Old Dominion University
United States Virgin Islands
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.
Forecasting Financial Markets Volatility, Investments and Portfolio Management
Streeter, D., Najand, M. S., Dondeti, V. R., and Benton, J. E. (2015). A Study of the Lead-Lag Relationship between Price Change and Trading Volume in Futures Markets using High-Frequency Data. Int. J. of Bonds and Derivatives (IJBD), 1 (4), (pp. 284-301).
Caliskan, M. (2016). Stock market returns and the price of gold. Journal of Asset Management, 17 (1), (pp. 10-21).
Shen, J., Najand, M. S., Dong, F., and He, W. (2017). News and Social Media Emotions in the Commodity Market. Review of Behavioral Finance