Access Statistics for Abul Shamsuddin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 0 0 1 73 2 10 15 321
Short-Horizon Return Predictability in International Equity Markets 0 0 0 28 0 8 11 107
Short-Horizon Return Predictability in International Equity Markets 0 0 0 10 3 11 14 86
Total Working Papers 0 0 1 111 5 29 40 514


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap test for predictability of asset returns 0 0 1 26 1 5 8 66
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests 0 0 0 6 0 8 10 33
A monetary analysis of foreign exchange market disequilibrium in Fiji 0 0 0 12 0 3 7 66
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 1 1 4 420 1 7 20 1,080
Are Dow Jones Islamic equity indices exposed to interest rate risk? 0 1 3 65 1 4 11 168
Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach 0 0 1 7 1 3 7 28
Asset pricing factors in Islamic equity returns 0 0 2 6 0 2 9 25
Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure 0 0 2 8 1 7 20 41
Can energy prices predict stock returns? An extreme bounds analysis 0 0 1 7 0 4 7 44
Cointegration test of the monetary theory of inflation and forecasting accuracy of the univariate and vector ARMA models of inflation 0 0 0 1 0 1 2 4
Corporate carbon accounting: a literature review of carbon accounting research from the Kyoto Protocol to the Paris Agreement 1 6 13 47 2 23 47 154
Diffusion of integrated reporting, insights and potential avenues for future research 0 0 2 4 4 15 101 114
Does CEO–Audit Committee/Board Interlocking Matter for Corporate Social Responsibility? 0 0 1 7 0 6 15 46
Does bank efficiency matter? Market value relevance of bank efficiency in Australia 0 0 0 12 0 1 5 73
Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms 0 0 1 29 0 4 8 139
Exchange rate volatility--economic growth nexus in Uganda 0 1 5 28 1 12 21 93
Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility 0 0 0 79 0 3 5 271
Exports and economic growth in Bangladesh 0 0 5 58 1 7 24 193
Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country 0 0 0 56 1 8 10 224
Immigration and the unemployment benefit programme in Australia 0 0 0 69 0 4 5 790
Initial public offer pricing, corporate governance and contextual relevance: Australian evidence 0 0 0 3 0 1 5 21
Interest rate, size and book-to-market effects in Australian financial firms 0 0 1 11 0 4 14 62
International contagion through financial versus non-financial firms 0 0 0 30 1 5 14 136
Investor attention, information diffusion and industry returns 0 0 1 9 2 8 12 45
Investor sentiment and the price-earnings ratio in the G7 stock markets 0 0 5 48 3 6 22 164
Limits to arbitrage and the MAX anomaly in advanced emerging markets 0 0 0 10 1 8 12 108
Liquidity commonality in the secondary corporate loan market 0 0 0 11 0 3 5 102
Macroeconomic and market microstructure modelling of Ugandan exchange rate 0 0 0 29 1 5 10 178
Market sentiment and the Fama–French factor premia 0 0 0 17 0 4 6 101
Out‐of‐sample stock return predictability in emerging markets 0 0 0 10 1 3 6 37
Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator 0 0 0 10 0 6 10 41
Public pension and wealth inequality in Canada 0 0 0 35 0 5 11 301
Risk in Islamic banking and corporate governance 0 2 17 162 3 13 57 529
Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks 0 3 9 49 1 10 27 238
Seasonal anomalies in advanced emerging stock markets 0 0 2 64 3 11 22 215
Short‐Horizon Return Predictability in International Equity Markets 0 0 0 29 0 3 4 148
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data 0 0 5 104 4 18 35 397
Technical efficiency of Islamic and conventional banks with undesirable output: Evidence from a stochastic meta-frontier directional distance function 0 0 0 11 1 3 7 29
The Value Relevance of Corporate Investment in Carbon Abatement: The Influence of National Climate Policy 0 0 3 4 3 5 11 17
The differing efficiency experiences of banks leading up to the global financial crisis: A comparative empirical analysis from Australia, Canada and the UK 0 0 1 18 0 2 7 113
The non-linear effect of CSR on firms’ systematic risk: International evidence 0 2 7 46 1 8 25 131
Thedouble-negativeeffect onthe earnings of foreign-born females in Canada 0 0 0 43 1 1 1 185
Time-varying return predictability in South Asian equity markets 0 0 2 48 1 13 22 148
Total Journal Articles 2 16 94 1,748 41 272 687 7,098
1 registered items for which data could not be found


Statistics updated 2026-03-04