Abul Shamsuddin
Names
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Abul |
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Shamsuddin |
Identifer
Contact
Affiliations
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University of Newcastle
/ College of Human and Social Futures
Research profile
author of:
- Out‐of‐sample stock return predictability in emerging markets (RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750)
by Afsaneh Bahrami & Abul Shamsuddin & Katherine Uylangco - Initial public offer pricing, corporate governance and contextual relevance: Australian evidence (RePEc:bla:acctfi:v:60:y:2020:i:1:p:335-372)
by Neil A. Hartnett & Abul Shamsuddin - Corporate carbon accounting: a literature review of carbon accounting research from the Kyoto Protocol to the Paris Agreement (RePEc:bla:acctfi:v:62:y:2022:i:1:p:261-298)
by Rong He & Le Luo & Abul Shamsuddin & Qingliang Tang - Diffusion of integrated reporting, insights and potential avenues for future research (RePEc:bla:acctfi:v:63:y:2023:i:2:p:2503-2555)
by Amir Hossain & Sudipta Bose & Abul Shamsuddin - Short‐Horizon Return Predictability in International Equity Markets (RePEc:bla:finrev:v:45:y:2010:i:2:p:469-484)
by Abul Shamsuddin & Jae H. Kim - Asset pricing factors in Islamic equity returns (RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554)
by Md Safiullah & Abul Shamsuddin - Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks (RePEc:eee:corfin:v:55:y:2019:i:c:p:105-140)
by Safiullah, Md & Shamsuddin, Abul - Are Dow Jones Islamic equity indices exposed to interest rate risk? (RePEc:eee:ecmode:v:39:y:2014:i:c:p:273-281)
by Shamsuddin, Abul - Macroeconomic and market microstructure modelling of Ugandan exchange rate (RePEc:eee:ecmode:v:45:y:2015:i:c:p:175-186)
by Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W. - International contagion through financial versus non-financial firms (RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163)
by Akhtaruzzaman, Md & Shamsuddin, Abul - Market sentiment and the Fama–French factor premia (RePEc:eee:ecolet:v:136:y:2015:i:c:p:129-132)
by Shamsuddin, Abul & Kim, Jae H. - Liquidity commonality in the secondary corporate loan market (RePEc:eee:ecolet:v:161:y:2017:i:c:p:10-14)
by Anthony, John & Docherty, Paul & Lee, Doowon & Shamsuddin, Abul - Limits to arbitrage and the MAX anomaly in advanced emerging markets (RePEc:eee:ememar:v:36:y:2018:i:c:p:95-109)
by Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul - Are Asian stock markets efficient? Evidence from new multiple variance ratio tests (RePEc:eee:empfin:v:15:y:2008:i:3:p:518-532)
by Kim, Jae H. & Shamsuddin, Abul - Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879)
by Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping - Can energy prices predict stock returns? An extreme bounds analysis (RePEc:eee:eneeco:v:81:y:2019:i:c:p:822-834)
by Kim, Jae H. & Rahman, Md Lutfur & Shamsuddin, Abul - A bootstrap test for predictability of asset returns (RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305847)
by Kim, Jae H. & Shamsuddin, Abul - Technical efficiency of Islamic and conventional banks with undesirable output: Evidence from a stochastic meta-frontier directional distance function (RePEc:eee:glofin:v:51:y:2022:i:c:s104402832030017x)
by Safiullah, Md & Shamsuddin, Abul - Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms (RePEc:eee:intfin:v:31:y:2014:i:c:p:378-396)
by Akhtaruzzaman, Md & Shamsuddin, Abul & Easton, Steve - The non-linear effect of CSR on firms’ systematic risk: International evidence (RePEc:eee:intfin:v:71:y:2021:i:c:s104244312100007x)
by Farah, Tazrina & Li, Jialong & Li, Zhicheng & Shamsuddin, Abul - Investor attention, information diffusion and industry returns (RePEc:eee:pacfin:v:30:y:2014:i:c:p:30-43)
by Wu, Qiongbing & Shamsuddin, Abul - Risk in Islamic banking and corporate governance (RePEc:eee:pacfin:v:47:y:2018:i:c:p:129-149)
by Safiullah, Md & Shamsuddin, Abul - Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach (RePEc:eee:pacfin:v:55:y:2019:i:c:p:142-160)
by Bahrami, Afsaneh & Shamsuddin, Abul & Uylangco, Katherine - Investor sentiment and the price-earnings ratio in the G7 stock markets (RePEc:eee:pacfin:v:55:y:2019:i:c:p:46-62)
by Rahman, Md Lutfur & Shamsuddin, Abul - Seasonal anomalies in advanced emerging stock markets (RePEc:eee:quaeco:v:66:y:2017:i:c:p:169-181)
by Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul - Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country (RePEc:eee:reveco:v:35:y:2015:i:c:p:315-332)
by Katusiime, Lorna & Shamsuddin, Abul & Agbola, Frank W. - Time-varying return predictability in South Asian equity markets (RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200)
by Rahman, Md. Lutfur & Lee, Doowon & Shamsuddin, Abul - Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator (RePEc:eee:reveco:v:62:y:2019:i:c:p:267-286)
by Rahman, Md Lutfur & Shamsuddin, Abul & Lee, Doowon - Unknown item RePEc:eme:jes000:01443589710175816 (article)
- Cointegration test of the monetary theory of inflation and forecasting accuracy of the univariate and vector ARMA models of inflation (RePEc:eme:jespps:01443589710175816)
by Abul F.M. Shamsuddin & Richard A. Holmes - A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors (RePEc:gri:fpaper:finance:201119)
by Dong Xiang & Abul Shamsuddin & Andrew C Worthington - A monetary analysis of foreign exchange market disequilibrium in Fiji (RePEc:ids:ijepee:v:5:y:2012:i:1:p:66-81)
by Shabbir Ahmad & Abul Shamsuddin & Malcolm Treadgold - Does CEO–Audit Committee/Board Interlocking Matter for Corporate Social Responsibility? (RePEc:kap:jbuset:v:179:y:2022:i:3:d:10.1007_s10551-021-04871-8)
by Sudipta Bose & Muhammad Jahangir Ali & Sarowar Hossain & Abul Shamsuddin - Short-Horizon Return Predictability in International Equity Markets (RePEc:ltr:wpaper:2009.01)
by Abul Shamsuddin & Jae H Kim - The differing efficiency experiences of banks leading up to the global financial crisis: A comparative empirical analysis from Australia, Canada and the UK (RePEc:spr:jecfin:v:39:y:2015:i:2:p:327-346)
by Dong Xiang & Abul Shamsuddin & Andrew Worthington - Public pension and wealth inequality in Canada (RePEc:taf:apeclt:v:8:y:2001:i:5:p:315-320)
by Abul Shamsuddin - Does bank efficiency matter? Market value relevance of bank efficiency in Australia (RePEc:taf:applec:44:y:2012:i:27:p:3563-3572)
by Abul Shamsuddin & Dong Xiang - Thedouble-negativeeffect onthe earnings of foreign-born females in Canada (RePEc:taf:applec:v:30:y:1998:i:9:p:1187-1201)
by Abul Shamsuddin - Immigration and the unemployment benefit programme in Australia (RePEc:taf:applec:v:33:y:2001:i:12:p:1587-1597)
by Asifa Nahid & Abul Shamsuddin - Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility (RePEc:taf:applec:v:36:y:2004:i:14:p:1599-1606)
by Imad Moosa & Abul Shamsuddin - Interest rate, size and book-to-market effects in Australian financial firms (RePEc:taf:applec:v:46:y:2014:i:25:p:3005-3020)
by Md Akhtaruzzaman & Paul Docherty & Abul Shamsuddin - Exchange rate volatility--economic growth nexus in Uganda (RePEc:taf:applec:v:48:y:2016:i:26:p:2428-2442)
by Lorna Katusiime & Frank W. Agbola & Abul Shamsuddin - Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure (RePEc:taf:applec:v:49:y:2017:i:19:p:1855-1874)
by Md. Akhtaruzzaman & Abul Shamsuddin - The Value Relevance of Corporate Investment in Carbon Abatement: The Influence of National Climate Policy (RePEc:taf:euract:v:31:y:2022:i:5:p:1233-1261)
by Rong He & Le Luo & Abul Shamsuddin & Qingliang Tang - Exports and economic growth in Bangladesh (RePEc:taf:jdevst:v:35:y:1998:i:1:p:89-114)
by Shamshad Begum & Abul Shamsuddin - A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests (RePEc:taf:quantf:v:15:y:2015:i:9:p:1501-1514)
by Jae H. Kim & Abul Shamsuddin - Short-Horizon Return Predictability in International Equity Markets (RePEc:trb:wpaper:2009.01)
by Abul Shamsuddin & Jae H Kim