Using Machine Learning," Papers 1905.08444, arXiv.org.

Articles

  1. Shah Saeed Hassan Chowdhury & Rashida Sharmin & M. Arifur Rahman, 2021. "On the impact of sentiment on stock returns: the case of Dhaka Stock Exchange," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 11(3), pages 392-422.
  2. Shah Saeed Hassan Chowdhury & Rashida Sharmin & M Arifur Rahman, 2019. "Presence and Sources of Contrarian Profits in the Bangladesh Stock Market," Global Business Review, International Management Institute, vol. 20(1), pages 84-104, February.
  3. Ahmed Tijani Salifu & Zakiya Tofik-Abu & M. Arifur Rahman & Mohammed Aminu Sualihu, 2018. "Determinants of Loan Repayment Performance of Small and Medium Enterprises (SMEs) in Ghana: The Case of Asante Akyem Rural Bank," Journal of African Business, Taylor & Francis Journals, vol. 19(2), pages 279-296, April.
  4. Mohammed Aminu Sualihu & M. Arifur Rahman & Zakiya Tofik-Abu, 2017. "The Payment Behavior of Water Utility Customers in the Greater Accra Region of Ghana: An Empirical Analysis," SAGE Open, , vol. 7(3), pages 21582440177, September.
  5. Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017. "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 218-238, May.
  6. Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2015. "Behaviour of Stock Return Autocorrelation in the GCC Stock Markets," Global Business Review, International Management Institute, vol. 16(5), pages 737-746, October.
  7. Doowon Lee & M Kabir Hassan & M Arifur Rahman, 2015. "Firm Specific Variation In Returns And Fundamentals In Korea Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 60(04), pages 1-22.
  8. Mohammed Aminu Sualihu & M. Arifur Rahman, 2014. "Payment Behaviour of Electricity Consumers: Evidence from the Greater Accra Region of Ghana," Global Business Review, International Management Institute, vol. 15(3), pages 477-492, September.
  9. M. Shibley Sadique & M. Arifur Rahman, 2013. "Investor reaction to strategic emphasis on earnings numbers: An empirical study," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(3), September.
  10. Md. Arifur Rahman, 2007. "The Information Content of Cross-sectional Volatility for Future Market Volatility: Evidence from Australian Equity Returns," Frontiers in Finance and Economics, SKEMA Business School, vol. 4(1), pages 91-124, June.

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

  1. Reaz Chowdhury & M. Arifur Rahman & M. Sohel Rahman & M. R. C. Mahdy, 2019. "Predicting and Forecasting the Price of Constituents and Index of Cryptocurrency Using Machine Learning," Papers 1905.08444, arXiv.org.

    Cited by:

    1. Kerolly Kedma Felix do Nascimento & Fábio Sandro dos Santos & Jader Silva Jale & Silvio Fernando Alves Xavier Júnior & Tiago A. E. Ferreira, 2023. "Extracting Rules via Markov Chains for Cryptocurrencies Returns Forecasting," Computational Economics, Springer;Society for Computational Economics, vol. 61(3), pages 1095-1114, March.

Articles

  1. Shah Saeed Hassan Chowdhury & Rashida Sharmin & M Arifur Rahman, 2019. "Presence and Sources of Contrarian Profits in the Bangladesh Stock Market," Global Business Review, International Management Institute, vol. 20(1), pages 84-104, February.

    Cited by:

    1. Ali Fayyaz Munir & Mohd Edil Abd. Sukor & Shahrin Saaid Shaharuddin, 2022. "Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia," SAGE Open, , vol. 12(1), pages 21582440211, January.

  2. Mohammed Aminu Sualihu & M. Arifur Rahman & Zakiya Tofik-Abu, 2017. "The Payment Behavior of Water Utility Customers in the Greater Accra Region of Ghana: An Empirical Analysis," SAGE Open, , vol. 7(3), pages 21582440177, September.

    Cited by:

    1. Onoja Sunday, 2023. "Customers’ Satisfaction of Municipal Water Supply in Jos-Metropolis, Plateau State Nigeria," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(2), pages 628-643, February.

  3. Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017. "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 16(2), pages 218-238, May.

    Cited by:

    1. Yassin Eltahir & Fethi Klabi & Osama Azmi Sallam & Hussien Omer Osman, 2019. "Interrelations in Saudi Stocks Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 91-97.
    2. Yassin Eltahir & Hussien Omer Osman & Osama Azmi Sallam & Fethi Klabi, 2019. "Short Run and Long Run Relationships between Saudi Stocks," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 193-196.
    3. Andrew Adewale Alola, 2021. "Evidence of speculative bubbles and regime switch in real estate market and crude oil price: Insight from Saudi Arabia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3473-3483, July.

  4. Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2015. "Behaviour of Stock Return Autocorrelation in the GCC Stock Markets," Global Business Review, International Management Institute, vol. 16(5), pages 737-746, October.

    Cited by:

    1. Ngo Thai Hung, 2021. "Financial connectedness of GCC emerging stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(4), pages 753-773, December.
    2. Mahsa Ghorbani & Edwin K P Chong, 2020. "Stock price prediction using principal components," PLOS ONE, Public Library of Science, vol. 15(3), pages 1-20, March.
    3. Amare Wubishet Ayele & Emmanuel Gabreyohannes & Yohannes Yebabe Tesfay, 2017. "Macroeconomic Determinants of Volatility for the Gold Price in Ethiopia: The Application of GARCH and EWMA Volatility Models," Global Business Review, International Management Institute, vol. 18(2), pages 308-326, April.
    4. Mobeen Ur Rehman, 2017. "Dynamics of Co-movements among Implied Volatility, Policy Uncertainty and Market Performance," Global Business Review, International Management Institute, vol. 18(6), pages 1478-1487, December.
    5. Moonis Shakeel & Bhavana Srivastava, 2021. "Stylized Facts of High-frequency Financial Time Series Data," Global Business Review, International Management Institute, vol. 22(2), pages 550-564, April.

  5. Mohammed Aminu Sualihu & M. Arifur Rahman, 2014. "Payment Behaviour of Electricity Consumers: Evidence from the Greater Accra Region of Ghana," Global Business Review, International Management Institute, vol. 15(3), pages 477-492, September.

    Cited by:

    1. Jhumur Sengupta, 2020. "The Effect of Non-pecuniary-based Incentive Mechanisms to Reduce Water Usage at the Household Level and to Achieve Positive Environmental Outcomes," Global Business Review, International Management Institute, vol. 21(5), pages 1232-1248, October.

  6. M. Shibley Sadique & M. Arifur Rahman, 2013. "Investor reaction to strategic emphasis on earnings numbers: An empirical study," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 7(3), September.

    Cited by:

    1. Zulfikar Ikhsan Pane & Roy Sembel & Yvonne Agustine, 2021. "Street earnings as a mediator of the effect of intellectual capital disclosure, customer value, and research development activities on firm value," Technium Social Sciences Journal, Technium Science, vol. 25(1), pages 242-259, November.

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-BIG: Big Data (1) 2019-05-27
  2. NEP-CMP: Computational Economics (1) 2019-05-27
  3. NEP-FMK: Financial Markets (1) 2019-05-27
  4. NEP-FOR: Forecasting (1) 2019-05-27
  5. NEP-PAY: Payment Systems and Financial Technology (1) 2019-05-27

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