ESG Investing in Good and Bad Times: An International Study
- Creator: Long, Huaigang , Chiah, Mardy , Cakici, Nusret , Zaremba, Adam , Huseyin Bilgin, Mehmet
- Resource Type: journal article
- Date: 2024
Composite equity issuance and the cross-section of country and industry returns
- Creator: Long, Huaigang , Chiah, Mardy , Zaremba, Adam , Umar, Zaghum
- Resource Type: journal article
- Date: 2023
Equity return predictability, its determinants, and profitable trading strategies
- Creator: Rahman, Md Lutfur , Khan, Mahbub , Vigne, Samuel A. , Uddin, Gazi Salah
- Resource Type: journal article
- Date: 2021
Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach
- Creator: Bahrami, Afsaneh , Shamsuddin, Abul , Uylangco, Katherine
- Resource Type: journal article
- Date: 2019
Predictive power of dividend yields and interest rates for stock returns in South Asia: evidence from a bias-corrected estimator
- Creator: Rahman, Md Lutfur , Shamsuddin, Abul , Lee, Doowon
- Resource Type: journal article
- Date: 2019
Out-of-sample stock return predictability in emerging markets
- Creator: Bahrami, Afsaneh , Shamsuddin, Abul , Uylangco, Katherine
- Resource Type: journal article
- Date: 2018
Return predictability of emerging stock markets using combination forecast and regime switching models
- Creator: Bahrami, Afsaneh
- Resource Type: thesis
- Date: 2017
Time series momentum and moving average trading rules
- Creator: Marshall, Ben R. , Nguyen, Nhut H. , Visaltanachoti, Nuttawat
- Resource Type: journal article
- Date: 2017
Time-varying return predictability in South Asian equity markets
- Creator: Rahman, Md. Lutfur , Lee, Doowon , Shamsuddin, Abul
- Resource Type: journal article
- Date: 2017
Return predictability in South Asian stock markets
- Creator: Rahman, Md Lutfur
- Resource Type: thesis
- Date: 2016
Studies on return predictability in the Malaysian stock market
- Creator: Kew, Si Roei
- Resource Type: thesis
- Date: 2015
Short-horizon return predictability in international equity markets
- Creator: Shamsuddin, Abul , Kim, Jae H.
- Resource Type: journal article
- Date: 2010
Asymmetric volatility in emerging south Asian equity markets
- Creator: Shamsuddin, Abul
- Resource Type: conference paper
- Date: 2009
What drives international equity market efficiency?
- Creator: Shamsuddin, Abul , Kim, Jae H.
- Resource Type: conference paper
- Date: 2009