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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

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

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

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

Quality of the firm's training and stock returns

Sum, Vichet - In: The journal of wealth management 16 (2013/14) 4, pp. 48-54

Persistent link: https://www.econbiz.de/10010253892

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

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

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

Stock market risk premiums, business confidence and consumer confidence : dynamic effects and variance decomposition

Sum, Vichet; Chorlian, Jack - In: International journal of economics and finance 5 (2013) 9, pp. 45-49

Persistent link: https://www.econbiz.de/10010190857

Short Interest Ratio and Equity Market Return : Causality and Impulse Response Functions

Sum, Vichet - 2015

This study examines the causal link between short interest ratio and equity market return and their respective impulse response functions. Based on the analysis of monthly data from 1931M6 to 2012M12, the results reveal that there is a causal link between NYSE short interest ratio and the...

Persistent link: https://www.econbiz.de/10013035005