[ skip to content ]
-
- Mohammad Najand
- Professor
- 2125 Constant Hall
-
Norfolk,
VA
23529
- 757-683-3509
- mnajand@odu.edu
- Dr. Mohammad Najand joined the department of Finance in 1987. He teaches the junior/senior course in investments and Ph.D.
seminars in Finance. His research investigates volatility of spot and futures markets, how the macroeconomic factors affect
financial markets, and the linkages among international capital markets. He has numerous publications in finance area journals.
Professor Najand received his Ph.D. in Finance and M.A. in Economics from Syracuse University in 1988 and 1981, respectively.
He is a member of Old Dominion University’s Forecasting Team that provides forecasting economic activities for Hampton Roads
area.
-
Education
- Syracuse University,
1988
- Major: Finance
- Degree: Ph. D.
- Syracuse University,
1981
- Major: Economics
- Degree: M.A.
- College of Economics Tehran University,
1979
- Major: Economics
- Degree: B.A.
-
Research Interests
- Forecasting Financial Markets Volatility, Investments and Portfolio Management
-
Articles
- Griffith, J. M., Najand, M. S., and Weeks, S. What Influence the Changes in REIT CEO Compensation?: Evidence from Panel Data. Journal of Real Estate Research
- Najand, M. S., Trybus, E., Cheung, M., Doolittle, W., Cartwright, A., Fenwick, W., Ferguson, I., Seong, T., and Nause, J. (2010). Hybrid III-nitride/ZnO Light Emitting Diodes. Applied Physics Express, 3, (pp. 022101).
- Najand, M. S., and Alsubaie, A. (2009). Abnormal Trading Volume And Autoprogressive Behavior in Weekly Stock Returns in the Saudi Stock Market. Emerging Markets Review, 10, (pp. 210-225).
- Najand, M. S., and Alsubaie, A. (2009). Trading Volume, Time-varying Conditional Volatility, and Asymmetric Volatility Spillover in the Saudi Stock Market. Journal of Multinational Financial Management, 19 (2), (pp. 139-159).
- Najand, M. S., Alkulaib, Y. A., and Mashayekh, A. (2009). Dynamic Linkages Among Equity Markets in the Middle East and North African Countries. Journal of Multinational Financial Management, 19 (1), (pp. 43-53).
- Najand, M. S., and Mosebach, M. (2008). Does the Flow of Funds Help to Predict the S&P Index. Review of Quantitative Finance and Accounting, 3,
- Najand, M. S., Griffith, J. M., and Marlett, D. (2007). Do Life Insurance Stocks Provide Superior Returns?. Journal of Asset Management, 8 (1), (pp. 52-57).
- Najand, M. S. (2007). The Conditional CAPM and Time Arying Risk Premium for Equity REITs. Journal of Real Estate Portfolio Management, 12 (2), (pp. 167-175).
- Najand, M. S., and Yung, K. (1997). Price Dynamics among Exchange Rates, Stock Index, and Treasury Bonds in Futures Markets. Advances in Investment Analysis and Portfolio Management, 4, (pp. 65-76).
- Najand, M. S., and Yung, K. (1994). Conditional Heteroskedasticity and the Weekend Effect in S&P 500 Index Futures. Journal of Business Finanec and Accounting, 21, (pp. 603-612).
- Lin, Yung, K., and Najand, M. S. (1994). Curreny Futures Hedging: GARCH vs OLS. Journal of Multinational Financial Management, 4, (pp. 45-67).
- Najand, M. S., and Yung, K. (1993). Weekly Pattern in Treasury Bond Futures and Garch Effects. Review of Futures Markets, 12,
- Najand, M. S., Yung, K., and Rahman (1992). Inter-Currency Transmission of Volatility in Foreign Exchange Futures. Journal of Futures Markets, 12, (pp. 609-620).
- Najand, M. S., and Yung, K. (1991). A GARCH Examination of the Relationship between Volume and Price Variability in Futures Markets. Journal of Futures Markets, 11, (pp. 613-621).
-
Presentations
- Did Survey-based Sentiment Measures Predict the 1990s US Stock market Bubble
- Conference Name: Eastern Finance Association
- Sponsoring Organization: Eastern Finance Association
- Date: 2009
- Authors/Presenters:
Najand, M. S.
- Dynamic Linkages among Equity Markets in GCC
- Conference Name:
- Date: April, 2007
- Authors/Presenters:
Najand, M. S.
Alkuliab , Y. A.
- The Effects of Local and Global Risk Factors on the Industry Stock Returns: An Empirical Study on the U.S. Stock Market
- Conference Name:
- Location: Houston, TX
- Date: 2006
- Authors/Presenters:
Najand, M. S.
Elhossiney , M.
- The Effects of Local and Global Risk Factors on the Industry Stock Returns: An Empirical Study on the U.S. Stock Market
- Conference Name:
- Location: Houston, TX
- Date: 2006
- Authors/Presenters:
Najand, M. S.
Elhossiney , M.
- Valuation Uncertainty, Overreaction, and IPO Undrerpricing
- Conference Name:
- Date: 2006
- Authors/Presenters:
Najand, M. S.
Yung, K.
Fan, Y.
- Valuation Uncertainty, Overreaction, and IPO Undrerpricing,
- Conference Name:
- Date: 2006
- Authors/Presenters:
Najand, M. S.
Yung, K.
Fan, Y.
- Intra-Industry Effects of Earnings Restatement
- Conference Name:
- Location: Norfolk, VA
- Date: 2005
- Authors/Presenters:
Najand, M. S.
Xu, T.
- Intra-Industry Effects of Earnings Restatement
- Conference Name:
- Location: Norfolk, VA
- Date: 2005
- Authors/Presenters:
Najand, M. S.
- Risk and Return Performance of REITs
- Conference Name:
- Location: Florida
- Date: 2004
- Authors/Presenters:
Najand, M. S.
- 1997: Distingushied Faculty Award, Center for Global Business and Executive Education
- 2006: Faculty Service Award, College of Busienss and Public Administration
- 2007: Most Inspiring Faculty, College of Business and Pulic Administration
- 2000: Outstanding Faculty Research Award, College of Business and Public Adminsitration
- 1991: Outstanding Research Faculty, College of Business and Public Administration
-
Contracts, Grants and Sponsored Research