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Ahmed, Shamim ORCID: 0000-0003-3712-5213, Liu, Xiaoquan and Valente, Giorgio
(2016)
Can currency-based risk factors help forecast exchange rates?
International Journal of Forecasting, 32 (1).
pp. 75-97.
Nguyen, Thach Vu Hong, Ahmed, Shamim ORCID: 0000-0003-3712-5213, Chevapatrakul, Thanaset and Onali, Enrico
(2020)
Do stress tests affect bank liquidity creation?
Journal of Corporate Finance, 64.
p. 101622.
Ahmed, Shamim ORCID: 0000-0003-3712-5213, Judge, Amrit and Mahmud, Syed
(2018)
Does derivatives use reduce the cost of equity?
International Review of Financial Analysis, 60.
pp. 1-16.
Ahmed, Shamim ORCID: 0000-0003-3712-5213, Bu, Ziwen and Ye, Xiaoxia
ORCID: 0000-0002-5024-6186
(2023)
Illiquidity, R&D investment, and stock returns.
Journal of Money, Credit and Banking.
Ahmed, Shamim ORCID: 0000-0003-3712-5213, Bu, Ziwen and Ye, Xiaoxia
ORCID: 0000-0002-5024-6186
(2023)
Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns.
The Review of Asset Pricing Studies, 13 (3).
pp. 440-480.
Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Valente, Giorgio
(2015)
Understanding the price of volatility risk in carry trades.
Journal of Banking & Finance, 57.
pp. 118-129.
Jiang, Ying, Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Liu, Xiaoquan
(2017)
Volatility forecasting in the Chinese commodity futures market with intraday data.
Review of Quantitative Finance and Accounting, 48 (4).
pp. 1123-1173.
Ahmed, Shamim ORCID: 0000-0003-3712-5213, Bu, Ziwen, Symeonidis, Lazaros and Tsvetanov, Daniel
(2023)
Which factor model? A systematic return
covariation perspective.
Journal of International Money and Finance, 136.
p. 102865.
Cai, Haidong, Ahmed, Shamim ORCID: 0000-0003-3712-5213, Jiang, Ying and Liu, Xiaoquan
(2020)
The impact of US macroeconomic news announcements on Chinese commodity futures.
QUANTITATIVE FINANCE, 20 (12).
pp. 1927-1966.
Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Wirjanto, Tony S
(2008)
The impact of sales taxation on internet commerce — An empirical analysis.
Economics Letters, 99 (3).
pp. 557-560.
Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Tsvetanov, Daniel
(2016)
The predictive performance of commodity futures risk factors.
Journal of Banking & Finance, 71.
pp. 20-36.