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