User profiles for Abul Shamsuddin
Abul ShamsuddinProfessor of Finance, University of Newcastle, Australia Verified email at newcastle.edu.au Cited by 3213 |
Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data
JH Kim, A Shamsuddin, KP Lim - Journal of Empirical Finance, 2011 - Elsevier
This paper provides strong evidence of time-varying return predictability of the Dow Jones
Industrial Average index from 1900 to 2009. Return predictability is found to be driven by …
Industrial Average index from 1900 to 2009. Return predictability is found to be driven by …
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests
JH Kim, A Shamsuddin - Journal of Empirical Finance, 2008 - Elsevier
This paper tests for the martingale hypothesis in the stock prices of a group of Asian markets.
We use new multiple variance ratio tests based on the wild bootstrap and signs. These are …
We use new multiple variance ratio tests based on the wild bootstrap and signs. These are …
Corporate carbon accounting: a literature review of carbon accounting research from the Kyoto Protocol to the Paris Agreement
This paper describes the development of and gaps in knowledge in research on carbon
accounting based on a systematic review of 117 papers published in influential accounting …
accounting based on a systematic review of 117 papers published in influential accounting …
Economic determinants of foreign direct investment in less developed countries
AFM Shamsuddin - The Pakistan development review, 1994 - JSTOR
This study examines the economic determinants of private foreign direct investment (FDI) by
using a single-equation econometric model for 36 LDCs for the year 1983. The market size …
using a single-equation econometric model for 36 LDCs for the year 1983. The market size …
Risk in Islamic banking and corporate governance
M Safiullah, A Shamsuddin - Pacific-Basin Finance Journal, 2018 - Elsevier
We examine the differences in risk between Islamic and conventional banks with specific
attention to the role of Shariah supervisory board (SSB) composition on risk in Islamic banks. …
attention to the role of Shariah supervisory board (SSB) composition on risk in Islamic banks. …
Are Dow Jones Islamic equity indices exposed to interest rate risk?
A Shamsuddin - Economic Modelling, 2014 - Elsevier
The Dow Jones Islamic Market indices (DJIMI) are constructed by screening out stocks that
are incompatible with Islam's prohibition of interest and certain lines of business. However, …
are incompatible with Islam's prohibition of interest and certain lines of business. However, …
Exports and economic growth in Bangladesh
S Begum, AFM Shamsuddin - The Journal of Development Studies, 1998 - Taylor & Francis
<p>This study investigates the effect of exports on economic growth in Bangladesh, based
on a two‐sector growth model. Using annual data for the period 1961–92, the article …
on a two‐sector growth model. Using annual data for the period 1961–92, the article …
Risk-adjusted efficiency and corporate governance: Evidence from Islamic and conventional banks
M Safiullah, A Shamsuddin - Journal of Corporate Finance, 2019 - Elsevier
Previous studies have compared the efficiency of Islamic banks with their conventional
counterparts using a common efficiency frontier and ignoring risks, in spite of the two bank groups …
counterparts using a common efficiency frontier and ignoring risks, in spite of the two bank groups …
The non-linear effect of CSR on firms' systematic risk: International evidence
This study examines the nonlinear effects of corporate social responsibility (CSR) on firms’
systematic risk and identifies the degree of operating leverage as a channel through which …
systematic risk and identifies the degree of operating leverage as a channel through which …
Seasonal anomalies in advanced emerging stock markets
M Seif, P Docherty, A Shamsuddin - The Quarterly Review of Economics …, 2017 - Elsevier
Despite an extensive number of studies documenting evidence of seasonal anomalies in
developed markets, relatively few studies have comprehensively examined these anomalies …
developed markets, relatively few studies have comprehensively examined these anomalies …