13
H index
16
i10 index
666
Citations
University of Newcastle | 13 H index 16 i10 index 666 Citations RESEARCH PRODUCTION: 43 Articles 3 Papers RESEARCH ACTIVITY: 26 years (1997 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh1172 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Abul Shamsuddin. | Is cited by: | Cites to: |
Year | Title of citing document |
---|---|
2024 | Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059. Full description at Econpapers || Download paper |
2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper |
2024 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper |
2023 | Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125. Full description at Econpapers || Download paper |
2023 | Employee 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. Full description at Econpapers || Download paper |
2023 | Corporate carbon assurance and the quality of carbon disclosure. (2023). Ayers, Jamie ; Fan, Hanlu ; Tang, Qingliang ; Luo, LE. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:657-690. Full description at Econpapers || Download paper |
2023 | Disclosure of liquidity and cash flow statements by Australian superannuation funds before Covid?19. (2023). Tarr, Julieanne ; McCormack, Robyn ; Kent, Richard. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2653-2675. Full description at Econpapers || Download paper |
2023 | Exploring the determinants of carbon management system quality: The role of corporate governance and climate risks and opportunities. (2023). Varua, Maria Estela ; Hamid, Ali ; Tang, Qingliang ; Datt, Rina ; Elsayih, Jibriel. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4065-4091. Full description at Econpapers || Download paper |
2023 | Reporting and Assurance of Climate?Related and Other Sustainability Information: A Review of Research and Practice. (2022). Zhou, Shan. In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:3:p:315-333. Full description at Econpapers || Download paper |
2023 | Organic versus cosmetic efforts of the quality of carbon reporting by top New Zealand firms. Does market reward or penalise?. (2023). Ielemia, Ielemia K ; Houqe, Muhammad Nurul ; Khan, Habib Zaman. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:686-703. Full description at Econpapers || Download paper |
2023 | Chinas manufacturing firms willingness to pay for carbon abatement: A cost perspective. (2023). Shi, Xunpeng ; An, Yunfei ; Zhou, Xiaoyong ; Yu, Jian ; Wang, Qunwei. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:8:p:5477-5486. Full description at Econpapers || Download paper |
2024 | Good enough for outstanding growth: The experience of Bangladesh in comparative perspective. (2024). Wacker, Konstantin. In: Development Policy Review. RePEc:bla:devpol:v:42:y:2024:i:2:n:e12750. Full description at Econpapers || Download paper |
2024 | Are democratic regime and the magnitude of the informal economy robust determinants of human impacts on the environment? An extreme bounds analysis. (2024). Kampas, Athanasios ; Vourvoulia, Michaela. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:611-629. Full description at Econpapers || Download paper |
2023 | Twelve Years Research Journey of Carbon Accounting. (2023). Setyarini, Endah Tri ; Harjanto, Atta Putra ; Hajawiyah, Ain ; Kiswanto, Kiswanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-27. Full description at Econpapers || Download paper |
2023 | The Impact of Women’s Role in Corporate Governance on Carbon Disclosure Performance: A Descriptive Study of Top 100 Global Energy Leaders. (2023). Jaaffar, Amar Hisham ; Majid, Nurshahirah Abd ; Mansour, Raed Hussam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-43. Full description at Econpapers || Download paper |
2023 | Investor sentiment in the tourism stock market. (2023). Kou, Iokteng Esther ; Wu, Chih-Hung ; Peng, Kang-Lin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000624. Full description at Econpapers || Download paper |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper |
2024 | The role of the net purchase of stocks by foreign investors in boosting stock returns: Evidence from the Indonesian stock market. (2024). Sergi, Bruno S ; Sulistiawan, Dedhy ; Rudiawarni, Felizia Arni. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000865. Full description at Econpapers || Download paper |
2024 | Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x. Full description at Econpapers || Download paper |
2023 | Credit risk in Islamic microfinance institutions: The role of women, groups, and rural borrowers. (2023). Elgammal, Mohammed M ; Mohamed, Toka S. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200111x. Full description at Econpapers || Download paper |
2023 | The impact of proximity within elite corporate networks on the Shariah governance-firm performance nexus: Evidence from the global Shariah elite. (2023). Shahgholian, Azar ; Kok, Seng Kiong. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000031. Full description at Econpapers || Download paper |
2024 | Carbon emission and firms’ value: Evidence from Europe. (2024). Maso, Lorenzo Dal ; Cicchiello, Antonella Francesca ; Buchetti, Bruno ; Perdichizzi, Salvatore. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400032x. Full description at Econpapers || Download paper |
2024 | Organization capital and GHG emissions. (2024). Luo, LE ; Hasan, Mostafa Monzur ; Provaty, Sagira Sultana. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400080x. Full description at Econpapers || Download paper |
2023 | How to reinforce the effectiveness of the EU emissions trading system in stimulating low-carbon technological change? Taking stock and future directions. (2023). Mama, Houdou Basse ; Schindelhauer, Kai ; Mandaroux, Rahel. In: Energy Policy. RePEc:eee:enepol:v:181:y:2023:i:c:s0301421523002823. Full description at Econpapers || Download paper |
2023 | Investor climate sentiment and financial markets. (2023). Santi, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000066. Full description at Econpapers || Download paper |
2023 | Investor propensity to speculate and price delay in emerging markets. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300073x. Full description at Econpapers || Download paper |
2023 | Corporate social network and corporate social responsibility: A perspective of interlocking directorates. (2023). Chan, Kam C ; Zhao, Tianjiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002272. Full description at Econpapers || Download paper |
2023 | Stock market anomalies: An extreme bounds analysis. (2023). Shamsuddin, Abul ; Kim, Jae H. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003575. Full description at Econpapers || Download paper |
2024 | Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Dogah, Kingsley E ; Umar, Zaghum ; Trabelsi, Nader ; Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970. Full description at Econpapers || Download paper |
2024 | The effect of directors and officers liabilities insurance on corporate social responsibility evidence from China. (2024). Zhong, Ziya ; Wang, Song ; Meng, Qingbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400108x. Full description at Econpapers || Download paper |
2024 | Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170. Full description at Econpapers || Download paper |
2023 | Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725. Full description at Econpapers || Download paper |
2024 | Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Palma, Alessia ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148. Full description at Econpapers || Download paper |
2023 | Corporate social responsibility misconduct and formation of board interlocks. (2023). Yao, Daifei ; Xiang, YI ; Tsang, Albert ; Wang, Yujie. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000621. Full description at Econpapers || Download paper |
2023 | Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028. Full description at Econpapers || Download paper |
2024 | Property crime and lottery-related anomalies. (2024). Bradrania, Reza ; Gao, YA. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001229. Full description at Econpapers || Download paper |
2023 | Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85. Full description at Econpapers || Download paper |
2023 | Social capital, trust, and bank tail risk: The value of ESG rating and the effects of crisis shocks. (2023). Elnahass, Marwa ; Li, Teng ; Cao, Ngan Duong ; Trinh, Vu Quang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000082. Full description at Econpapers || Download paper |
2023 | Dark premonitions: Pre-bankruptcy investor attention and behavior. (2023). Mollenhoff, Steffen ; Lohmann, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s037842662300078x. Full description at Econpapers || Download paper |
2023 | The impact of social security wealth on the distribution of wealth in the European Union. (2023). Wroski, Marcin. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:24:y:2023:i:c:s2212828x23000051. Full description at Econpapers || Download paper |
2023 | On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854. Full description at Econpapers || Download paper |
2023 | Vulnerability of sustainable markets to fossil energy shocks. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad ; Li, Yiying. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005901. Full description at Econpapers || Download paper |
2023 | Trade links and return predictability: The Australian evidence. (2023). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000410. Full description at Econpapers || Download paper |
2023 | Funding liquidity in Islamic banks: Does the Shariah supervisory boards higher educational attainment matter?. (2023). Safiullah, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000422. Full description at Econpapers || Download paper |
2024 | Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696. Full description at Econpapers || Download paper |
2023 | Adoption of quality standards for corporate greenhouse gas inventories: The importance of other stakeholders. (2023). Chappin, Emile ; van De, Geerten ; Hoogerbrugge, Coen. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000890. Full description at Econpapers || Download paper |
2024 | In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332. Full description at Econpapers || Download paper |
2023 | Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen ; Mensi, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:139-157. Full description at Econpapers || Download paper |
2024 | NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict. (2024). Okorie, David ; Mazur, Mieszko ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:126-151. Full description at Econpapers || Download paper |
2023 | Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329. Full description at Econpapers || Download paper |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper |
2024 | ESG disclosure and internal pay gap: Empirical evidence from China. (2024). Adu, Douglas A ; Abedin, Mohammad Zoynul ; Chen, Lifeng ; Khurram, Muhammad Usman ; Lucey, Brian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:228-244. Full description at Econpapers || Download paper |
2024 | Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data. (2024). Wang, Yaojun ; Zhao, Chengjie ; Gao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:438-450. Full description at Econpapers || Download paper |
2023 | Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193. Full description at Econpapers || Download paper |
2023 | Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545. Full description at Econpapers || Download paper |
2024 | When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Gubareva, Mariya ; Ali, Shoaib ; Naveed, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866. Full description at Econpapers || Download paper |
2023 | The Empirical Explanatory Power of CAPM and the Fama and French Three-Five Factor Models in the Moroccan Stock Exchange. (2023). Benfeddoul, Safae ; Taib, Asmaa Alaoui. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:47-:d:1097126. Full description at Econpapers || Download paper |
2023 | Time-Varying Relation between Oil Shocks and European Stock Market Returns. (2023). Kizys, Renatas ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:174-:d:1088260. Full description at Econpapers || Download paper |
2023 | The Effect of Women’s Leadership on Carbon Disclosure by the Top 100 Global Energy Leaders. (2023). Jaaffar, Amar Hisham ; Majid, Nurshahirah Abd. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8491-:d:1154012. Full description at Econpapers || Download paper |
2023 | Empirical Analysis of the Carbon Accounting Information Disclosure (CAID) Affecting R&D Investment and Sustainable Development in State-Owned and Non-State-Owned Enterprises. (2023). So, Michael. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3737-:d:1072255. Full description at Econpapers || Download paper |
2023 | In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Makram, B ; Chaibi, A ; Al-Nassar, N S. In: Post-Print. RePEc:hal:journl:hal-04435437. Full description at Econpapers || Download paper |
2023 | The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5. Full description at Econpapers || Download paper |
2023 | Does an asymmetric nexus exist between exports and economic growth in Pakistan? Recent evidence from a nonlinear ARDL approach. (2023). Cheema, Ahmed Raza ; Sial, Maqbool H ; Saleem, Adeel. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09426-z. Full description at Econpapers || Download paper |
2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper |
2023 | Predictability 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. Full description at Econpapers || Download paper |
2023 | Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates. (2023). Saito, Yuta ; Hidaka, Takuro ; Sakamoto, Jun. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2108r. Full description at Econpapers || Download paper |
2023 | How do prosperity and aspiration underlie leisure tourism expenditure patterns?. (2023). Nusair, Khaldoon ; Olya, Hossein ; Alfarhan, Usamah F. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:3:p:842-849. Full description at Econpapers || Download paper |
2023 | The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4. Full description at Econpapers || Download paper |
2023 | Prediction of stock price growth for novel greedy heuristic optimized multi-instances quantitative (NGHOMQ). (2023). Mohan, Krishna A ; Srinnivas, K ; Polamuri, Subba Rao. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-022-01801-3. Full description at Econpapers || Download paper |
2023 | Productivity-conditioned market reaction of US Bank acquisitions during regulation-deregulation eras. (2023). Sanchez, Benito A ; Nusair, Salah A ; Essaddam, Naceur ; Al-Khasawneh, Jamal Ali. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09610-x. Full description at Econpapers || Download paper |
2023 | Exploring the growth direction: the impact of exchange rate and purchasing managers index on economic growth in Sri Lanka. (2023). Dharmasena, Thanuja ; Jayathilake, Bhakthi ; Rathnayake, Rishani ; Jayathilaka, Ruwan ; Kathriarachchi, Deumi ; Bodinayake, Dananja. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01490-x. Full description at Econpapers || Download paper |
2023 | Impact of financial development initiatives on the banks’ financial performance: comparative study in the stakeholders’ theory framework. (2023). Haddad, Achraf. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00393-1. Full description at Econpapers || Download paper |
2023 | Day?of?the?week effect and market liquidity: A comparative study from emerging stock markets of Asia†. (2023). Zaman, Syed Imran ; Alam, Syed Hasnain ; Aqil, Muhammad ; Khan, Badal. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:544-561. Full description at Econpapers || Download paper |
2023 | Do Dow Jones Islamic equity indices undergo speculative pressure? New insights from a nonlinear and asymmetric analysis. (2023). mongi, arfaoui ; Raggad, Bechir ; Arfaoui, Mongi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1582-1601. Full description at Econpapers || Download paper |
2023 | The impact of external governance and regulatory settings on the profitability of Islamic banks: Evidence from Arab markets. (2023). Bahreini, Mahboubeh ; Athari, Seyed Alireza. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2124-2147. Full description at Econpapers || Download paper |
2023 | A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies. (2023). Li, Songsong ; Zhang, Weiqian ; Yang, Yizhe ; Guo, Zhichang. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1729-1749. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | Initial public offer pricing, corporate governance and contextual relevance: Australian evidence In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
2022 | Corporate carbon accounting: a literature review of carbon accounting research from the Kyoto Protocol to the Paris Agreement In: Accounting and Finance. [Full Text][Citation analysis] | article | 15 |
2023 | Diffusion of integrated reporting, insights and potential avenues for future research In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2010 | Short-Horizon Return Predictability in International Equity Markets In: The Financial Review. [Full Text][Citation analysis] | article | 10 |
2009 | Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2009 | Short-Horizon Return Predictability in International Equity Markets.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | Asset pricing factors in Islamic equity returns In: International Review of Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 26 |
2014 | Are Dow Jones Islamic equity indices exposed to interest rate risk? In: Economic Modelling. [Full Text][Citation analysis] | article | 59 |
2015 | Macroeconomic and market microstructure modelling of Ugandan exchange rate In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2016 | International contagion through financial versus non-financial firms In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
2015 | Market sentiment and the Fama–French factor premia In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2017 | Liquidity commonality in the secondary corporate loan market In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2018 | Limits to arbitrage and the MAX anomaly in advanced emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 9 |
2008 | Are Asian stock markets efficient? Evidence from new multiple variance ratio tests In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 131 |
2011 | Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 144 |
2019 | Can energy prices predict stock returns? An extreme bounds analysis In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
2020 | A bootstrap test for predictability of asset returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2022 | Technical efficiency of Islamic and conventional banks with undesirable output: Evidence from a stochastic meta-frontier directional distance function In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
2014 | Dynamic 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. [Full Text][Citation analysis] | article | 20 |
2021 | The non-linear effect of CSR on firms’ systematic risk: International evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2014 | Investor attention, information diffusion and industry returns In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2018 | Risk in Islamic banking and corporate governance In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 36 |
2019 | Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2019 | Investor sentiment and the price-earnings ratio in the G7 stock markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 12 |
2017 | Seasonal anomalies in advanced emerging stock markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 16 |
2015 | Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 26 |
2017 | Time-varying return predictability in South Asian equity markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
2019 | Predictive 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. [Full Text][Citation analysis] | article | 3 |
In: . [Full Text][Citation analysis] | article | 0 | |
1997 | Cointegration test of the monetary theory of inflation and forecasting accuracy of the univariate and vector ARMA models of inflation In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2011 | 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 In: Discussion Papers in Finance. [Full Text][Citation analysis] | paper | 1 |
2012 | A monetary analysis of foreign exchange market disequilibrium in Fiji In: International Journal of Economic Policy in Emerging Economies. [Full Text][Citation analysis] | article | 2 |
2022 | Does CEO–Audit Committee/Board Interlocking Matter for Corporate Social Responsibility? In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 3 |
2015 | The 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. [Full Text][Citation analysis] | article | 6 |
2001 | Public pension and wealth inequality in Canada In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
2012 | Does bank efficiency matter? Market value relevance of bank efficiency in Australia In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
1998 | Thedouble-negativeeffect onthe earnings of foreign-born females in Canada In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
2001 | Immigration and the unemployment benefit programme in Australia In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2004 | Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2014 | Interest rate, size and book-to-market effects in Australian financial firms In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Exchange rate volatility--economic growth nexus in Uganda In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2017 | Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2022 | The Value Relevance of Corporate Investment in Carbon Abatement: The Influence of National Climate Policy In: European Accounting Review. [Full Text][Citation analysis] | article | 4 |
1998 | Exports and economic growth in Bangladesh In: Journal of Development Studies. [Full Text][Citation analysis] | article | 16 |
2015 | A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team