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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.