Stock market anomalies: An extreme bounds analysis
- Creator: Kim, Jae H. , Shamsuddin, Abul
- Resource Type: journal article
- Date: 2023
A bootstrap test for predictability of asset returns
- Creator: Kim, Jae H. , Shamsuddin, Abul
- Resource Type: journal article
- Date: 2020
Can energy prices predict stock returns? An extreme bounds analysis
- Creator: Kim, Jae H. , Rahman, Md Lutfur , Shamsuddin, Abul
- Resource Type: journal article
- Date: 2019
A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests
- Creator: Kim, Jae H. , Shamsuddin, Abul
- Resource Type: journal article
- Date: 2015
Market sentiment and the Fama-French factor premia
- Creator: Shamsuddin, Abul , Kim, Jae H.
- Resource Type: journal article
- Date: 2015
Stock return predictability and the adaptive markets hypothesis: evidence from century-long US data
- Creator: Kim, Jae H. , Shamsuddin, Abul , Lim, Kian-Ping
- Resource Type: journal article
- Date: 2011
Short-horizon return predictability in international equity markets
- Creator: Shamsuddin, Abul , Kim, Jae H.
- Resource Type: journal article
- Date: 2010
Stock return predictability and the adaptive markets hypothesis: evidence from century long U.S. data
- Creator: Kim, Jae H. , Lim, Kian-Ping , Shamsuddin, Abul
- Resource Type: conference paper
- Date: 2010
What drives international equity market efficiency?
- Creator: Shamsuddin, Abul , Kim, Jae H.
- Resource Type: conference paper
- Date: 2009
Are Asian stock markets efficient?: evidence from new multiple variance ratio tests
- Creator: Kim, Jae H. , Shamsuddin, Abul
- Resource Type: journal article
- Date: 2008
Integration and interdependence of stock and foreign exchange markets: an Australian perspective
- Creator: Shamsuddin, Abul F. M. , Kim, Jae H.
- Resource Type: journal article
- Date: 2003