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Shamim Ahmed

University of Liverpool - Management School (ULMS)

  • University of Liverpool - Management School (ULMS)

SCHOLARLY PAPERS

4

DOWNLOADS

540

TOTAL CITATIONS

10

Scholarly Papers (4)

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1.

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

Forthcoming in Review of Asset Pricing Studies
Number of pages: 74 Posted: 27 May 2020 Last Revised: 04 Jan 2023
Shamim Ahmed, Ziwen Bu and Xiaoxia Ye
University of Liverpool - Management School (ULMS), University of Birmingham - Birmingham Business School and University of Nottingham
Downloads 139 (534,155)

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

2.

Do Stress Tests Affect Bank Liquidity Creation?

Journal of Corporate Finance, Forthcoming
Number of pages: 58 Posted: 20 Apr 2020
Thach Nguyen, Shamim Ahmed, Thanaset Chevapatrakul and Enrico Onali
University of Sheffield, University of Liverpool - Management School (ULMS), Nottingham University Business School and University of Bristol
Downloads 137 (534,155)
Citation 10

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Stress testing, Bank liquidity creation, SCAP, CCAR

3.

Which Factor Model? A Systematic Return Covariation Perspective

Journal of International Money and Finance, Forthcoming
Number of pages: 90 Posted: 28 Apr 2023 Last Revised: 10 May 2023
Shamim Ahmed, Ziwen Bu, Lazaros Symeonidis and Daniel Tsvetanov
University of Liverpool - Management School (ULMS), University of Birmingham - Birmingham Business School, Essex Business School, University of Essex and University of East Anglia (UEA) - Norwich Business School
Downloads 135 (569,079)

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Asset pricing model; Factor model; Model evaluation; Portfolio selection; Out-ofsample

4.

Illiquidity, R&D Investment, and Stock Returns

Forthcoming, Journal of Money, Credit and Banking
Number of pages: 84 Posted: 02 Oct 2020 Last Revised: 11 Jul 2022
Shamim Ahmed, Ziwen Bu and Xiaoxia Ye
University of Liverpool - Management School (ULMS), University of Birmingham - Birmingham Business School and University of Nottingham
Downloads 129 (569,079)

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Illiquidity; Research and Development Investment; Risk Premium; Stock Returns