Md Zobaer Hasan

Lecturer
School of Science

MdZobaer.Hasan@monash.edu
+603 5515 9754
Room 4-8-28
https://orcid.org/0000-0002-6378-6333

Dr. Md Zobaer Hasan is currently a lecturer with the School of Science, Monash University Malaysia (MUM). He obtained his BSc (Hons) in Statistics and MSc in Statistics from Shahjalal University of Science & Technology, Sylhet, Bangladesh. He then undertook his PhD in Financial Statistics at Universiti Sains Malaysia, Penang, Malaysia. Following his doctorate, Dr Zobaer spent four years lecturing in home and abroad. He worked in several funded project including “Food Security Strategies of the People Living in Haor Areas: Problems and Prospects”, conducted by AIUB (American International University-Bangladesh) in collaboration with SUST (Shahjalal University of Science & Technology) and sponsored by FAO under Ministry of Food, Government of Bangladesh. Currently, he is doing research on Malaysian stock market that is Bursa Malaysia. He has examined the validity of popular asset pricing models: Fama-French Three-Factor Model (FF3FM) and Capital Asset Pricing Model (CAPM) in the context of Malaysian stock market and published the findings. In addition, he has analyzed the technical efficiencies of the domestic banks that are listed in the Malaysian stock market.

Qualifications

  • Doctor of Philosophy in Financial Statistics, Universiti Sains Malaysia, 2014
  • Master in Statistics, Shahjalal University of Science and Technology, Bangladesh, 2008
  • Bachelor of Science (Statistics), Shahjalal University of Science and Technology, Bangladesh, 2007

Expertise

  • Applied Statistics, Business Statistics, Probability and Statistics

Research Interests

  • Study of the effects of technical efficiencies of the listed companies on the overall stock market performance of the emerging stock markets (viz., Malaysia, Singapore, Thailand, Philippines, Sri Lanka, etc.)

Teaching

  • SCI1020 (Introduction to Statistical Reasoning
  • STA2216 (Data Analysis for Science)

Book chapters

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, 2013, Bank’s Technical Efficiency in Malaysia (In Selected Studies on Stocks, Bonds and Currencies for Malaysian and International Markets Edited by Cheng Fan Fah and Mazrah Malek-Chapter 3), Mc.Graw Hill, Malaysia.

Scholarly Journals

Md Zobaer Hasan, Md. Azizul Baten and Md. Mohan Uddin, “Validity of Fama and French Three-Factor Model with CAPM in Kuala Lumpur Stock Exchange Market”, Journal of Internet Banking & Commerce, Vol. 22(S8), pp. 01-15, 2017.

Kazi Mohammad Masum, Mohammad Nabidul Islam, Narayan Saha, Md Zobaer Hasan and Asyraf Mansor, “Assessment of Land Grabbing from Protected Forest Areas of Bhawal National Park in Bangladesh”, Landscape Research, Vol. 41(3), pp. 330-343, 2016.

Md Zobaer Hasan and Anton Abdulbasah Kamil, “Evaluation of the Domestic Banks Technical Efficiency in Malaysia”, Bulletin of Mathematics, Vol. 7(1), pp. 65-79, 2015.

Azmi Tamat, Shahrier Pawanchik, Anton Abdulbasah Kamil, Mohd Faiz Hilmi, Habibah Haji Lateh, Md. Zobaer Hasan, Kanis Fatama Ferdushi and Md. Kamrul Hossain  "An Analysis of Variation of Turn Out Time and Response Time in Penang State Fire and Rescue Department”, Journal of Environmental Science and Technology, Vol. 7(4), pp. 200-208, DOI: 10.3923/jest.2014, 2014.

Md. Zobaer  Hasan and Anton Abdulbasah Kamil, “Contribution of Co-skewness and Co-kurtosis of the Higher Moment CAPM for Finding the Technical Efficiency”, Economics Research International, Vol. 2014, Article ID 253527, 9 pages, 2014.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “An Empirical Analysis  of  Higher Moment  Capital  Asset Pricing  Model”,  Modern Applied  Science,  Vol. 7(5), doi: 10.5539/mas.v7n5p11, 2013.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “Analyzing and Estimating Portfolio Performance of Bangladesh Stock Market”, American Journal of Applied Sciences, Vol. 10(2), pp. 139-146, doi: 10.3844/ajassp.2013.139.146, 2013.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “Relationship between Risk and Expected Returns: Evidence from the Dhaka Stock Exchange”, Procedia Economics and Finance, Vol. 2C, pp. 1-8,doi: 10.1016/S2212-5671(12)00058-5, 2012.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “A Cobb Douglas Stochastic Frontier Model on Measuring Domestic Bank Efficiency in Malaysia”, PLoS ONE, 7(8): e42215. doi: 10.1371/journal.pone.0042215, 2012.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “An Analysis of the CAPM for Dhaka Stock Exchange: Evidence from Non-financial Sector”, GSTF Journal on Business Review, Vol. 2(1), pp. 13-18, 2012.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “Stochastic Frontier Model Approach for Measuring Stock Market Efficiency with Different Distributions”, PLoS ONE, 7(5): e37047. doi:10.1371/journal.pone.0037047, 2012.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “Estimating Stock Market Technical Efficiency for Truncated Normal Distribution: Evidence from Dhaka Stock Exchange”, Trends in Applied Sciences Research, Vol. 7(7), pp. 532-540, 2012.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, “A Validity Test of Capital Asset Pricing Model for Dhaka Stock Exchange”,  Journal of Applied Sciences, Vol. 11(20), pp. 3490-3496, 2011.

Research Grants

  • Md Zobaer Hasan (PI) and Kuang Kee Seng (CI), 2017, Analyzing Malaysian Stock Market Performance with Stochastic Frontier Analysis, UTARRF, Universiti Tunku Abdul Rahman, RM35k

No content

Academic/Corporate Community Engagements

Local Presentations

Omar Sharif, Md Zobaer Hasan, Chang Yun Fah, Mahboobeh Zangeneh Sirdari, Efficiency and Profit Risk: Evidence from the Financial Companies Listed in Bursa Malaysia, The 4th ISM International Statistical Conference (ISM-IV), August 01-02, 2018, Sunway University, Malaysia.

Sujan Chowdhury, Ng Tian Yong, Tan Jia En, Ong Kah Sheng, Md Zobaer Hasan and P.Prakas A/L S.Palanychamy, Kinetic Study on Pyrolysis of Coconut Fiber with Kissinger-Akahira-Sunose (KAS), Ozawa-Flynn-Wall (OFW) and Coats-Redfern (CR) Methods, First International Conference on Ideation and Innovations in Sustainable Sciences and Technologies (IISST 17), 30 June-2 July, 2017, University of Malaya, Malaysia.

Md. Golzare Nabi, Md. Aminul Islam, Md Zobaer Hasan and  Rosni Bakar, Measuring the Efficiency of Commercial Banks in Bangladesh: A Stochastic Frontier Approach, Malaysia Statistics Conference 2016, 15 November, 2016, Kuala Lumpur, Malaysia.

Kazi Mohammad Masum, Mohammad Nabidul Islam, Narayan Saha, Md Zobaer Hasan and Asyraf Mansor, Industrialization Inside the Protected Areas of Bangladesh- Status, Trend, Cause and Effect of Land Use Change, The 9th Regional IMT-GT Uninet Conference, November 03 - 05, 2014, Penang, Malaysia.

Md Zobaer Hasan and Anton Abdulbasah Kamil, An Empirical Analysis of Capital Asset Pricing Model for Malaysian Stock Market, The 10th IMT-GT International Conference on Mathematics, Statistics and Its Applications (ICMSA 2014), October 14 - 16, 2014, Kuala Terengganu, Malaysia.

Md Zobaer Hasan and Anton Abdulbasah Kamil, Cross-sectional Test of the Fama-French Three-Factor Model: Evidence from Bangladesh Stock Market, Statistics and Operational Research International Conference 2013  (SORIC 2013),  December  03 -  05,  2013,  Sarawak, Malaysia.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, Measuring Technical Efficiency using the Risk Factors of Higher Moment CAPM, 6th International Economics and Business Management Conference 2013 (IEBMC 2013), October 03 - 04, 2013, Kuantan, Pahang, Malaysia.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, Bank’s  Technical Efficiency in Malaysia, National Research & Innovation Conference for Graduate Students in Social Sciences 2012 (GS-NRIC 2012), December 07 - 09, 2012, Melaka, Malaysia.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, An Empirical Analysis of Higher Moment Capital Asset Pricing Model, International Conference on Multidisciplinary Research (iCMR 2012), November 01-03, 2012, Universiti Sains Malaysia, Penang, Malaysia.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, A Stochastic Frontier Approach for Computing Technical Efficiency of the Listed Domestic Banks in KLSE Market, 14th Malaysian  Finance  Association Conference 2012 (MFAC 2012)  -  Financial Market,  June 01-03, 2012,Penang, Malaysia.

International Presentations

Md Zobaer Hasan and Anton Abdulbasah Kamil, Cross-Sectional Test of The Fama-French Three-Factor Model: Evidence from Bursa Malaysia, The 3rd International Seminar on Operational Research (InteriOR 2015), August 21 - 23, 2015, Medan, Indonesia.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, Analyzing portfolio performance of Bangladesh stock market, International Conference on Mathematics, Statistics and its Applications (ICMSA 2012), November 19 - 21, 2012, Bali, Indonesia.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, Stock Market Technical Efficiency for Half Normal Distribution, International Conference on Business and Management (IBSM 2012), September 06- 07, 2012, Phuket, Thailand.

Md Zobaer Hasan, Anton Abdulbasah Kamil, Adli Mustafa and Md. Azizul Baten, Risk-Return Association of Dhaka Stock Exchange Market: A Capital Asset Pricing Model Framework, 2nd Annual International Conference on Accounting and Finance (AF 2012), May 21-22, 2012, Singapore.

Awards

2012

  • Malaysian International Scholarship Award, Ministry of Higher Education

2011

  • “Sanggar Sanjung Award 2012” for Journal Publication, Universiti Sains Malaysia,