Md Akhtaruzzaman


Contact categoryResearcher
Job titleAssociate Professor
Research institutePeter Faber Business School
Faculty of Law and Business
ORCIDhttps://orcid.org/0000-0001-7795-1451

Research outputs

Nonlinear nexus between cryptocurrency returns and COVID–19 COVID-19 news sentiment
Banerjee, Ameet Kumar, Akhtaruzzaman, Md, Dionisio, Andreia, Almeida, Dora and Sensoy, Ahmet. (2022). Nonlinear nexus between cryptocurrency returns and COVID–19 COVID-19 news sentiment. Journal of Behavioral and Experimental Finance. 36, p. Article 100747. https://doi.org/10.1016/j.jbef.2022.100747

Journal article

Is greenness an optimal hedge for sectoral stock indices?
Akhtaruzzaman, Md, Banerjee, Ameet Kumar, Ghardallou, Wafa and Umar, Zaghum. (2022). Is greenness an optimal hedge for sectoral stock indices? Economic Modelling. 117, p. Article 106030. https://doi.org/10.1016/j.econmod.2022.106030

Journal article

Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis
Akhtaruzzaman, Md, Boubaker, Sabri, Nguyen, Duc Khuong and Rahman, Molla Ramizur. (2022). Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis. Finance Research Letters. 47(Part B), p. Article 102787. https://doi.org/10.1016/j.frl.2022.102787

Journal article

COVID-19 crisis and risk spillovers to developing economies : Evidence from Africa
Akhtaruzzaman, Md, Benkraiem, Ramzi, Boubaker, Sabri and Zopounidis, Constantin. (2022). COVID-19 crisis and risk spillovers to developing economies : Evidence from Africa. Journal of International Development. 34(4), pp. 898-918. https://doi.org/10.1002/jid.3634

Journal article

Betting against bank profitability
Akhtaruzzaman, Md, Chiah, Mardy, Docherty, Paul and Zhong, Angel. (2021). Betting against bank profitability. Journal of Economic Behavior and Organization. 192, pp. 304-323. https://doi.org/10.1016/j.jebo.2021.10.012

Journal article

COVID–19 media coverage and ESG leader indices
Akhtaruzzaman, Md, Boubaker, Sabri and Umar, Zaghum. (2022). COVID–19 media coverage and ESG leader indices. Finance Research Letters. 45, p. Article 102170. https://doi.org/10.1016/j.frl.2021.102170

Journal article

Carbon disclosure, carbon performance and financial performance : International evidence
Siddique, Md Abubakar, Akhtaruzzaman, Md, Rashid, Afzalur and Hammami, Helmi. (2021). Carbon disclosure, carbon performance and financial performance : International evidence. International Review of Financial Analysis. 75(Article 101734). https://doi.org/10.1016/j.irfa.2021.101734

Journal article

COVID–19 and oil price risk exposure
Akhtaruzzaman, Md, Boubaker, Sabri, Chiah, Mardy and Zhong, Angel. (2021). COVID–19 and oil price risk exposure. Finance Research Letters. 42, p. Article 101882. https://doi.org/10.1016/j.frl.2020.101882

Journal article

Financial contagion during COVID–19 crisis
Akhtaruzzaman, Md, Boubaker, Sabri and Sensoy, Ahmet. (2021). Financial contagion during COVID–19 crisis. Finance Research Letters. 38, p. Article 101604. https://doi.org/10.1016/j.frl.2020.101604

Journal article

Is China a source of financial contagion?
Akhtaruzzaman, Md, Abdel-Qader, Waleed, Hammami, Helmi and Shams, Syed. (2021). Is China a source of financial contagion? Finance Research Letters. 38, p. Article 101393. https://doi.org/10.1016/j.frl.2019.101393

Journal article

The influence of Bitcoin on portfolio diversification and design
Akhtaruzzaman, Md, Sensoy, Ahmet and Corbet, Shaen. (2020). The influence of Bitcoin on portfolio diversification and design. Finance Research Letters. 37, p. 101344. https://doi.org/10.1016/j.frl.2019.101344

Journal article

Expropriation risk and FDI in developing countries: Does return of capital dominate return on capital?
Akhtaruzzaman, M., Berg, Nathan and Hajzler, Christopher. (2017). Expropriation risk and FDI in developing countries: Does return of capital dominate return on capital? European Journal of Political Economy. 49, pp. 84 - 107. https://doi.org/10.1016/j.ejpoleco.2017.01.001

Journal article

International contagion through financial versus non-financial firms
Akhtaruzzaman, Md and Shamsuddin, Abul. (2016). International contagion through financial versus non-financial firms. Economic Modelling. https://doi.org/10.1016/j.econmod.2016.07.003

Journal article

Australian financial firms' exposures to the level, slope, and curvature of the interest rate term structure
Akhtaruzzaman, Md and Shamsuddin, Abul. (2016). Australian financial firms' exposures to the level, slope, and curvature of the interest rate term structure. Applied Economics. https://doi.org/10.1080/00036846.2016.1229411

Journal article

Interest rate, size and book-to-market effects in Australian financial firms
Akhtaruzzaman, Md, Docherty, Paul and Shamsuddin, Abul. (2014). Interest rate, size and book-to-market effects in Australian financial firms. Applied Economics. https://doi.org/10.1080/00036846.2014.920478

Journal article

Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
Akhtaruzzaman, Md, Shamsuddin, Abul and Easton, Steve. (2014). Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms. Journal of International Financial Markets, Institutions and Money. https://doi.org/10.1016/j.intfin.2014.04.006

Journal article

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