Prof. Abul Shamsuddin

Work Phone	(02) 4921 6118
Fax	(02) 4921 6911
Email	Abul.Shamsuddin@newcastle.edu.au
Office	SRS 113, Social Science Building

Highlighted Publications

Year	Citation	Link
2010	Shamsuddin Abul Fazal, Kim Jae H, 'Short-horizon return predictability in international equity markets', Financial Review, 45 469-484 (2010) [C1]
2008	Kim Jae H, Shamsuddin Abul Fazal, 'Are Asian stock markets efficient? Evidence from new multiple variance ratio tests', Journal of Empirical Finance, 15 518-532 (2008) [C1]
2003	SHAMSUDDIN A, Kim J, 'Integration and Interdependence of Stock and Foreign Exchange Markets: An Australian Perspective', Journal of International Financial Markets Institutions and Money, 13 237-254 (2003) [C1]
1998	SHAMSUDDIN A, DEVORETZ D, 'Wealth Accumulation of Canadian and Foreign-born Households in Canada', Review of Income and Wealth, 44 515-533 (1998) [C1]

Publications

For items published while at an institution other that the University of Newcastle, details are shown in italics.

Click on a category title below to expand the list of citations for that specific category.

Books (3 outputs)

Authored - Other (A2) (1 outputs)

Year	Citation	Link
2005	Beal Diana, Goyen Michelle, Shamsuddin Abul Fazal, Gibson Brian, Introducing Corporate Finance, John Wiley & Sons Australia, Milton, Queensland, 601 (2005) [A2]

Edited (A3) (2 outputs)

Year	Citation	Link
2008	Beal Diana, Goyen Michelle, Shamsuddin Abul Fazal, Introducing Corporate Finance, John Wiley & Sons, Milton, QLD, 744 (2008) [A3]
2007	Jones Charles P, Shamsuddin Abul Fazal, Naumann Kymberlee, Investments: Analysis and Management, John Wiley & Sons, Milton, Qld., 659 (2007) [A3]

Chapters In A Book (1 outputs)

Chapter in A1 Book (B1) (1 outputs)

Year	Citation	Link
1995	SHAMSUDDIN A F, 'Asset Demand of Immigrant and Canadian-Born Households', Diminishing Returns: The Economics of Canada's Recent Immigration Policy, C. D. Howe Institute, Toronto 83-112 (1995) [B1]

Journal Articles (22 outputs)

Refereed Article in a Scholarly Journal (C1) (22 outputs)

Year	Citation	Link
2012	Ahmad Shabbir, Shamsuddin Abul Fazal, Treadgold Malcolm, 'A monetary analysis of foreign exchange market disequilibrium in Fiji', International Journal of Economic Policy in Emerging Economies, 5 66-81 (2012) [C1]
2012	Shamsuddin Abul Fazal, Xiang Dong, 'Does bank efficiency matter? Market value relevance of bank efficiency in Australia', Applied Economics, 44 3563-3572 (2012) [C1]
2011	Kim Jae H, Shamsuddin Abul Fazal, Lim Kian-Ping, 'Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data', Journal of Empirical Finance, 18 868-879 (2011) [C1]
2010	Shamsuddin Abul Fazal, Kim Jae H, 'Short-horizon return predictability in international equity markets', Financial Review, 45 469-484 (2010) [C1]
2009	Shamsuddin Abul Fazal, 'Interest rate and foreign exchange risk exposures of Australian banks: A note', The International Journal of Banking and Finance, 6 129-138 (2009) [C1]
2008	Kim Jae H, Shamsuddin Abul Fazal, 'Are Asian stock markets efficient? Evidence from new multiple variance ratio tests', Journal of Empirical Finance, 15 518-532 (2008) [C1]
2005	Azmi Wan Nursofiza Wan, Haron Sudin, Shamsuddin Abul Fazal, 'Capital Control and Stock Market Interdependencies: The Malaysian Experience', The Global Journal of Finance and Economics, 2 87-101 (2005) [C1]
2004	Moosa Imad A, Shamsuddin Abul Fazal, 'Expectation formation mechanisms, profitability of foreign exchange trading and exchange rate volatility', Applied Economics, 36 1599-1606 (2004) [C1]
2004	Shamsuddin Abul Fazal, Hillier John R, 'Fundamental determinants of the Australian price - earnings multiple', Pacific-Basin Finance Journal, 12 565-576 (2004) [C1]
2003	MOOSA I, SHAMSUDDIN A F, 'Heterogeneity of Traders as a Source of Exchange Rate Volatility', Journal of Financial Studies, 11 43-69 (2003) [C1]
2003	SHAMSUDDIN A, Kim J, 'Integration and Interdependence of Stock and Foreign Exchange Markets: An Australian Perspective', Journal of International Financial Markets Institutions and Money, 13 237-254 (2003) [C1]
2001	SHAMSUDDIN A F, 'Immigration and the Unemployment Benefit Program in Australia', Applied Economics, 33 1587-1598 (2001) [C1]
2001	Shamsuddin A, 'Public Pension Benefits and Distribution of Household Wealth in Canada', Applied Economics Letters, 8(5), 315-320, 2001., 315-320 (2001) [C1]
1999	SHAMSUDDIN A F, 'Labour Supply of Immigrant Women in Australia', Australian Journal of Labour Economics: a journal of labour economics and labour relations, 2 105-134 (1999) [C1]
1998	SHAMSUDDIN A F, 'Exports and Economic Growth of Bangladesh', Journal of Development Studies, 35 89-114 (1998) [C1]
1998	SHAMSUDDIN A F, 'The Double-Negative Effect on the Earnings of Foreign-born Females in Canada', Applied Economics, 30 1187-1201 (1998) [C1]
1998	SHAMSUDDIN A, DEVORETZ D, 'Wealth Accumulation of Canadian and Foreign-born Households in Canada', Review of Income and Wealth, 44 515-533 (1998) [C1]
1997	HOLMES R, SHAMSUDDIN A F, 'Short- and long-term effects of World Exposition 1986 on US demand for British Columbia tourism', Tourism Economics: the business and finance of tourism and recreation, 3 137-160 (1997) [C1]
1997	SHAMSUDDIN A F, HOLMES R, 'Cointegration Test of the Monetary Theory of Inflation and Forecasting Accuracy of the Univariate and Vector ARMA Models of Inflation', Journal of Economic Studies, 24 294-306 (1997) [C1]
1996	SHAMSUDDIN A F, 'The Effect of Unionisation on the Gender Earnings Gap in Canada: 1971-1981', Applied Economics, 28 1405-1413 (1996) [C1]
1994	SHAMSUDDIN A F, 'Economic Determinants of Foreign Direct Investment in Less Developed Countries', Pakistan Development Review, 33 44-51 (1994) [C1]
1993	HOLMES R, SHAMSUDDIN A F, 'Evaluation of Alternative Leading Indicators of British Columbia Industrial Employment', International Journal of Forecasting, 9 77-83 (1993) [C1]
Show 19 more

Conference Publication (13 outputs)

Full Written Paper - Refereed (E1) (12 outputs)

Year	Citation	Link
2011	Shamsuddin Abul Fazal, 'Are Dow Jones Islamic equity indices exposed to interest rate risk?', 2011 International Finance and Banking Society (IFABS) Conference, Rome (2011) [E1]
2011	Xiang Dong, Shamsuddin Abul Fazal, Worthington Andrew C, 'A comparative technical, cost and profit efficiency analysis of Australian, Canadian and UK banks: Feasible efficiency improvements in the context of controllable and uncontrollable factors', 24th Australasian Finance and Banking Conference 2011 Proceedings, Sydney (2011) [E1]
2010	Kim Jae H, Lim Kian-Ping, Shamsuddin Abul Fazal, 'Stock return predictability and the adaptive markets hypothesis: Evidence from century long U.S. data', Finance and Corporate Governance Conference 2010. Conference Papers, Melbourne, Vic (2010) [E1]
2010	Wu Qiongbing, Shamsuddin Abul Fazal, 'Do industries lead the stock market in Australia? An examination of the gradual information diffusion hypothesis', 23rd Australasian Finance and Banking Conference 2010, Sydney, NSW (2010) [E1]
2009	Shamsuddin Abul Fazal, 'Asymmetric volatility in emerging south Asian equity markets', Southwestern Finance Association Proceedings, Oklahoma City, OK (2009) [E1]
2009	Shamsuddin Abul Fazal, Kim Jae H, 'What drives international equity market efficiency?', Southwestern Finance Association Proceedings, Oklahoma City, OK (2009) [E1]
2009	Xiang Dong, Shamsuddin Abul Fazal, 'Does efficiency matter? Efficiency of Australian banks and links to stock returns', 22nd Australasian Finance and Banking Conference 2009, Sydney, NSW (2009) [E1]
2009	Xiang Dong, Shamsuddin Abul Fazal, 'Efficiency and stock market performance of Australian banks', Asian Finance Association 2009 International Conference: Conference Program, Brisbane, QLD (2009) [E1]
2007	Shamsuddin Abul Fazal, 'Market confidence, trading volume and the stock market valuation multiple', Proceedings of the 4th Annual Conference of the Applied Business and Entrepreneurship Association International, Maui, Hawaii (2007) [E1]
2005	Azmi Wan Nursofiza Wan, Shamsuddin Abul Fazal, Haron Sudin, 'Capital Control and International Price Interdependence: Evidence from the Southeast Asia Countries', 12th Global Finance Conference Proceedings, Trinity College, Dublin (2005) [E1]
2005	Quazi Ali Mohammad, Shamsuddin Abul Fazal, 'A Conceptual Exploration of Antecedents and Outcomes of Socially Responsible Investment in Equity Market', ANZMAC 2005 Broadening the Boundaries, University of Western Australia (2005) [E1]
2005	Shamsuddin Abul Fazal, Azmi Wan Nursofiza Wan, Haron Sudin, 'Capital Control and International Price Interdependence: Evidence from the Southeast Asia Countries', 12th Global Finance Conference Proceedings, Trinity College Dublin, Ireland (2005) [E1]
Show 9 more

Full Written Paper - Non Refereed (E2) (1 outputs)

Year	Citation	Link
2008	Shamsuddin Abul Fazal, 'Risk exposure of Australian financial institutions', 4th International Conference on Banking and Finance: Proceedings, Langkawi Island, Malaysia (2008) [E2]

The University of Newcastle, Australia