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
Are Asian stock markets efficient?: evidence from new multiple variance ratio tests
- Creator: Kim, Jae H. , Shamsuddin, Abul
- Resource Type: journal article
- Date: 2008