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Details about Abul Shamsuddin

E-mail:
Homepage:https://www.newcastle.edu.au/profile/abul-shamsuddin
Phone:+61 2 49216118
Postal address:The University of Newcastle NUspace, Newcastle City Campus 409 Hunter St, Newcastle NSW 2300, Australia
Workplace:College of Human and Social Futures, University of Newcastle, (more information at EDIRC)

Access statistics for papers by Abul Shamsuddin.

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

Short-id: psh1172


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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 Downloads View citations (1)

2009

  1. Short-Horizon Return Predictability in International Equity Markets
    Working Papers, School of Economics, La Trobe University Downloads
    Also in Working Papers, School of Economics, La Trobe University (2009) Downloads

    See also Journal Article Short‐Horizon Return Predictability in International Equity Markets, The Financial Review, Eastern Finance Association (2010) Downloads View citations (10) (2010)

Journal Articles

2023

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

2022

  1. 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 Downloads View citations (13)
  2. Does CEO–Audit Committee/Board Interlocking Matter for Corporate Social Responsibility?
    Journal of Business Ethics, 2022, 179, (3), 819-847 Downloads View citations (1)
  3. 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) Downloads View citations (1)
  4. The Value Relevance of Corporate Investment in Carbon Abatement: The Influence of National Climate Policy
    European Accounting Review, 2022, 31, (5), 1233-1261 Downloads View citations (2)

2021

  1. Asset pricing factors in Islamic equity returns
    International Review of Finance, 2021, 21, (2), 523-554 Downloads View citations (2)
  2. The non-linear effect of CSR on firms’ systematic risk: International evidence
    Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) Downloads View citations (3)

2020

  1. A bootstrap test for predictability of asset returns
    Finance Research Letters, 2020, 35, (C) Downloads View citations (4)
  2. Initial public offer pricing, corporate governance and contextual relevance: Australian evidence
    Accounting and Finance, 2020, 60, (1), 335-372 Downloads View citations (2)

2019

  1. Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach
    Pacific-Basin Finance Journal, 2019, 55, (C), 142-160 Downloads View citations (3)
  2. Can energy prices predict stock returns? An extreme bounds analysis
    Energy Economics, 2019, 81, (C), 822-834 Downloads View citations (16)
  3. Investor sentiment and the price-earnings ratio in the G7 stock markets
    Pacific-Basin Finance Journal, 2019, 55, (C), 46-62 Downloads View citations (10)
  4. 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 Downloads View citations (3)
  5. Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks
    Journal of Corporate Finance, 2019, 55, (C), 105-140 Downloads View citations (26)

2018

  1. Limits to arbitrage and the MAX anomaly in advanced emerging markets
    Emerging Markets Review, 2018, 36, (C), 95-109 Downloads View citations (7)
  2. Out‐of‐sample stock return predictability in emerging markets
    Accounting and Finance, 2018, 58, (3), 727-750 Downloads View citations (1)
  3. Risk in Islamic banking and corporate governance
    Pacific-Basin Finance Journal, 2018, 47, (C), 129-149 Downloads View citations (36)

2017

  1. Australian financial firms’ exposures to the level, slope, and curvature of the interest rate term structure
    Applied Economics, 2017, 49, (19), 1855-1874 Downloads View citations (3)
  2. Liquidity commonality in the secondary corporate loan market
    Economics Letters, 2017, 161, (C), 10-14 Downloads View citations (3)
  3. Seasonal anomalies in advanced emerging stock markets
    The Quarterly Review of Economics and Finance, 2017, 66, (C), 169-181 Downloads View citations (16)
  4. Time-varying return predictability in South Asian equity markets
    International Review of Economics & Finance, 2017, 48, (C), 179-200 Downloads View citations (5)

2016

  1. Exchange rate volatility--economic growth nexus in Uganda
    Applied Economics, 2016, 48, (26), 2428-2442 Downloads View citations (7)
  2. International contagion through financial versus non-financial firms
    Economic Modelling, 2016, 59, (C), 143-163 Downloads View citations (17)

2015

  1. 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 Downloads View citations (5)
  2. Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country
    International Review of Economics & Finance, 2015, 35, (C), 315-332 Downloads View citations (27)
  3. Macroeconomic and market microstructure modelling of Ugandan exchange rate
    Economic Modelling, 2015, 45, (C), 175-186 Downloads View citations (5)
  4. Market sentiment and the Fama–French factor premia
    Economics Letters, 2015, 136, (C), 129-132 Downloads View citations (2)
  5. 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 Downloads View citations (4)

2014

  1. Are Dow Jones Islamic equity indices exposed to interest rate risk?
    Economic Modelling, 2014, 39, (C), 273-281 Downloads View citations (60)
  2. 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 Downloads View citations (18)
  3. Interest rate, size and book-to-market effects in Australian financial firms
    Applied Economics, 2014, 46, (25), 3005-3020 Downloads View citations (1)
  4. Investor attention, information diffusion and industry returns
    Pacific-Basin Finance Journal, 2014, 30, (C), 30-43 Downloads View citations (5)

2012

  1. A monetary analysis of foreign exchange market disequilibrium in Fiji
    International Journal of Economic Policy in Emerging Economies, 2012, 5, (1), 66-81 Downloads View citations (1)
  2. Does bank efficiency matter? Market value relevance of bank efficiency in Australia
    Applied Economics, 2012, 44, (27), 3563-3572 Downloads View citations (13)

2011

  1. Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data
    Journal of Empirical Finance, 2011, 18, (5), 868-879 Downloads View citations (142)

2010

  1. Short‐Horizon Return Predictability in International Equity Markets
    The Financial Review, 2010, 45, (2), 469-484 Downloads View citations (10)
    See also Working Paper Short-Horizon Return Predictability in International Equity Markets, Working Papers (2009) Downloads (2009)

2008

  1. Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
    Journal of Empirical Finance, 2008, 15, (3), 518-532 Downloads View citations (132)

2004

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

2001

  1. Immigration and the unemployment benefit programme in Australia
    Applied Economics, 2001, 33, (12), 1587-1597 Downloads View citations (1)
  2. Public pension and wealth inequality in Canada
    Applied Economics Letters, 2001, 8, (5), 315-320 Downloads View citations (7)

1998

  1. Exports and economic growth in Bangladesh
    Journal of Development Studies, 1998, 35, (1), 89-114 Downloads View citations (16)
  2. Thedouble-negativeeffect onthe earnings of foreign-born females in Canada
    Applied Economics, 1998, 30, (9), 1187-1201 Downloads View citations (10)

1997

  1. 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 Downloads
 
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