Shamim Ahmed

University of Liverpool Management School

SCHOLARLY PAPERS

3

DOWNLOADS

457

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Best of the Best: A Comparison of Factor Models

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 95 Posted: 15 May 2018
Shamim Ahmed, Ziwen Bu and Daniel Tsvetanov
University of Liverpool Management School, University of Birmingham - Birmingham Business School and University of East Anglia (UEA) - Norwich Business School
Downloads 400 (80,155)
Citation 2

Abstract:

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Asset Pricing Model, Factor Model, Model Evaluation

2.

Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns

Number of pages: 56 Posted: 27 May 2020
Shamim Ahmed, Ziwen Bu and Xiaoxia Ye
University of Liverpool Management School, University of Birmingham - Birmingham Business School and University of Liverpool Management School
Downloads 33 (493,128)

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Labor mobility; Product market competition; Risk premium; Stock returns

3.

Do Stress Tests Affect Bank Liquidity Creation?

Journal of Corporate Finance, Forthcoming
Number of pages: 58 Posted: 20 Apr 2020
Nottingham University Business School, University of Liverpool Management School, Nottingham University Business School and University of Exeter Business School
Downloads 24 (542,281)

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Stress testing, Bank liquidity creation, SCAP, CCAR