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| Title | Author/Creator | Date | Full Text | Reviewed | |
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| Stock return predictability and the adaptive markets hypothesis: evidence from century-long US data | Kim, Jae H.; Shamsuddin, Abul; Lim, Kian-Ping | 2011 | — | 
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| Short-horizon return predictability in international equity markets | Shamsuddin, Abul; Kim, Jae H. | 2010 | — |
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| Stock return predictability and the adaptive markets hypothesis: evidence from century long U.S. data | Kim, Jae H.; Lim, Kian-Ping; Shamsuddin, Abul | 2010 | — |
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| What drives international equity market efficiency? | Shamsuddin, Abul; Kim, Jae H. | 2009 | — |
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| Are Asian stock markets efficient?: evidence from new multiple variance ratio tests | Kim, Jae H.; Shamsuddin, Abul | 2008 | — |
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| Integration and interdependence of stock and foreign exchange markets: an Australian perspective | Shamsuddin, Abul F. M.; Kim, Jae H. | 2003 | — |
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Author/Creator
- Shamsuddin, Abul (5)
- Lim, Kian-Ping (2)
- Shamsuddin, Abul F. M. (1)
Keyword
- economic bubbles (2)
- international equity markets (2)
- market efficiency (2)
- return predictability (2)
- Asian crisis (1)
- Martingale hypothesis (1)
- U.S. stock market (1)
- United States (1)
- adaptive markets hypothesis (1)
- dynamic linkages (1)
Format Type
Resource Type
- journal article (4)
- conference paper (2)
