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Uddin, Gazi Salah, Rahman, Md Lutfur, Shahzad, Syed Jawad Hussain, Rehman, Mobeen Ur. Elsevier; 2018. Supply and demand driven oil price changes and their non-linear impact on precious metal returns: a Markov regime switching approach.
Bhattacharyya, Asit, Rahman, Md Lutfur. Emerald Publishing; 2020. Mandatory CSR expenditure and stock return.
Rahman, Md Lutfur. Return predictability in South Asian stock markets. 2016.
Rahman, Md Lutfur, Hedström, Axel, Uddin, Gazi Salah, Kang, Sang Hoon. Elsevier; 2021. Quantile relationship between Islamic and non-Islamic equity markets.
Andersson, Emil, Hoque, Mahim, Rahman, Md Lutfur, Uddin, Gazi Salah, Jayasekera, Ranadeva. Wiley-Blackwell; 2022. ESG investment: What do we learn from its interaction with stock, currency and commodity markets?.
Rahman, Md Lutfur, Amin, Abu, Al Mamun, Mohammed Abdullah. Academic Press; 2021. The COVID-19 outbreak and stock market reactions: Evidence from Australia.
Rahman, Md Lutfur, Troster, Victor, Uddin, Gazi Salah, Yahya, Muhammad. Elsevier; 2022. Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience.
Uddin, Gazi Salah, Rahman, Md Lutfur, Hedström, Axel, Ahmed, Ali. Elsevier; 2019. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes.
Shahzad, Syed Jawad Hussain, Rahman, Md Lutfur, Lucey, Brian M., Uddin, Gazi Salah. Elsevier; 2021. Re-examining the real option characteristics of gold for gold mining companies.
Bhattacharyya, Asit, Rahman, Md Lutfur. Elsevier; 2019. Mandatory CSR expenditure and firm performance.
Rahman, Md Lutfur. Elsevier BV; 2021. Institutional ownership and violations of mandatory CSR regulation.
Makkonen, Adam, Vallström, Daniel, Uddin, Gazi Salah, Rahman, Md Lutfur, Haddad, Michel Ferreira Cardia. Elsevier; 2021. The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns.
Bhattacharyya, Asit, Wright, Sue, Rahman, Md Lutfur. John Wiley & Sons; 2019. Is better banking performance associated with financial inclusion and mandated CSR expenditure in a developing country?.
Rahman, Md Lutfur, Al Mamun, Mohammed Abdullah. Elsevier; 2021. How resilient are the Asia Pacific financial markets against a global pandemic?.
Rahman, Md Lutfur, Shahzad, Syed Jawad Hussain, Uddin, Gazi Salah, Dutta, Anupan. International Association for Energy Economics; 2022. Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas.
Rahman, Md Lutfur, Shamsuddin, Abul, Lee, Doowon. Elsevier; 2019. Predictive power of dividend yields and interest rates for stock returns in South Asia: evidence from a bias-corrected estimator.
Salah Uddin, Gazi, Lucey, Brian, Rahman, Md Lutfur, Stenvall, David. Elsevier; 2024. Quantile coherency across bonds, commodities, currencies, and equities.
Uddin, Gazi Salah, Luo, Tianqi, Yahya, Muhammad, Jayasekera, Ranadeva, Rahman, Md Lutfur, Okhrin, Yarema. Elsevier; 2023. Risk network of global energy markets.
Labidi, Chiaz, Rahman, Md Lutfur, Hedström, Axel, Uddin, Gazi Salah, Bekiros, Stelios. Elsevier; 2018. Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis.
Bhattacharyya, Asit, Rahman, Md Lutfur, Wright, Sue. John Wiley & Sons; 2023. Improving small and medium-size enterprise performance: Does working capital management enhance the effectiveness of financial inclusion?.
Rahman, Md Lutfur, Shamsuddin, Abul. Elsevier; 2019. Investor sentiment and the price-earnings ratio in the G7 stock markets.
Kim, Jae H., Rahman, Md Lutfur, Shamsuddin, Abul. Elsevier; 2019. Can energy prices predict stock returns? An extreme bounds analysis.
Rahman, Md Lutfur, Khan, Mahbub, Vigne, Samuel A., Uddin, Gazi Salah. John Wiley & Sons; 2021. Equity return predictability, its determinants, and profitable trading strategies.
Shahzad, Syed Jawad Hussain, Arreola-Hernandez, Jose, Rahman, Md Lutfur, Uddin, Gazi Salah, Yahya, Muhammad. Wiley-Blackwell; 2021. Asymmetric interdependence between currency markets' volatilities across frequencies and time scales.