Abul Shamsuddin : Citation Profile


Are you Abul Shamsuddin?

University of Newcastle

11

H index

11

i10 index

509

Citations

RESEARCH PRODUCTION:

37

Articles

3

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 22
   Journals where Abul Shamsuddin has often published
   Relations with other researchers
   Recent citing documents: 98.    Total self citations: 7 (1.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh1172
   Updated: 2022-10-01    RAS profile: 2021-11-06    
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Relations with other researchers


Works with:

Kim, Jae (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Abul Shamsuddin.

Is cited by:

Darné, Olivier (24)

Kim, Jae (20)

Sensoy, Ahmet (11)

Uddin, Gazi (9)

Noda, Akihiko (7)

CHARLES, Amelie (7)

Fernandez Bariviera, Aurelio (6)

Hassan, M. Kabir (6)

Shahzad, Syed Jawad Hussain (6)

Bönke, Timm (5)

schröder, carsten (5)

Cites to:

Berger, Allen (31)

Mester, Loretta (20)

Kim, Jae (18)

Fama, Eugene (16)

Shleifer, Andrei (14)

Engle, Robert (12)

Harvey, Campbell (12)

French, Kenneth (10)

Bekaert, Geert (10)

Lo, Andrew (8)

Campbell, John (8)

Main data


Where Abul Shamsuddin has published?


Journals with more than one article published# docs
Applied Economics7
Pacific-Basin Finance Journal4
International Review of Economics & Finance3
Economic Modelling3
Economics Letters2
Journal of International Financial Markets, Institutions and Money2
Accounting and Finance2
Journal of Empirical Finance2

Recent works citing Abul Shamsuddin (2022 and 2021)


YearTitle of citing document
2022Efficiency of the Moscow Stock Exchange before 2022. (2022). Marmi, Stefano ; Mazzarisi, Piero ; Shternshis, Andrey. In: Papers. RePEc:arx:papers:2207.10476.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:488-500.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:11:y:2021:i:6:p:488-500:id:2101.

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2021Employee disclosures in the grocery industry before the COVID?19 pandemic. (2021). Zunker, Tamara ; McCormack, Robyn ; Kent, Pamela. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4833-4858.

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2022New evidence on Islamic and conventional bank efficiency: A meta?regression analysis. (2022). Chaffai, Mohamed E. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:221-246.

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2021Business Strategy and Labor Investment Efficiency. (2021). Hasan, Mostafa M ; Habib, Ahsan. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:58-96.

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2022Do stock markets play a role in determining COVID?19 economic stimulus? A cross?country analysis. (2022). Chaudhry, Sajid M ; Khalid, Usman ; Shafiullah, Muhammad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:2:p:386-408.

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2021The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic. (2021). Ramona, Dumitriu ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:293-303.

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2021Stability efficiency in Islamic banks: Does board governance matter?. (2021). Safiullah, MD. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303713.

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2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. (2021). Wang, DA ; Liu, Lan ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001303.

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2022Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Zhao, Chengjie ; Li, Yangyang ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151.

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2022The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204.

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2021Adjusted dividend-price ratios and stock return predictability: Evidence from China. (2021). Yin, Libo ; Nie, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302611.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021The effects of corporate name changes on firm information environment and earnings management. (2021). Zhou, Fuzhao ; Huang, Jianning ; Devos, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001812.

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2022Exploring the source of the financial performance in Chinese banks: A risk-adjusted decomposition approach. (2022). Wu, Xin ; Wang, Yujia ; Chen, Xiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s105752192200028x.

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2021Firm-specific investor sentiment and stock price crash risk. (2021). Wu, Xiang ; Fu, Junhui ; Chen, Rongda ; Liu, Yufang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308013.

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2021Is China a source of financial contagion?. (2021). Abdel-Qader, Waleed ; Akhtaruzzaman, MD ; Shams, Syed ; Hammami, Helmi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310402.

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2021Information dissemination and price discovery. (2021). Zantour, Ahlem ; Amairi, Haifa ; Saadi, Samir. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319314424.

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2021Financial contagion during COVID–19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, MD ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754.

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2021Impact on the firm value of financial institutions from penalties for violating anti-money laundering and economic sanctions regulations. (2021). Ngo, Thanh ; Houmes, Robert ; Jory, Surendranath Rakesh ; Wang, Daphne ; Gowin, Kathleen Donnelly. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320301550.

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2021Banks, Funds, and risks in islamic finance: Literature & future research avenues. (2021). Labidi, Chiraz ; Grira, Jocelyn. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316299.

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2021Futures market and the contagion effect of COVID-19 syndrome. (2021). Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000994.

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2022Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580.

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2022Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor. (2022). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003949.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021The holding behavior of Shariah financial assets within the global Islamic financial sector: A macroeconomic and firm-based model. (2021). Filomeni, Stefano ; Kok, Seng Kiong. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s104402831930314x.

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2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

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2021Does foreign monetary policy drive Australian banks wholesale funding costs?. (2021). Karpaviius, Sigitas ; Cottrell, Simon. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000740.

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2022Shariah governance in Islamic banks: Practices, practitioners and praxis. (2022). Osman, Ahmad Zamri ; Zainal, Nor Hafizah ; Ariffin, Noraini Mohd ; Fatmawati, Dewi. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s104402831930359x.

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2022Corporate governance and liquidity creation nexus in Islamic banks—Is managerial ability a channel?. (2022). Kabir, Md Nurul ; Hassan, Kabir M ; Safiullah, MD. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028320300016.

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2022Technical efficiency of Islamic and conventional banks with undesirable output: Evidence from a stochastic meta-frontier directional distance function. (2022). Shamsuddin, Abul ; Safiullah, MD. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s104402832030017x.

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2022Transition to Islamic equities: Systematic risk and Shariah compliance. (2022). Balli, Faruk ; de Bruin, Anne ; Hasan, Md Iftekhar. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028320300557.

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2021Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries. (2021). Adekoya, Oluwasegun ; Oduyemi, Gabriel O ; Akinseye, Ademola B ; Ogunbowale, Gideon O. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:166-181.

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2021Efficiency convergence in Islamic and conventional banks. (2021). Pappas, Vasileios ; Ongena, Steven ; Johnes, Jill ; Izzeldin, Marwan ; Tsionas, Mike. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301633.

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2021Global banking stability in the shadow of Covid-19 outbreak. (2021). Trinh, Vu Quang ; Elnahass, Marwa ; Li, Teng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s104244312100041x.

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2021The value relevance of bank cash Holdings: The moderating effect of board busyness. (2021). Cao, Ngan Duong ; Elnahass, Marwa ; Trinh, Vu Quang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000780.

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2021Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis. (2021). Sheng, Hsia Hua ; Rasheed, Abdul A ; Diniz-Maganini, Natalia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000809.

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2021Risk governance and bank risk-taking behavior: Evidence from Asian banks. (2021). Nguyen, Duc Khuong ; Hussain, Nazim ; Gull, Ammar Ali ; Abid, Ammar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001724.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472.

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2021Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. (2021). Garfatta, Riadh ; Zorgati, Imen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000281.

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2021Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030920x.

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2021Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021Trade, financial openness and dual banking economies: Evidence from GCC Region. (2021). Bahoo, Salman ; Paltrinieri, Andrea ; Hassan, Kabir M ; Khan, Ashraf. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000177.

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2021Quantile relationship between Islamic and non-Islamic equity markets. (2021). Kang, Sang Hoon ; Uddin, Gazi Salah ; Hedstrom, Axel ; Rahman, Md Lutfur. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000937.

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2021Financial stability efficiency of Islamic and conventional banks. (2021). Safiullah, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000949.

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2021A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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2021Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan. (2021). Shih, Yi-Cheng ; Lin, Li-Feng ; Su, Xuan-Qi ; Chen, Kuan-Hau. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001402.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2022Predicting the Australian equity risk premium. (2022). Jurdi, Doureige J. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001906.

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2022Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Gubareva, Mariya ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2022A model study for calculation of the temperatures of major stock markets in the world with the quantum simulation and determination of the crisis periods. (2022). TANRIOVEN, Cihan ; Susay, Aynur ; Kuzu, Erkan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:585:y:2022:i:c:s0378437121006907.

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2022Multivariate rescaled range analysis. (2022). Rodriguez, E ; Alvarez-Ramirez, J ; Meraz, M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008815.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Halloween effect and active fund management. (2021). Samios, Yiannis ; Kenourgios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:534-544.

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2021The topics of Islamic economics and finance research. (2021). Piepenbrink, Anke ; Dowling, Michael ; Alexakis, Christos ; Ghlamallah, Ezzedine. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:145-160.

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2021Impact of COVID-19 on stock market efficiency: Evidence from developed countries. (2021). Ozkan, Oktay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000660.

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2021Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000933.

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2022The trade-off between knowledge accumulation and independence: The case of the Shariah supervisory board within the Shariah governance and firm performance nexus. (2022). Farquhar, Stuart ; Giorgioni, Gianluigi ; Kok, Seng Kiong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001707.

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2022Exchange Rate Volatility, Inflation and Economic Growth in Developing Countries: Panel Data Approach for SADC. (2022). Maredza, Andrew ; Ogujiuba, Kanayo ; Olamide, Ebenezer. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:67-:d:773058.

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2022Do Firms in the Islamic Index Differ from Others? Evidence of Cost of Debt in Sharia Firms in Indonesia. (2022). Nasih, Mohammad ; Harymawan, Iman ; Gati, Vidia. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:5:p:119-:d:821840.

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2021Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies. (2021). Rupeika-Apoga, Ramona ; Zaidi, Syeda Hina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:43-:d:502872.

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2021Impacts of International Sports Events on the Stock Market: Evidence from the Announcement of the 18th Asian Games and 30th Southeast Asian Games. (2021). Alam, Md. Mahmudul ; Dewi, Rani ; Harjito, Dwipraptono. In: Post-Print. RePEc:hal:journl:hal-03538176.

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2021Corruption and bank risk-taking: The deterring role of Shariah supervision. (2021). TARAZI, Amine ; Khan, Mushtaq Hussain ; Fraz, Ahmad ; Hassan, Arshad ; Bitar, Mohammad. In: Working Papers. RePEc:hal:wpaper:hal-03366460.

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2021The relationship between Corporate Social Responsibility and performance: the moderating effect of financial leverage. (2021). Kabore, Rimvie Enoc ; Sahraoui, Wafa. In: Working Papers. RePEc:hal:wpaper:hal-03503462.

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2022Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis. (2022). Avdukic, Alija ; Wang, Yumeng ; Asutay, Mehmet. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09351-7.

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2021Have trend-following signals in commodity futures markets become less reliable in recent years?. (2021). Auer, Benjamin R. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00385-5.

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2021Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2021). Dockery, Everton ; Saleh, Mamdouh Abdulaziz. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00939-0.

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2021Impacts of International Sports Events on the Stock Market: Evidence from the Announcement of the 18th Asian Games and 30th Southeast Asian Games. (2021). Alam, Md. Mahmudul ; Harjito, Dwipraptono Agus ; Kusuma, Rani Ayu. In: OSF Preprints. RePEc:osf:osfxxx:4dgne.

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2021Predictability of market returns for the UK fs former colonies, protectorates, and mandates. (2021). Sakamoto, Jun ; Hidaka, Takuro. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2108.

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2021Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test. (2021). YAYA, OLAOLUWA ; Adekoya, Oluwasegun B ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:109828.

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2021Dependence Structure between Indian Financial Market and Energy Commodities: A Cross-quantilogram based Evidence. (2021). Sinha, Avik ; Sharma, Ankit ; Adhikari, Arnab ; Sharif, Arshian. In: MPRA Paper. RePEc:pra:mprapa:111181.

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2022Examining the Effect of Economic Collison: Case On Credit Performance in Islamic Banking. (2022). Pangestuti, Dewi Cahyani ; Fadila, Ardhiani. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:11:y:2022:i:1:p:132-145.

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2021THE EFFECT OF MACROECONOMIC INDICATORS ON STOCK MARKET: A STUDY ON ASIAN ECONOMIES. (2021). Ishaq, Hafiz Muhammad ; Akram, Muhammad ; Ahmad, Riaz ; Khan, Mansoor Alam. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:10:y:2021:i:1:p:114-127.

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2021The Impact of Trading Information Sets on Exchange Rate Change and Volatility: Evidence From Taiwan. (2021). Liu, Ying-Sing. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211052947.

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2022Adaptive Market Hypothesis and Time-varying Contrarian Effect: Evidence From Emerging Stock Markets of South Asia. (2022). Shaharuddin, Shahrin Saaid ; Abd, Mohd Edil ; Munir, Ali Fayyaz. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068490.

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2022Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence. (2022). Sharma, Ankit ; Adhikari, Arnab ; Sharif, Arshian ; Sinha, Avik. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04511-4.

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2022Nonperforming loan of European Islamic banks over the economic cycle. (2022). Margarint, Elena ; Obeid, Hassan ; ben Bouheni, Faten. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04038-8.

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2021Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis. (2021). Jafari, Mohammad Ali ; Ghazani, Majid Mirzaee. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00246-0.

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2022Effect of COVID-19 on ETF and index efficiency: evidence from an entropy-based analysis. (2022). Chandrashekhar, G R ; Madhavan, Vinodh ; Saha, Kunal. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:2:d:10.1007_s12197-021-09566-4.

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2021Market Efficiency of Euro Exchange Rates and Trading Strategies. (2021). Bošnjak, Mile ; Davor, Vlaji ; Ivan, Novak. In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:67:y:2021:i:2:p:10-19:n:2.

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2021Determining the causality between U.S. presidential prediction markets and global financial markets. (2021). Dimitrov, Stanko ; Abolghasemi, Yaser. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4534-4556.

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2021Faith?based versus value?based finance: Is there any portfolio diversification benefit between responsible and Islamic finance?. (2021). Goud, Blake ; Rahman, Md Atiqur ; Uddin, Md Akther ; Ali, Md Hakim. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5570-5583.

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2022The impact of the yield curve on the equity returns of insurance companies. (2022). Chen, Haiwei ; Killins, Robert N. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1134-1153.

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2021Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186.

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2021Impact of bitcoin futures on the informational efficiency of bitcoin spot market. (2021). Shynkevich, Andrei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:115-134.

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2021Exploring the market risk profiles of U.S. and European life insurers. (2021). Schlutter, Sebastian ; Grundl, Helmut ; Browne, Mark Joseph ; Grochola, Nicolaus. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3921.

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Works by Abul Shamsuddin:


YearTitleTypeCited
2018Out?of?sample stock return predictability in emerging markets In: Accounting and Finance.
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article1
2020Initial public offer pricing, corporate governance and contextual relevance: Australian evidence In: Accounting and Finance.
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article1
2010Short?Horizon Return Predictability in International Equity Markets In: The Financial Review.
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article8
2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 8
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2009Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2021Asset pricing factors in Islamic equity returns In: International Review of Finance.
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article1
2019Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks In: Journal of Corporate Finance.
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article21
2014Are Dow Jones Islamic equity indices exposed to interest rate risk? In: Economic Modelling.
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article54
2015Macroeconomic and market microstructure modelling of Ugandan exchange rate In: Economic Modelling.
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article5
2016International contagion through financial versus non-financial firms In: Economic Modelling.
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article13
2015Market sentiment and the Fama–French factor premia In: Economics Letters.
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article2
2017Liquidity commonality in the secondary corporate loan market In: Economics Letters.
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article3
2018Limits to arbitrage and the MAX anomaly in advanced emerging markets In: Emerging Markets Review.
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article6
2008Are Asian stock markets efficient? Evidence from new multiple variance ratio tests In: Journal of Empirical Finance.
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article119
2011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance.
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article124
2019Can energy prices predict stock returns? An extreme bounds analysis In: Energy Economics.
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article7
2020A bootstrap test for predictability of asset returns In: Finance Research Letters.
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article1
2014Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms In: Journal of International Financial Markets, Institutions and Money.
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article14
2021The non-linear effect of CSR on firms’ systematic risk: International evidence In: Journal of International Financial Markets, Institutions and Money.
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article1
2014Investor attention, information diffusion and industry returns In: Pacific-Basin Finance Journal.
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article2
2018Risk in Islamic banking and corporate governance In: Pacific-Basin Finance Journal.
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article21
2019Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach In: Pacific-Basin Finance Journal.
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article1
2019Investor sentiment and the price-earnings ratio in the G7 stock markets In: Pacific-Basin Finance Journal.
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article6
2017Seasonal anomalies in advanced emerging stock markets In: The Quarterly Review of Economics and Finance.
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article11
2015Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country In: International Review of Economics & Finance.
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article23
2017Time-varying return predictability in South Asian equity markets In: International Review of Economics & Finance.
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article4
2019Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator In: International Review of Economics & Finance.
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article1
2011A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors In: Discussion Papers in Finance.
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paper1
2012A monetary analysis of foreign exchange market disequilibrium in Fiji In: International Journal of Economic Policy in Emerging Economies.
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article1
2015The differing efficiency experiences of banks leading up to the global financial crisis: A comparative empirical analysis from Australia, Canada and the UK In: Journal of Economics and Finance.
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article4
2001Public pension and wealth inequality in Canada In: Applied Economics Letters.
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article6
2012Does bank efficiency matter? Market value relevance of bank efficiency in Australia In: Applied Economics.
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article11
1998Thedouble-negativeeffect onthe earnings of foreign-born females in Canada In: Applied Economics.
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article7
2001Immigration and the unemployment benefit programme in Australia In: Applied Economics.
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article1
2004Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility In: Applied Economics.
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article4
2014Interest rate, size and book-to-market effects in Australian financial firms In: Applied Economics.
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article0
2016Exchange rate volatility--economic growth nexus in Uganda In: Applied Economics.
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article5
2017Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure In: Applied Economics.
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article3
1998Exports and economic growth in Bangladesh In: Journal of Development Studies.
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article13
2015A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests In: Quantitative Finance.
[Full Text][Citation analysis]
article3

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