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Effects of business and consumer confidence on stock market returns : cross-sectional evidence

Sum, Vichet - In: Economics, management and financial markets 9 (2014) 1, pp. 21-25

Persistent link: https://www.econbiz.de/10011543631

Stock market returns and liquidity : dynamic relationships and causality

Sum, Vichet - In: The journal of trading 9 (2014) 1, pp. 34-40

Persistent link: https://www.econbiz.de/10011290161

A comparative analysis on the volume-return relationship of the exchange-traded fund and the stock market

Lin, Jung-chu; Sum, Vichet - In: The journal of trading 10 (2015) 2, pp. 5-22

Persistent link: https://www.econbiz.de/10011290770

The effect of economic policy uncertainty in the US on the stock market performance in Canada and Mexico

Sum, Vichet - In: International journal of economics and finance 4 (2012) 11, pp. 165-171

Persistent link: https://www.econbiz.de/10009673039

Impulse response functions and causality test of financial stress and stock market risk premiums

Sum, Vichet - In: International journal of financial research 4 (2013) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10009701638

Commercial paper rates and stock market excess returns

Sum, Vichet - In: Journal of finance and investment analysis 2 (2013) 1, pp. 77-83

This study investigates how commercial paper rates respond to the innovations in stock market risk premiums. The unrestricted vector autoregression (VAR) analysis of monthly data from 1997:1 to 2012:M6 shows that the changes in the one-, two-, and three-month non-financial and financial...

Persistent link: https://www.econbiz.de/10009746049

Stock market risk premiums, business confidence and consumer confidence : dynamic effects and variance decomposition

Sum, Vichet; Chorlian, Jack - In: International journal of economics and finance 5 (2013) 9, pp. 45-49

Persistent link: https://www.econbiz.de/10010190857

The ASEAN stock market performance and economic policy uncertainty in the United States

Sum, Vichet - In: Economic papers : a journal of applied economics and policy 32 (2013) 4, pp. 512-521

Persistent link: https://www.econbiz.de/10010259469

Stock market performance : variance decomposition of price-earnings ratio, dividend yield, and Tobin's Q

Sum, Vichet - In: Journal / The Capco Institute : journal of financial … 39 (2014), pp. 63-67

Persistent link: https://www.econbiz.de/10010409033

Stock returns and employee turnover

Sum, Vichet; Chorlian, Jack - In: International economics & finance journal : (IEFJ) 7 (2012) 2, pp. 347-354

Persistent link: https://www.econbiz.de/10009722995