Abul Shamsuddin

University of Newcastle (Australia) - Newcastle Business School

Professor of Finance

City Campus East – 231

Callaghan, NSW 2308

Australia

SCHOLARLY PAPERS

17

DOWNLOADS
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in Total Papers Downloads

2,007

SSRN CITATIONS
Rank 39,638

SSRN RANKINGS

Top 39,638

in Total Papers Citations

16

CROSSREF CITATIONS

3

Scholarly Papers (17)

1.

Stock Return Predictability and the Adaptive Markets Hypothesis: Evidence from Century Long U.S. Data

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 29 Posted: 26 Jan 2010
Jae H. Kim, Kian-Ping Lim and Abul Shamsuddin
affiliation not provided to SSRN, Universiti Malaya and University of Newcastle (Australia) - Newcastle Business School
Downloads 570 (62,714)
Citation 13

Abstract:

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Economic bubbles, Fundamental crises, Financial crises, Market

2.

Market Sentiment and the Fama-French Factor Premia

2014 Financial Markets & Corporate Governance Conference
Number of pages: 34 Posted: 03 Feb 2014 Last Revised: 30 Mar 2015
Abul Shamsuddin and Jae H. Kim
University of Newcastle (Australia) - Newcastle Business School and affiliation not provided to SSRN
Downloads 261 (152,513)
Citation 1

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Advisor Sentiment, Investor Sentiment, Generalized Impulse Response Analysis, Risk Premium, VIX, Wild Bootstrap.

3.

A Closer Look at Return Predictability of the US Stock Market: Evidence from a Panel Variance Ratio Test

Number of pages: 35 Posted: 14 Feb 2013 Last Revised: 19 May 2013
Jae H. Kim and Abul Shamsuddin
affiliation not provided to SSRN and University of Newcastle (Australia) - Newcastle Business School
Downloads 249 (159,893)

Abstract:

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Fama-French portfolios, Market efficiency, Monte Carlo experiment, Panel data, Wild bootstrap

4.

Seasonality in Stock Returns: Evidence from Advanced Emerging Stock Markets

Number of pages: 34 Posted: 20 Aug 2015 Last Revised: 29 Jul 2019
Mostafa Seif, Paul Docherty and Abul Shamsuddin
University of Newcastle (Australia) - Newcastle Business School, The Brattle Group and University of Newcastle (Australia) - Newcastle Business School
Downloads 203 (194,088)

Abstract:

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Anomalies, Stock market seasonality, Emerging markets

5.

Does Bank Efficiency Matter? Market Value Relevance of Bank Efficiency in Australia

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 15 Oct 2010
Abul Shamsuddin and Dong Xiang
University of Newcastle (Australia) - Newcastle Business School and Shandong Normal University
Downloads 176 (220,224)
Citation 3

Abstract:

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Bank efficiency, SFA analysis, Distance functions, Market model

6.

Time-Varying Predictive Power of the Dividend Yield for Stock Returns: Evaluation Based on Bootstrapping

Number of pages: 38 Posted: 01 Dec 2014 Last Revised: 17 Feb 2017
Jae H. Kim and Abul Shamsuddin
affiliation not provided to SSRN and University of Newcastle (Australia) - Newcastle Business School
Downloads 159 (240,003)
Citation 1

Abstract:

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Dividend-yield, EGLS estimation, Monte Carlo experiment, Return predictability

7.

Empirical Validity of Asset-Pricing Models: Application of Adaptive Significance Level and Equal Probability Test

Number of pages: 41 Posted: 12 Oct 2016 Last Revised: 16 Jan 2018
Jae H. Kim and Abul Shamsuddin
affiliation not provided to SSRN and University of Newcastle (Australia) - Newcastle Business School
Downloads 145 (258,828)

Abstract:

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Bayesian inference, Equal-probability test, GRS test, Optimal significance level

Investor Attention, Information Diffusion and Industry Returns

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 14 Posted: 23 Aug 2010 Last Revised: 23 Aug 2015
Qiongbing Wu and Abul Shamsuddin
Western Sydney University and University of Newcastle (Australia) - Newcastle Business School
Downloads 75 (407,920)
Citation 1

Abstract:

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Market Efficiency, Information Diffusion, Investor Attention, Industry Returns.

Investor Attention, Information Diffusion and Industry Returns

Pacific-Basin Finance Journal, Vol. 30, No. 30-43, July 2014
Number of pages: 14 Posted: 24 Aug 2015
Qiongbing Wu and Abul Shamsuddin
Western Sydney University and University of Newcastle (Australia) - Newcastle Business School
Downloads 49 (505,423)

Abstract:

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Market efficiency, Information diffustion, Investor attention, Industry returns

9.

A Comparative Technical, Cost and Profit Efficiency Analysis of Australian, Canadian and UK Banks: Feasible Efficiency Improvements in the Context of Controllable and Uncontrollable Factors

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 29 Posted: 22 Aug 2011 Last Revised: 12 Jul 2021
Dong Xiang, Abul Shamsuddin and Andrew C. Worthington
Shandong Normal University, University of Newcastle (Australia) - Newcastle Business School and Griffith University
Downloads 37 (552,803)
Citation 1

Abstract:

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Stochastic frontier analysis, technical, cost and profit efficiency, banks

10.

Limits to Arbitrage and the MAX Effect in Advanced Emerging Markets

Number of pages: 31 Posted: 29 Jul 2019
Mostafa Seif, Paul Docherty and Abul Shamsuddin
University of Newcastle (Australia) - Newcastle Business School, The Brattle Group and University of Newcastle (Australia) - Newcastle Business School
Downloads 21 (650,933)
Citation 1

Abstract:

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MAX effect; limits of arbitrage; mispricing; emerging markets

11.

Corporate Carbon Accounting: A Literature Review of Carbon Accounting Research from the Kyoto Protocol to the Paris Agreement

Accounting & Finance, https://onlinelibrary.wiley.com/doi/abs/10.1111/acfi.12789
Number of pages: 42 Posted: 18 Nov 2021
Rong He, Le Luo, Abul Shamsuddin and Qingliang Tang
University of Newcastle (Australia), Macquarie University, University of Newcastle (Australia) - Newcastle Business School and Western Sydney University - School of Business
Downloads 19 (672,515)

Abstract:

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Carbon accounting, literature review, climate change, corporate carbon management, Paris Agreement

12.

The Value Relevance of Corporate Investment in Carbon Abatement: The Influence of National Climate Policy

European Accounting Review, https://doi.org/10.1080/09638180.2021.1916979.
Number of pages: 50 Posted: 14 Oct 2021
Rong He, Le Luo, Abul Shamsuddin and Qingliang Tang
University of Newcastle (Australia), Macquarie University, University of Newcastle (Australia) - Newcastle Business School and Western Sydney University - School of Business
Downloads 19 (665,279)

Abstract:

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corporate carbon abatement investment, value relevance, climate policy, the resource-based view, greenhouse gas emissions (GHG)

13.

Does CEO–Audit Committee/Board Interlocking Matter for Corporate Social Responsibility?

Journal of Business Ethics, 2021
Number of pages: 52 Posted: 16 Jun 2021
Discipline of Accounting and Finance, Newcastle Business School, The University of Newcastle, Sydney, Australia, La Trobe University - Department of Accounting and Management, University of New South Wales (UNSW) and University of Newcastle (Australia) - Newcastle Business School
Downloads 16 (687,283)

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CSR performance, CEO–audit committee interlocks, CEO–board interlocks, social ties, financial performance

14.

Does Efficiency Make Bank Different in GFC? An Empirical Analysis on Australian, Canadian and UK Banks

Asian Finance Association (AsFA) 2013 Conference
Number of pages: 34 Posted: 14 Feb 2013
Dong Xiang, Abul Shamsuddin and Andrew C. Worthington
Shandong Normal University, University of Newcastle (Australia) - Newcastle Business School and Griffith University
Downloads 3 (790,551)

Abstract:

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stochastic frontier analysis, efficiency comparison, efficiency factors, banks

15.

Short-Horizon Return Predictability in International Equity Markets

Financial Review, Vol. 45, No. 2, pp. 469-484, May 2010
Number of pages: 16 Posted: 12 Apr 2010
Abul Shamsuddin and Jae H. Kim
University of Newcastle (Australia) - Newcastle Business School and affiliation not provided to SSRN
Downloads 3 (790,551)
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16.

Initial Public Offer Pricing, Corporate Governance and Contextual Relevance: Australian Evidence

Accounting & Finance, Vol. 60, Issue 1, pp. 335-372, 2020
Number of pages: 38 Posted: 19 Mar 2020
Neil Hartnett and Abul Shamsuddin
University of Newcastle and University of Newcastle (Australia) - Newcastle Business School
Downloads 1 (811,960)
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Board, Corporate governance, Initial public offer, Underpricing, Unseasoned

17.

Out‐Of‐Sample Stock Return Predictability in Emerging Markets

Accounting & Finance, Vol. 58, Issue 3, pp. 727-750, 2018
Number of pages: 24 Posted: 17 Sep 2018
Afsaneh Bahrami, Abul Shamsuddin and Katherine Uylangco
University of Newcastle - Newcastle Business School, University of Newcastle (Australia) - Newcastle Business School and Queensland University of Technology - School of Economics and Finance
Downloads 1 (811,960)
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Return predictability, Forecast combination, Advanced emerging markets