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Commercial paper rates and stock market excess returns

Sum, Vichet - In: Journal of finance and investment analysis 2 (2013) 1, pp. 77-83

This study investigates how commercial paper rates respond to the innovations in stock market risk premiums. The unrestricted vector autoregression (VAR) analysis of monthly data from 1997:1 to 2012:M6 shows that the changes in the one-, two-, and three-month non-financial and financial...

Persistent link: https://www.econbiz.de/10009746049

Impulse response functions and causality test of financial stress and stock market risk premiums

Sum, Vichet - In: International journal of financial research 4 (2013) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10009701638

Stock returns and employee turnover

Sum, Vichet; Chorlian, Jack - In: International economics & finance journal : (IEFJ) 7 (2012) 2, pp. 347-354

Persistent link: https://www.econbiz.de/10009722995

The ASEAN stock market performance and economic policy uncertainty in the United States

Sum, Vichet - In: Economic papers : a journal of applied economics and policy 32 (2013) 4, pp. 512-521

Persistent link: https://www.econbiz.de/10010259469

Effects of business and consumer confidence on stock market returns : cross-sectional evidence

Sum, Vichet - In: Economics, management and financial markets 9 (2014) 1, pp. 21-25

Persistent link: https://www.econbiz.de/10011543631

Stock market performance : variance decomposition of price-earnings ratio, dividend yield, and Tobin's Q

Sum, Vichet - In: Journal / The Capco Institute : journal of financial … 39 (2014), pp. 63-67

Persistent link: https://www.econbiz.de/10010409033

The effect of economic policy uncertainty in the US on the stock market performance in Canada and Mexico

Sum, Vichet - In: International journal of economics and finance 4 (2012) 11, pp. 165-171

Persistent link: https://www.econbiz.de/10009673039

Stock market returns and liquidity : dynamic relationships and causality

Sum, Vichet - In: The journal of trading 9 (2014) 1, pp. 34-40

Persistent link: https://www.econbiz.de/10011290161

A comparative analysis on the volume-return relationship of the exchange-traded fund and the stock market

Lin, Jung-chu; Sum, Vichet - In: The journal of trading 10 (2015) 2, pp. 5-22

Persistent link: https://www.econbiz.de/10011290770

Workforce Diversity and Stock Returns

Sum, Vichet - 2012

This paper examines if firms with the most racially diverse employees enjoy superior benefits and performance above the market average. The problem of the study is to analyze risk premiums and risk-adjusted excess returns of a portfolio of firms with most diverse employees in the United States...

Persistent link: https://www.econbiz.de/10013113572