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Predictive power of dividend yields and interest rates for stock returns in South Asia : evidence from a bias-corrected estimator

Rahman, Md Lutfur; Shamsuddin, Abul; Lee, Doowon - In: International review of economics & finance : IREF 62 (2019), pp. 267-286

Persistent link: https://www.econbiz.de/10012205550

Are advanced emerging market stock returns predictable? : a regime-switching forecast combination approach

Bahrami, Afsaneh; Shamsuddin, Abul; Uylangco, Katherine - In: Pacific-Basin finance journal 55 (2019), pp. 142-160

Persistent link: https://www.econbiz.de/10012169521

Time-varying return predictability in South Asian equity markets

Rahman, Md. Lutfur; Lee, Doowon; Shamsuddin, Abul - In: International review of economics & finance : IREF 48 (2017), pp. 179-200

Persistent link: https://www.econbiz.de/10011747247

Short-Horizon Return Predictability in International Equity Markets

Shamsuddin, Abul; Kim, Jae H - Department of Economics and Finance, La Trobe Business … - 2009

This study measures the degree of short-horizon return predictability of 50 international equity markets and examines how its variation is related to the indicators of equity market development. Two multiple-horizon variance ratio tests are employed to measure the degree of return...

Persistent link: https://www.econbiz.de/10010541733

Short-Horizon Return Predictability in International Equity Markets

Shamsuddin, Abul; Kim, Jae H - Department of Economics and Finance, La Trobe Business … - 2009

Persistent link: https://www.econbiz.de/10008867932