Details about Abul Shamsuddin

Access statistics for papers by Abul Shamsuddin.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: psh1172

Working Papers

2011

1. 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
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics View citations (1)

2009

2. Short-Horizon Return Predictability in International Equity Markets
   Working Papers, School of Economics, La Trobe University
   Also in Working Papers, School of Economics, La Trobe University (2009)
   See also Journal Article Short‐Horizon Return Predictability in International Equity Markets, The Financial Review, Eastern Finance Association (2010) View citations (11) (2010)

Journal Articles

2023

1. Diffusion of integrated reporting, insights and potential avenues for future research
   Accounting and Finance, 2023, 63, (2), 2503-2555

2022

2. Corporate carbon accounting: a literature review of carbon accounting research from the Kyoto Protocol to the Paris Agreement
   Accounting and Finance, 2022, 62, (1), 261-298 View citations (17)
3. Does CEO–Audit Committee/Board Interlocking Matter for Corporate Social Responsibility?
   Journal of Business Ethics, 2022, 179, (3), 819-847 View citations (4)
4. Technical efficiency of Islamic and conventional banks with undesirable output: Evidence from a stochastic meta-frontier directional distance function
   Global Finance Journal, 2022, 51, (C) View citations (1)
5. The Value Relevance of Corporate Investment in Carbon Abatement: The Influence of National Climate Policy
   European Accounting Review, 2022, 31, (5), 1233-1261 View citations (4)

2021

6. Asset pricing factors in Islamic equity returns
   International Review of Finance, 2021, 21, (2), 523-554 View citations (2)
7. The non-linear effect of CSR on firms’ systematic risk: International evidence
   Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) View citations (4)

2020

8. A bootstrap test for predictability of asset returns
   Finance Research Letters, 2020, 35, (C) View citations (4)
9. Initial public offer pricing, corporate governance and contextual relevance: Australian evidence
   Accounting and Finance, 2020, 60, (1), 335-372 View citations (3)

2019

10. Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach
    Pacific-Basin Finance Journal, 2019, 55, (C), 142-160 View citations (5)
11. Can energy prices predict stock returns? An extreme bounds analysis
    Energy Economics, 2019, 81, (C), 822-834 View citations (18)
12. Investor sentiment and the price-earnings ratio in the G7 stock markets
    Pacific-Basin Finance Journal, 2019, 55, (C), 46-62 View citations (14)
13. Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator
    International Review of Economics & Finance, 2019, 62, (C), 267-286 View citations (3)
14. Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks
    Journal of Corporate Finance, 2019, 55, (C), 105-140 View citations (28)

2018

15. Limits to arbitrage and the MAX anomaly in advanced emerging markets
    Emerging Markets Review, 2018, 36, (C), 95-109 View citations (10)
16. Out‐of‐sample stock return predictability in emerging markets
    Accounting and Finance, 2018, 58, (3), 727-750 View citations (1)
17. Risk in Islamic banking and corporate governance
    Pacific-Basin Finance Journal, 2018, 47, (C), 129-149 View citations (38)

2017

18. Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure
    Applied Economics, 2017, 49, (19), 1855-1874 View citations (3)
19. Liquidity commonality in the secondary corporate loan market
    Economics Letters, 2017, 161, (C), 10-14 View citations (4)
20. Seasonal anomalies in advanced emerging stock markets
    The Quarterly Review of Economics and Finance, 2017, 66, (C), 169-181 View citations (16)
21. Time-varying return predictability in South Asian equity markets
    International Review of Economics & Finance, 2017, 48, (C), 179-200 View citations (6)

2016

22. Exchange rate volatility--economic growth nexus in Uganda
    Applied Economics, 2016, 48, (26), 2428-2442 View citations (9)
23. International contagion through financial versus non-financial firms
    Economic Modelling, 2016, 59, (C), 143-163 View citations (19)

2015

24. A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests
    Quantitative Finance, 2015, 15, (9), 1501-1514 View citations (5)
25. Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country
    International Review of Economics & Finance, 2015, 35, (C), 315-332 View citations (27)
26. Macroeconomic and market microstructure modelling of Ugandan exchange rate
    Economic Modelling, 2015, 45, (C), 175-186 View citations (5)
27. Market sentiment and the Fama–French factor premia
    Economics Letters, 2015, 136, (C), 129-132 View citations (2)
28. The differing efficiency experiences of banks leading up to the global financial crisis: A comparative empirical analysis from Australia, Canada and the UK
    Journal of Economics and Finance, 2015, 39, (2), 327-346 View citations (5)

2014

29. Are Dow Jones Islamic equity indices exposed to interest rate risk?
    Economic Modelling, 2014, 39, (C), 273-281 View citations (61)
30. Dynamic correlation analysis of spill-over effects of interest rate risk and return on Australian and US financial firms
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 378-396 View citations (21)
31. Interest rate, size and book-to-market effects in Australian financial firms
    Applied Economics, 2014, 46, (25), 3005-3020 View citations (1)
32. Investor attention, information diffusion and industry returns
    Pacific-Basin Finance Journal, 2014, 30, (C), 30-43 View citations (7)

2012

33. A monetary analysis of foreign exchange market disequilibrium in Fiji
    International Journal of Economic Policy in Emerging Economies, 2012, 5, (1), 66-81 View citations (2)
34. Does bank efficiency matter? Market value relevance of bank efficiency in Australia
    Applied Economics, 2012, 44, (27), 3563-3572 View citations (14)

2011

35. Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
    Journal of Empirical Finance, 2011, 18, (5), 868-879 View citations (150)

2010

36. Short‐Horizon Return Predictability in International Equity Markets
    The Financial Review, 2010, 45, (2), 469-484 View citations (11)
    See also Working Paper Short-Horizon Return Predictability in International Equity Markets, Working Papers (2009) (2009)

2008

37. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
    Journal of Empirical Finance, 2008, 15, (3), 518-532 View citations (134)

2004

38. Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility
    Applied Economics, 2004, 36, (14), 1599-1606 View citations (4)

2001

39. Immigration and the unemployment benefit programme in Australia
    Applied Economics, 2001, 33, (12), 1587-1597 View citations (1)
40. Public pension and wealth inequality in Canada
    Applied Economics Letters, 2001, 8, (5), 315-320 View citations (8)

1998

41. Exports and economic growth in Bangladesh
    Journal of Development Studies, 1998, 35, (1), 89-114 View citations (17)
42. Thedouble-negativeeffect onthe earnings of foreign-born females in Canada
    Applied Economics, 1998, 30, (9), 1187-1201 View citations (11)

1997

43. Cointegration test of the monetary theory of inflation and forecasting accuracy of the univariate and vector ARMA models of inflation
    Journal of Economic Studies, 1997, 24, (5), 294-306