SYED M. HARUN

Department of Economics and Finance
University of New Orleans
New Orleans, LA 70148.
Phone: (504) 280-3716
Fax: (504) 280-6397
E-mail: [email protected]





POSITION DESIRED:

Assistant professor with teaching and research responsibilities.


AREAS OF INTEREST:

Teaching: Investments, Corporate Finance, Financial Market & Institutions, and Monetary Economics.
Research: Stock return predictability, Monetary policy and stock markets, Stock market anomalies, Asset pricing models, Behavioral Finance.


EDUCATION:

University of New Orleans
University of New Orleans
University of Dhaka, Bangladesh
University of Dhaka, Bangladesh		 Ph.D.
M. A.
M.S.S.
B.S.S.		 Financial Economics
Economics
Economics
Economics		 1996-2000 (Expected)
1996-1998
1991-1993
1987-1991


EXPERIENCE:

Instructor, University of New Orleans
        Taught undergraduate Financial Management and Financial Markets & Institutions.
Research Assistant, University of New Orleans
        Compiled data from CRSP/COMPUSTAT, programming in TSP/RATS/SPSS/SAS.
Lecturer, Jahangirnagar University, Bangladesh.
        Taught undergraduate Macroeconomics and Business Statistics.
Lecturer, Shahjalal University of Science & Technology, Bangladesh.
        Taught undergraduate Development Economics and Mathematical Methods.
Research Assistant, Bangladesh Institute of Development Studies, Bangladesh.
        Compiled and analyzed data from National Household Expenditure Survey.
1999-2000

1996-1999

1995-1996

1994-1995

1993-1994


DISSERTATION:

Topic:         Economic Fundamentals, Monetary Policy and Stock Returns.

The first essay explores the relationship of the stock returns with monetary policy. I observe that fundamental variables play substantially different role in explaining variations in stock returns across different monetary policy environment (expansionary and contractionary) and stock market environment. Moreover, I find that unanticipated monetary policy have substantially different effect on stock returns than anticipated monetary policy.

The second essay examines the relation between economic fundamentals and broad swings in equity market returns. I present new evidence that economic fundamentals have significant explanatory power to explain the broad swings (e.g. bull and bear markets) in stock returns. Within a long memory model I incorporate the information contained in fundamental variables into an estimate of a long memory process for stock return series.


PUBLICATIONS:
  • "Merton Miller: The Guru in Corporate Finance"; Co-authored with M. Kabir Hassan, in M. Waheeduzzaman (Ed.) The Life and Works of Nobel Laureates in Economics, Westview Press, New Jersey, 2000 (forthcoming).


  • "Domestic Resource Mobilization in Bangladesh: 1971-1996"; Co-authored with M. Kamrul Islam and Minhaj Mahmud, in Abdul Bayes and Anu Muhammad (Eds.) Bangladesh at 25: An Analytical Discourse on Development, University Press Limited, Dhaka, Bangladesh, 1997.


  • "Aggregate Import Demand Function for Bangladesh: An Econometric Study"; Co-authored with Minhaj Mahmud, Jahangirnagar Economic Review. Vol. 9(1). 1997. pp. 5-18.


  • "The Determinants of Labor Absorption in Bangladesh Agriculture: A Time-Series Analysis"; Bangladesh Journal of Political Economy. Vol. 14(1), 1997. pp. 123-137.


  • "The Impact of Improved Irrigation Management Training Program on Rural Bangladesh"; Co-authored with Abdul Bayes and M. Mozammel Haque. Bangladesh Journal of Agricultural Economics. Vol. 11(3), 1996. pp. 57-78.



    • WORKING PAPERS:
  • "Monetary Policy and Stock Returns in the Bull and Bear Markets", Co-authored with M. Kabir Hassan and Neal Maroney, University of New Orleans; Submitted to Journal of Financial Research.


  • "Economic Fundamentals and Broad Swings in the Stock Market."; Co-authored with Neal Maroney. Work in progress.



    • PARTICIPATION AT PROFESSIONAL MEETINGS:

     Financial Management Association International, Seattle, WA, 2000.
  • "Monetary Policy, Economic Fundamentals and Stock Returns."; Co-authored with M. Kabir Hassan.
  • "Economic Fundamentals and Broad Swings in the Stock Market."; Co-authored with Neal Maroney.
  • Discussant.


    • Academy of Financial Services, Seattle, WA, 2000.
    "Economic Fundamentals and Broad Swings in the Stock Market."; Co-authored with Neal Maroney.

    Southwestern Finance Association, San Antonio, TX, 2000.
    "Stock Market Return and Monetary Policy in the U.S.A."; Co-authored with M. Kabir Hassan.

    Southwestern Society of Economists, San Antonio, TX, 2000.
    Discussant.

    Academy of Financial Services, Orlando, FL, 1999.
    Discussant.

    Academy of International Business - South West, New Orleans, LA, 1997.
    "Domestic Resource Mobilization in Bangladesh: 1971-1996" Co-authored with M. Kamrul Islam and Minhaj Mahmud.

    Bangladesh Economic Association Regional Conference, Bangladesh 1995.
    "Domestic Resource Mobilization in Bangladesh-A Historical Perspective"; Co-authored with M. Kamrul Islam and Minhaj Mahmud.

    Bangladesh Economic Association Biannual Conference, Bangladesh 1994.
    "The Determinants of Labor Absorption in Bangladesh Agriculture: A Time-Series Analysis".


    MEMBERSHIP AT PROFESSIONAL ORGANIZATIONS:

     American Finance Association
    Financial Management Association International
    Southwestern Finance Association



    REFERENCES:
    Dr. M. Kabir Hassan
    Associate Professor
    Department of Economics & Finance
    University of New Orleans,
    New Orleans, LA 70148.
    Tel:        (504) 280-6163
    Fax:        (504) 280-6397
    E-mail: [email protected]

    		 Dr. Neal Maroney
    Assistant Professor
    Department of Economics & Finance
    University of New Orleans,
    New Orleans, LA 70148.
    Tel:        (504) 280-6908
    Fax:        (504) 280-6397
    E-mail: [email protected]

    		 Dr. Oscar Varela
    Professor,
    Department of Economics & Finance
    University of New Orleans,
    New Orleans, LA 70148.
    Tel:        (504) 280-6905
    Fax:        (504) 280-6397
    E-mail: [email protected]




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