Vichet Sum

University of Maryland Eastern Shore - School of Business and Technology

Associate Professor

Kiah Hall 1114

Princess Anne, MD 21853

United States

http://vichetsum.com

SCHOLARLY PAPERS

81

DOWNLOADS
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8,221

CITATIONS
Rank 12,881

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Top 12,881

in Total Papers Citations

30

Scholarly Papers (81)

1.

Economic Policy Uncertainty and Stock Market Returns

International Review of Applied Financial Issues and Economics, Forthcoming
Number of pages: 8 Posted: 03 Jun 2012 Last Revised: 17 Sep 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 788 (29,430)
Citation 3

Abstract:

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economic policy uncertainty, stock returns, VAR

2.

The Impulse Response Function of Economic Policy Uncertainty and Stock Market Returns: A Look at the Eurozone

Journal of International Finance Studies, 12(3), 100-105, June 2012
Number of pages: 10 Posted: 21 Jun 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 475 (57,313)

Abstract:

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economic policy uncertainty, stock returns, Eurozone

3.

Economic Policy Uncertainty and Stock Market Performance: Evidence From the European Union, Croatia, Norway, Russia, Switzerland, Turkey and Ukraine

Journal of Money, Investment and Banking, 25, 99-104
Number of pages: 7 Posted: 27 Jun 2012 Last Revised: 09 Jan 2015
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 467 (58,486)

Abstract:

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economic policy uncertainty, stock market performance, Europe

4.

Stock Market Performance: High and Low Months

Number of pages: 17 Posted: 08 Jun 2013 Last Revised: 31 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 325 (89,677)

Abstract:

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stock market performance, January effect, April effect, December effect

5.

Economic Policy Uncertainty in the United States and Europe: A Cointegration Test

International Journal of Economics and Finance, 5(2), 98-101, February 2013
Number of pages: 5 Posted: 03 Jun 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 308 (95,534)

Abstract:

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economic policy uncertainty, cointegration

6.

Long-Run Relation and Speed of Adjustment of Economic Policy Uncertainty and Excess Return Volatility

International Research Journal of Finance and Economics, 102, 6-12
Number of pages: 14 Posted: 19 Jun 2012 Last Revised: 30 Dec 2012
Vichet Sum and Fassil Fanta
University of Maryland Eastern Shore - School of Business and Technology and University of Wisconsin - Stout
Downloads 294 (100,039)

Abstract:

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economic policy uncertainty, excess return volatility

7.

Financial Stress and Economic Policy Uncertainty: Impulse Response Functions and Causality

International Research Journal of Applied Finance, 3(11), 1633-1637
Number of pages: 8 Posted: 08 Jul 2012 Last Revised: 22 Nov 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 274 (107,891)

Abstract:

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policy uncertainty, financial stress, business cycle

8.

Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums

International Journal of Financial Research, 4(1), 1-4
Number of pages: 10 Posted: 07 Jul 2012 Last Revised: 31 Dec 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 260 (113,979)
Citation 1

Abstract:

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financial distress, market risk premiums

9.

Determinants of Dividend Payments

International Journal of Applied Accounting and Finance, Vol. 1, No. 1, 40-46, 2010
Number of pages: 7 Posted: 23 Jun 2011 Last Revised: 24 Jun 2011
Kate Brown and Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology and University of Maryland Eastern Shore - School of Business and Technology
Downloads 252 (117,761)
Citation 1

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Dividend Payments, EBIT, Market Debt to Capital Ratio, Expected Growth Rate in Revenues, Effective Tax Rate

10.

The Reaction of Stock Markets in the BRIC Countries to Economic Policy Uncertainty in the United States

Number of pages: 15 Posted: 27 Jun 2012 Last Revised: 29 Dec 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 215 (137,767)

Abstract:

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economic policy uncertainty, stock market performance, USA, BRIC

11.

Effects of Business and Consumer Confidence on Stock Market Returns: Cross-Sectional Evidence

Economics, Management, and Financial Markets, 9(1), 21-25. March, 2014
Number of pages: 7 Posted: 26 Jul 2012 Last Revised: 03 Mar 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 214 (138,403)

Abstract:

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business confidence, consumer confidence, stock market returns

12.

Stock Market Performance: Variance Decomposition of Price-Earnings Ratio, Dividend Yield and Tobin's Q

Journal of Financial Transformation, 39, 63-67. April, 2014
Number of pages: 14 Posted: 15 Jul 2013 Last Revised: 17 Apr 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 207 (142,813)

Abstract:

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Tobin’s q ratio, price-earnings ratio, dividend yield, stock market performance

13.

Most Ethical Companies and Stock Performance: Empirical Evidence

Sum, V. (2012). Most ethical companies and stock performance: empirical evidence. International Research Journal of Applied Finance, 3(8), 1286-1292.
Number of pages: 8 Posted: 16 May 2012 Last Revised: 25 Sep 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 187 (156,923)

Abstract:

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Risk premiums, risk adjusted excess returns, most ethical companies

14.

Stock Market Returns and Liquidity: Dynamic Relationships and Causality

Journal of Trading, 9(1), 34-40. January, 2014.
Number of pages: 11 Posted: 18 Nov 2012 Last Revised: 25 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 175 (166,495)
Citation 2

Abstract:

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liquidity, liquidity shocks, share turnover, stock market returns

15.

Tobin's Q and Stock Market Performance

Number of pages: 11 Posted: 14 Jul 2013 Last Revised: 01 Sep 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 163 (177,158)
Citation 2

Abstract:

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Tobin’s q ratio, stock market performance, VAR

16.

The ASEAN Stock Market Performance and Economic Policy Uncertainty in the United States

Economic Papers: A Journal of Applied Economics and Policy, 32(4), 512-521. December, 2013
Number of pages: 19 Posted: 26 Jun 2012 Last Revised: 25 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 162 (178,039)

Abstract:

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economic policy uncertainty, stock market performance, USA, ASEAN

17.

Integrating Training in Business Strategies Means Greater Impact of Training on the Firm’s Competitiveness

Research in Business and Economics Journal, Vol. 4, pp. 1-19, 2011
Number of pages: 19 Posted: 23 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 142 (198,677)
Citation 2

Abstract:

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Training, Strategic Integration, Firm’s Competitiveness

18.

A Comparative Analysis on the Volume-Return Relationship of the ETF and Stock Market

Journal of Trading, Forthcoming
Number of pages: 28 Posted: 29 Apr 2014 Last Revised: 19 Mar 2015
Jung-Chu Lin and Vichet Sum
Takming University of Science and Technology - Department of Banking and Finance and University of Maryland Eastern Shore - School of Business and Technology
Downloads 138 (203,248)

Abstract:

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Trading volume, return, quantile regression

19.

Real Estate Sector Response to Economic Policy Uncertainty Shocks

International Research Journal of Applied Finance, 3(12), 1739-1747
Number of pages: 11 Posted: 26 Sep 2012 Last Revised: 30 Dec 2012
Vichet Sum and Kate Brown
University of Maryland Eastern Shore - School of Business and Technology and University of Maryland Eastern Shore - School of Business and Technology
Downloads 137 (204,437)

Abstract:

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REIT, economic policy uncertainty, VAR

20.

A Trade-Off Analysis between Cost Reduction and Product Differentiation for Sustained Competitive Advantage

Number of pages: 5 Posted: 23 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 128 (215,851)

Abstract:

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Cost Reduction, Differentiation, Sustained Competitive Advantage

21.

Response of Business and Consumer Confidence to Monetary Policy Shock

The Empirical Economics Letters, 12(11), 1259-1265. November, 2013
Number of pages: 7 Posted: 09 Sep 2012 Last Revised: 25 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 125 (219,743)

Abstract:

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business confidence, consumer confidence, monetary policy

22.

Stock Returns and Employee Turnover

Sum, V. & Chorlian, J. (2012). Stock returns and employee turnover. International Economics and Finance Journal, 7(2), 347-354.
Number of pages: 9 Posted: 09 May 2012 Last Revised: 25 Sep 2012
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and affiliation not provided to SSRN
Downloads 114 (235,245)

Abstract:

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Risk premiums, risk adjusted excess returns, employee turnover

23.

The Impulse Response Functions of Stock Market Returns to Temperature and Precipitation Innovations

International Research Journal of Applied Finance, 4(3), 429-450, 2013
Number of pages: 24 Posted: 02 Oct 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 113 (236,770)

Abstract:

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stock market returns, weather, temperature, precipitation

24.

Bank Ownership and Performance in Taiwan: Do Politics Matter?

Lin, J. C. & Sum, V. (2012). Bank ownership and performance in Taiwan: Do politics matter? Journal of Finance and Accountancy, 10, 12-30.
Number of pages: 20 Posted: 14 Mar 2012 Last Revised: 25 Sep 2012
Jung-Chu Lin and Vichet Sum
Takming University of Science and Technology - Department of Banking and Finance and University of Maryland Eastern Shore - School of Business and Technology
Downloads 113 (236,770)

Abstract:

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Bank, Ownership, Performance, Privatization, M&A, Foreign, Taiwan

25.

Does Short Selling Erode Market Liquidity?

Number of pages: 13 Posted: 16 Jan 2014 Last Revised: 04 Feb 2015
Vichet Sum and An Wang
University of Maryland Eastern Shore - School of Business and Technology and Bates White Economic Consulting
Downloads 109 (242,936)

Abstract:

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short interest ratio, stock market liquidity, trading activity, SVAR

26.

Does Economic Policy Uncertainty in the United States Affect Stock Market Performance in Europe?

International Research Journal of Finance and Economics, 98, 40-45.
Number of pages: 12 Posted: 23 Jun 2012 Last Revised: 04 Oct 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 106 (247,711)

Abstract:

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economic policy uncertainty, stock market performance, USA, Europe

27.

The Effect of Economic Policy Uncertainty in the US on the Stock Market Performance in Canada and Mexico

International Journal of Economics and Finance, 4(11), 165-171
Number of pages: 15 Posted: 23 Jun 2012 Last Revised: 16 Oct 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 101 (256,170)

Abstract:

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economic policy uncertainty, stock return performance, Canada, Mexico

28.

Stock Market Dividend Yield and Tobin's Q

Number of pages: 11 Posted: 14 Jul 2013 Last Revised: 01 Sep 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 98 (261,347)
Citation 3

Abstract:

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Tobin’s q ratio, S&P 500 Dividend Yield, VAR

29.

The Orthogonal Response of Stock Returns to Dividend Yield and Price-to-Earnings Innovations

Accounting and Finance Research, 2(1), 47-53, 2013
Number of pages: 12 Posted: 21 Oct 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 98 (261,347)
Citation 5

Abstract:

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S&P 500 returns, dividend yield, price-to-earning ratio

30.

Can Business Confidence and Consumer Confidence Jointly Explain Stock Market Returns? Evidence from Panel Data

Sum, V., Ali, M., & Das, M. (2016). Can business confidence and consumer confidence jointly explain stock market returns? Evidence from panel data. Advances in Investment Analysis and Portfolio Management, 7, 1-7.
Number of pages: 9 Posted: 07 Aug 2013 Last Revised: 02 Mar 2016
Vichet Sum, Mohammad Ali and Monisha Das
University of Maryland Eastern Shore - School of Business and Technology, University of Maryland Eastern Shore - School of Business and Technology and University of Maryland Eastern Shore - School of Business and Technology
Downloads 91 (274,100)

Abstract:

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business confidence, consumer confidence, stock market returns

31.

Stock Market Risk Premiums, Business Confidence and Consumer Confidence: Dynamic Effects and Variance Decomposition

International Journal of Economics and Finance, 5(9), 45-49. August, 2013
Number of pages: 10 Posted: 19 Jul 2012 Last Revised: 25 Jan 2014
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and University of La Verne
Downloads 85 (286,040)

Abstract:

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business confidence, consumer confidence, stock market risk premiums

32.

Commercial Bank Performance and Loan Delinquency

Number of pages: 13 Posted: 28 Jun 2013 Last Revised: 02 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 82 (292,369)
Citation 1

Abstract:

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loan delinquency, commercial banks, financial sector performance

33.

Unemployment, Consumer Confidence, Business Confidence, Inflation and Monetary Policy

Number of pages: 13 Posted: 16 Sep 2012 Last Revised: 19 Sep 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 81 (294,500)

Abstract:

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unemployment, business confidence, consumer confidence, inflation, monetary policy

34.

Economic Growth Risk and Stock Market Performance: Cross-Sectional Evidence from 70 Countries

Number of pages: 21 Posted: 12 May 2014 Last Revised: 04 Feb 2015
Vichet Sum and An Wang
University of Maryland Eastern Shore - School of Business and Technology and Bates White Economic Consulting
Downloads 78 (301,113)
Citation 1

Abstract:

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economic growth risk, GDP growth volatility, stock market returns

35.

Innovation and Firm Performance: Evidence from the Capital Market

Journal of Modern Accounting and Auditing, 9(2), 272-277, February 2013
Number of pages: 7 Posted: 30 May 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 78 (301,113)

Abstract:

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risk premiums, risk adjusted excess returns, innovation

36.

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

Advances in Financial Planning and Forecasting, 6, 233-247. (2015)
Number of pages: 18 Posted: 01 Oct 2013 Last Revised: 19 Mar 2015
Vichet Sum and Jung-Chu Lin
University of Maryland Eastern Shore - School of Business and Technology and Takming University of Science and Technology - Department of Banking and Finance
Downloads 75 (308,046)

Abstract:

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short interest ratio, trading activity, stock market return

37.

Why Should You Invest in the Best Companies to Work For?

Journal of Investing, 23(2), 69-73. May, 2014.
Number of pages: 13 Posted: 28 Oct 2011 Last Revised: 29 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 75 (308,046)

Abstract:

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Risk premiums, risk adjusted excess returns, efficient market hypothesis

38.

Stock Performance and the Firm’s Training Program

Sum, V. (2012). Stock performance and the firm's training program. International Research Journal of Applied Finance, 3(5), 554-559.
Number of pages: 9 Posted: 15 Mar 2012 Last Revised: 25 Sep 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 72 (315,245)
Citation 3

Abstract:

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Training, Portfolio Performance, Efficient Market Hypothesis

39.

Stock Market Liquidity and Corporate Profit Growth

Number of pages: 10 Posted: 01 Aug 2013 Last Revised: 19 Aug 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 66 (330,472)
Citation 1

Abstract:

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liquidity, liquidity shocks, share turnover, corporate profit growth

40.

A Comparison of Strategic Involvement of Training Professionals Employed in Small, Medium and Large Firms

Sum, V. (2012). A comparison of strategic involvement of training professionals employed in small, medium and large firms. Academy of Business Journal, 2, 63-71.
Number of pages: 10 Posted: 22 Feb 2012 Last Revised: 25 Sep 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 64 (335,754)

Abstract:

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strategic involvement, Porter’s generic strategies, Ansoff’s growth strategies

41.

Most Admired Companies: Admirable Performance

Journal of Applied Finance and Banking, 2(6), 191-199, 2013
Number of pages: 9 Posted: 26 May 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 61 (343,990)

Abstract:

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Risk adjusted excess returns, most admired companies, efficient market hypothesis

42.

Evaluating the Competitiveness of Least-Developed Countries – The Example of Cambodia

Asia Pacific Management Review, Vol. 9, No. 2, pp. 205-227, 2004
Number of pages: 23 Posted: 27 Jun 2011 Last Revised: 30 Jun 2011
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and University of Maryland Eastern Shore - School of Business and Technology
Downloads 60 (346,741)

Abstract:

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Cambodia, National Competitiveness

43.

Training and the Firm's Competitiveness: A Survey of Practitioners

Economics, Management, and Financial Markets, 9(2), 11-26.
Number of pages: 22 Posted: 06 Sep 2013 Last Revised: 30 May 2014
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and University of La Verne
Downloads 59 (349,561)

Abstract:

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training, firm’s competitiveness, resource-based view of the firm

44.

Dynamic Effects of Financial Stress on the U.S. Real Estate Market Performance

Number of pages: 25 Posted: 04 Jan 2013 Last Revised: 02 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 57 (355,599)
Citation 1

Abstract:

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REIT returns, financial stress, dynamic effects, variance decomposition, VAR

45.

Covariance Patterns of the Commodity and Equity Markets: A Recent Surprise

Journal of Index Investing, 5(1), 33-37. May, 2014.
Number of pages: 9 Posted: 27 Jul 2013 Last Revised: 29 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 56 (358,637)

Abstract:

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covariance, stock market, commodity market, surprise

46.

Strategic Integration of Training and Innovation: Significantly Connected

Journal of Global Information Technology, Vol. 7, Nos. 1-2, pp. 7-20, 2009
Number of pages: 14 Posted: 27 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 56 (358,637)
Citation 2

Abstract:

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Resource-Based View of the Firm, Innovation, Training, Strategic Integration

47.

The January and Size Effects on Stock Returns: More Evidence

International Journal of Applied Accounting and Finance, Vol. 1, No. 1, pp. 47-52, 2010
Number of pages: 7 Posted: 19 Jun 2011 Last Revised: 21 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 55 (361,738)

Abstract:

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January and Size Effects, Stock Returns

48.

Workforce Diversity and Stock Returns

Sum, V. (2012). Workforce diversity and stock returns. International Research Journal of Finance and Economics, 92, 82-86.
Number of pages: 7 Posted: 10 Nov 2011 Last Revised: 25 Sep 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 52 (371,033)

Abstract:

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Diversity, Stock Returns

49.

Quality of the Firm’s Training and Stock Returns

Journal of Wealth Management, 16(4), 48-54. January, 2014
Number of pages: 15 Posted: 19 Jun 2011 Last Revised: 26 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 51 (374,243)

Abstract:

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Risk premiums, risk adjusted excess returns, training

50.

Dynamic Response of Market Dividend Yield and Price-to-Earnings Ratio to Corporate Profit Growth Shock

Number of pages: 20 Posted: 01 Aug 2013 Last Revised: 04 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 50 (377,471)
Citation 1

Abstract:

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S&P 500 dividend yield, S&P 500 price-to-earnings ratio, corporate profit growth

51.

Strategic Involvement of Training Professionals in the Firm’s Business Strategies: Evidence from the U.S.

Global Journal of Business Research (2013), 7(4), 127-134
Number of pages: 9 Posted: 04 Nov 2011 Last Revised: 14 Jul 2013
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and University of La Verne
Downloads 46 (390,755)

Abstract:

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Strategic Integration, Training, Business Strategies

52.

Economic Growth, Stock Market Performance, Economic Growth Uncertainty and Foreign Participation in Local Equity Market: A Cross-Sectional Examination of 63 Countries

Number of pages: 19 Posted: 13 May 2014 Last Revised: 04 Feb 2015
Vichet Sum and An Wang
University of Maryland Eastern Shore - School of Business and Technology and Bates White Economic Consulting
Downloads 44 (397,756)

Abstract:

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economic growth, GDP growth rate, GDP growth uncertainty, stock market performance, foreign stock market investment

53.

Can Firms with the Best Training Program Withstand the Storm of Economic Policy Uncertainty?

Journal of Business Economics and Management, (2013), Forthcoming
Number of pages: 12 Posted: 02 Jul 2012 Last Revised: 30 Dec 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 44 (397,756)

Abstract:

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economic policy uncertainty, stock market performance, training program

54.

Equity Trading Activity and Credit Spread Shock

Journal of Trading, 9(2), 21-26. March, 2014.
Number of pages: 12 Posted: 28 Sep 2013 Last Revised: 17 Apr 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 40 (412,485)

Abstract:

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share turnover, trading activity, credit spread

55.

Commercial Paper Rates and Stock Market Excess Returns

Journal of Finance and Investment Analysis (2013), 2(1), 77-83, 2013
Number of pages: 12 Posted: 18 Sep 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 40 (412,485)
Citation 1

Abstract:

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stock market excess returns, commercial paper rates, VAR

56.

Long-Term Private Sector External Debt and Equity Returns: Cross-Sectional Evidence from 26 Emerging and Frontier Markets

Number of pages: 12 Posted: 12 May 2014 Last Revised: 20 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 36 (428,357)

Abstract:

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long-term external debt, private sector, stock market returns

57.

Short Interest and Aggregate Tobin’s Q Dynamics

Number of pages: 12 Posted: 02 Oct 2013 Last Revised: 01 Sep 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 35 (432,357)

Abstract:

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short interest ratio, trading activity, Tobin’s q

58.

Does Economic Policy Uncertainty in the United States Have Any Impact on the Stock Market Performance in Australia and New Zealand?

Number of pages: 14 Posted: 27 Jun 2012 Last Revised: 09 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 33 (440,648)

Abstract:

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economic policy uncertainty, stock market, USA, Australia, New Zealand

59.

How Do Stock Returns on the U.S. Manufacturing Industry Respond to Raw Materials Price Shock?

Number of pages: 9 Posted: 29 Aug 2012 Last Revised: 24 Jun 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 32 (444,899)

Abstract:

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stock returns, manufacturing, raw materials, commodities

60.

Employee Benefits and Stock Returns: A Look at Health Care Benefits

Accounting and Taxation (2013), 5(1), 1-8
Number of pages: 8 Posted: 11 May 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 32 (444,899)

Abstract:

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risk premiums, risk adjusted excess returns, health-care premiums

61.

Commercial Real Estate Loan Delinquency and Real Estate Market Performance

Number of pages: 10 Posted: 08 Jul 2013 Last Revised: 20 Aug 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 31 (449,476)

Abstract:

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real estate loan delinquency, real estate market performance, REITs

62.

Financial Stress and Commercial Bank Loan Delinquency

Banks and Bank Systems, 8(3), 72-75. November, 2013.
Number of pages: 11 Posted: 03 Jul 2013 Last Revised: 25 Jan 2014
Vichet Sum and Jung-Chu Lin
University of Maryland Eastern Shore - School of Business and Technology and Takming University of Science and Technology - Department of Banking and Finance
Downloads 27 (468,613)

Abstract:

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loan delinquency, commercial banks, financial stress

63.

The Effect of the Demand Side’s Confidence on the Supply Side’s Confidence: The Mediating Role of Financial Stress

Investment Management and Financial Innovations, 10(4), 43-47. December, 2013.
Number of pages: 12 Posted: 29 Aug 2012 Last Revised: 25 Jan 2014
Vichet Sum, Jack Chorlian and Jung-Chu Lin
University of Maryland Eastern Shore - School of Business and Technology, University of La Verne and Takming University of Science and Technology - Department of Banking and Finance
Downloads 26 (473,756)

Abstract:

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business confidence, consumer confidence, financial stress

64.

Economic Growth Risk: The Role of Foreign Development Assistance and Its Uncertainty

Number of pages: 12 Posted: 27 Jun 2014 Last Revised: 29 Jun 2016
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 22 (495,572)

Abstract:

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Foreign Development Assistance, Uncertainty, Economic Growth Risk

65.

Can Retail Investors Drive Up Stock Prices?

Number of pages: 12 Posted: 17 Oct 2013 Last Revised: 23 Dec 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 21 (501,128)

Abstract:

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odd lot purchase, retail investor, trading activity, stock market return

66.

Dynamic Response of Equity Market Returns to Corporate Profit Growth Shock

Number of pages: 12 Posted: 01 Aug 2013 Last Revised: 24 Aug 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 20 (506,720)

Abstract:

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corporate profit growth, returns on the S&P 500, VAR

67.

Corporate Profit and Credit Spread Dynamics

Posted: 14 Aug 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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corporate profit growth, credit spread, VAR

68.

Banking Sector Performance and Credit Spread

Posted: 29 Jul 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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credit spread, banking sector performance, VAR

69.

The Power of T-1 Returns

Posted: 29 Jul 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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market efficiency, stock market performance, forecasting

70.

Short Interest and Credit Spread Dynamics

Posted: 27 Jul 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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short interest ratio, credit spread, VAR

71.

Global Stock Markets and Investment Opportunities in the United States

Posted: 12 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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Tobin’s q, investment opportunities and global stock markets

72.

U.S. Credit Spread and Global Stock Markets

Posted: 12 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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credit spread, global stock markets

73.

Stock Market Price-to-Earnings Ratio and Credit Spread: Dynamic Response and Causality

Posted: 04 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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S&P 500 price-to-earnings ratio, credit spread, VAR

74.

Dynamic Response of Credit Spread to S&P 500 Dividend Yield Shock

Posted: 03 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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S&P 500 dividend yield, credit spread, VAR

75.

Credit Spread and Aggregate Tobin's Q

Posted: 30 Sep 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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Credit spread, Tobin’s q ratio, VAR

76.

Dynamic Effect of Tobin's Q on Price-to-Earnings Ratio

Managerial Finance, 40(6), 634-643. May, 2014.
Posted: 12 Jul 2013 Last Revised: 30 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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Tobin’s q ratio, price-to-earnings ratio, VAR

77.

How Does Economic Policy Uncertainty in Europe Affect the U.S. Stock Market?

Posted: 28 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock market performance, USA, Europe

78.

Do Stock Markets in South Asia Respond to Economic Policy Uncertainty in the United States?

Posted: 27 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock return performance, USA, South Asia

79.

The Effect of Economic Policy Uncertainty in the United States on Stock Market Performance of the Asian Tiger Economies

Posted: 26 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock market performance, USA, Tiger economies

80.

How Do Stock Markets in China and Japan Respond to Economic Policy Uncertainty in the United States?

Posted: 26 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock market performance, USA, Japan, China

81.

Can Economic Policy Uncertainty in the United States Predict the Performance of Stock Markets in South America?

Posted: 26 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock return performance, USA, South America