Abul Shamsuddin

University of Newcastle (Australia) - Newcastle Business School

Professor of Finance

City Campus East – 231

Callaghan, NSW 2308

Australia

  • University of Newcastle (Australia) - Newcastle Business School

SCHOLARLY PAPERS

16

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2,531

SSRN CITATIONS
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SSRN RANKINGS

Top 31,023

in Total Papers Citations

25

CROSSREF CITATIONS

2

Scholarly Papers (16)

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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 596 (71,017)
Citation 16

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Economic bubbles, Fundamental crises, Financial crises, Market

2.

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 282 (167,579)

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

3.

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 282 (167,579)
Citation 1

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

4.

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 261 (181,188)

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

5.

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 238 (198,343)

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Anomalies, Stock market seasonality, Emerging markets

6.

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 186 (248,987)
Citation 3

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Bank efficiency, SFA analysis, Distance functions, Market model

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 182 (253,834)

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

8.

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 170 (269,264)
Citation 1

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

9.

Investor Attention, Information Diffusion and Industry Returns

Downloads 141 (314,111)

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 85 (450,845)
Citation 1

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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 56 (566,679)

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Market efficiency, Information diffustion, Investor attention, Industry returns

10.

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 44 (617,299)

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

11.

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 41 (634,110)

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

12.

Diffusion of Integrated Reporting, Insights, and Potential Avenues for Future Research

Forthcoming, Accounting & Finance, https://doi.org/10.1111/acfi.12981
Number of pages: 70 Posted: 30 Jun 2022
Amir Hossain, Sudipta Bose and Abul Shamsuddin
University of Newcastle (Australia), Discipline of Accounting and Finance, Newcastle Business School, The University of Newcastle, Australia and University of Newcastle (Australia) - Newcastle Business School
Downloads 33 (682,818)

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Integrated reporting; Diffusion; Economic consequences; Integrated reporting assurance; Determinants; International Integrated Reporting Council (IIRC)

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
Sudipta Bose, Muhammad Jahangir Ali, Sarowar Hossain and Abul Shamsuddin
Discipline of Accounting and Finance, Newcastle Business School, The University of Newcastle, Australia, La Trobe University, Department of Accounting, Data Analytics, Economics and Finance, University of New South Wales (UNSW) and University of Newcastle (Australia) - Newcastle Business School
Downloads 32 (689,317)

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

14.

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 32 (689,317)
Citation 1

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MAX effect; limits of arbitrage; mispricing; emerging markets

15.

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 6 (902,208)

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stochastic frontier analysis, efficiency comparison, efficiency factors, banks

16.

Stock Market Anomalies: An Extreme Bounds Analysis

Number of pages: 44 Posted: 11 Mar 2023
Jae H. Kim and Abul Shamsuddin
La Trobe University and University of Newcastle (Australia) - Newcastle Business School
Downloads 5 (910,947)

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Data-mining, Market efficiency, Model uncertainty, Market Anomalies