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Refereed Journal Articles
» Sum, V., & Lin, J. C. (In Press). Short interest ratio and equity market return: Causality
and impulse response functions. Advances in Financial Planning and Forecasting, Forthcoming. Link to Article
» Sum, V., Ali, M., & Das, M. (2016). Can business confidence and consumer confidence jointly explain stock market returns? Evidence from panel data. Advances in Investment Analysis and
Portfolio Management, 7, 1-7. Link to Article
» Sum, V. (In Press). Can firms with the best training program withstand the storm of economic policy uncertainty? Journal of Business Economics and Management,
Forthcoming. Link to article
» Sum, V. (In Press). Economic policy uncertainty and stock market returns.
International Review of Applied Financial Issues and Economics. Forthcoming.
Link to article
» Sum, V. (2014). Dynamic effects of financial stress on the U.S. real estate market performance. Journal of Economics and Business, 75, 80-92. Link to Article
» Sum, V. (2014). Dynamic effect of Tobin's q on price-to-earnings ratio.
Managerial Finance, 40(6), 634-643. Link to Article
» Sum, V. (2014). Why should you invest in the best companies to work for?
Journal of Investing, 23(1), 69-73. Link to Article
» Sum, V. (2014). Covariance patterns of the commodity and equity markets: A recent
surprise. Journal of Index Investing, 5(1), 33-37. Link to Article
» Sum, V., & Chorlian, J. (2014). Training and the firm's competitiveness: A survey of practitioners. Economics, Management, and Financial Markets, 9(2), 11-26.
Link to Article
» Sum, V. (2014). Equity trading activity and credit spread shock. Journal of Trading,
9(2), 21-26.Link to Article
» Sum, V. (2014). Stock market performance: Variance decomposition of price-
earnings ratio, dividend yield and Tobin's Q. Journal of Financial Transformation,
39, 63-67. Link to Article
» Sum, V. (2014). Effects of business and consumer confidence on stock market
returns: Cross-sectional evidence. Economics, Management, and Financial Markets,
9(1), 21-25. Link to Article.
» Sum, V. (2014). Quality of the firm’s training and stock returns.
Journal of Wealth Management, 16(4), 48-54.
Link to Article
» Sum, V. (2014). Stock market returns and liquidity: Dynamic relationships and
causality. Journal of Trading, 9(1), 34-40.
Link to Article
» Sum, V., Chorlian, J., & Lin, J. C. (2013). The effect of the demand side’s
confidence on the supply side’s confidence: The mediating role of financial stress. Investment Management and Financial Innovations, 10(4), 43-47. Link to Article.
» Sum, V. (2013). The ASEAN stock market performance and economic policy uncertainty in the United States. Economic Papers: A Journal of Applied Economics
and Policy, 32(4), 512-521. Link to Article
» Sum, V. (2013). Response of business and consumer confidence to monetary policy
shocks. The Empirical Economics Letters, 12(11), 1259-1265. Link to Article.
» Sum, V., & Lin, J. C. (2013). Financial stress and commercial bank loan delinquency.
Banks and Bank Systems, 8(3), 72-75. Link to Article
» Sum, V., & Chorlian, J. (2013). Stock market risk premiums, business confidence and
consumer confidence: Dynamic effects and variance decomposition. International
Journal of Economics and Finance, 5(9), 45-49. Link to article
» Sum, V., & Chorlian, J. (2013). Strategic involvement of training professionals in the
firm’s business strategies: Evidence from the United States. Global Journal of
Business Research, 7(4), 127-134. Link to article
» Sum, V. (2013). The impulse response functions of stock market returns to
temperature and precipitation innovations. International Research Journal of Applied Finance, 4(3), 429-450. Link to Article
» Sum, V. (2013). Commercial paper rates and stock market excess returns. Journal of
Finance and Investment Analysis, 2(1), 77-83. Link to Article
» Sum, V. (2013). Innovation and firm performance: Evidence from the capital market.
Journal of Modern Accounting and Auditing, 9(2), 272-277. Link to article
» Sum, V. (2013). Employee benefits and stock returns: A look at health care benefits.
Accounting and Taxation, 5(1), 1-8. Link to article
» Sum, V. (2013). Economic policy uncertainty in the United States and Europe: A
cointegration test. International Journal of Economics and Finance, 5(2), 98-101.
Link to article
» Sum, V. (2013). The orthogonal response of stock returns to dividend yield and price-
to-earnings innovations. Accounting and Finance Research, 2(1), 47-53.
Link to Article
» Sum, V. (2013). Impulse response functions and causality test of financial stress and
stock market risk premiums. International Journal of Financial Research, 4(1), 1-4.
Link to article
» Sum, V. (2012). Most admired companies: Admirable performance. Journal of
Applied Finance and Banking, 2(6), 191-199. Link to article
» Sum, V., & Fanta, F. (2012). Long-run relation and speed of adjustment of economic
policy uncertainty and excess return volatility. International Research Journal of
Finance and Economics, 102, 6-12. Link to article
» Sum, V., & Brown, K. (2012). Real estate sector response to economic policy
uncertainty shocks. International Research Journal of Applied Finance, 3(12),
1739-1747. Link to article
» Sum, V. (2012). Financial stress and economic policy uncertainty: Impulse response
function and causality. International Research Journal of Applied Finance, 3(11),
1633-1637. Link to article
» Sum, V. (2012). The effect of economic policy uncertainty in the US on the stock
market performance in Canada and Mexico. International Journal of Economics and
Finance, 4(11), 165-171. Link to article
» Sum, V. (2012). Economic policy uncertainty and stock market performance: Evidence
from the European Union, Croatia, Norway, Russia, Switzerland, Turkey and Ukraine.
Journal of Money, Investment and Banking, 25, 99-104. Link to article
» Sum, V. (2012). Does economic policy uncertainty in the United States affect stock
market performance in Europe? International Research Journal of Finance and
Economics, 98, 40-45. Link to article
» Sum, V. (2012). The impulse response functions of economic policy uncertainty and
stock market returns: A Look at the Eurozone. Journal of International Finance
Studies, 12(3), 100-105. Link to article
» Sum, V., & Chorlian, J. (2012). Stock returns and employee turnover. International
Economics and Finance Journal, 7(2), 347-354. Link to article
» Sum, V. (2012). Most ethical companies and stock performance: empirical evidence.
International Research Journal of Applied Finance, 3(9), 1286-1292. Link to article
» Lim, S., Sum, V., & Khun, C. (2012). Interest rate sensitivity of stock returns: Effects
across the maturity profile and direction of interest rate changes. International
Research Journal of Applied Finance, 3(8), 1151-1162. Link to article
» Sum, V. (2012). Workforce diversity and stock returns. International Research
Journal of Finance and Economics, 92, 82-86. Link to article
» Lim, S., Khun, C, & Sum, V. (2012). On the functional forms and stability of money
demand: The U.S., Japan and Australia. Research in Business and Economics Journal,
6, 150-168. Link to article
» Sum, V. (2012). Stock performance and the firm's training program. International
Research Journal of Applied Finance, 3(5), 554-559. Link to article
» Sum, V. (2012). A comparison of strategic involvement of training professionals
employed in small, medium and large firms. Academy of Business Journal, 2, 63-71.
Link to article
» Lin, J. C., & Sum, V. (2012). Bank ownership and performance in Taiwan: Do politics
matter? Journal of Finance and Accountancy, 10, 12-30. Link to article
» Sum, V. (2011). Integrating training in business strategies means greater impact of
training on the firm’s competitiveness. Research in Business and Economics Journal,
4, 1-19. Link to article
» Sum, V. (2010). The January and size effects on stock returns: More evidence.
International Journal of Applied Accounting and Finance, 1(1), 47-52.
Link to article
» Brown, K., & Sum, V. (2010). Determinants of dividend payments. International
Journal of Applied Accounting and Finance, 1(1), 40-46. Link to article
» Sum, V., McCaskey, S. J., & Kyeyune, C. (2010). A survey research of satisfaction
levels of graduate students enrolled in a nationally ranked top-10 program at a mid-
western university. Research in Higher Education Journal, 7(2), 1-17. Link to article
» Sum, V. (2009). Strategic integration of training and innovation: Significantly
connected. Journal of Global Information Technology, 4(1-2), 7-20. Link to article
» Sum, V. (2007). A framework for managing training programs to enhance
organizational operation performance. Online Journal for Workforce Education
and Development, 2. Retrieved from http://opensiuc.lib.siu.edu/ojwed/vol2/iss3/6/
Link to article
» Lin, C., Hsieh, H., Yuok, N., Savary, C., & Sum, V. (2004). Evaluating the
competitiveness of least-developed countries - the example of Cambodia. Asia Pacific
Management Review, 9(2), 205-227. Link to article
Working Papers
» Corporate Profit and Credit Spread Dynamics [8/14/2014]
http://ssrn.com/abstract=2480308
» Banking Sector Performance and Credit Spread [7/27/2014]
http://ssrn.com/abstract=2472721
» The Power of T-1 Returns [7/27/2014] http://ssrn.com/abstract=2472679
» Short Interest and Credit Spread Dynamics [7/26/2014]
http://ssrn.com/abstract=2472386
» Economic Growth Risk: The Role of Foreign Development Assistance and Its
Uncertainty [6/26/2014] http://ssrn.com/abstract=2459334
» Economic Growth, Stock Market Performance, Economic Growth Uncertainty and
Foreign Participation in Local Equity Market: A Cross-Sectional Examination of 63
Countries [5/12/2014] http://ssrn.com/abstract=2436194
» Long-Term Private Sector External Debt and Equity Returns: Cross-Sectional Evidence from 26 Emerging and Frontier Markets [5/11/2014]
http://ssrn.com/abstract=2435716
» Economic Growth Risk and Stock Market Performance: Cross-Sectional
Evidence from 70 Countries [5/8/2014] http://ssrn.com/abstract=2434832
» A Comparative Analysis on the Volume-Return Relationship of the ETF and
Stock Market [4/28/2014] http://ssrn.com/abstract=2430537
» Does Short Selling Erode Market Liquidity? [1/16/14]
http://ssrn.com/abstract=2379931
» Global Stock Markets and Investment Opportunities in the United States [1/12/14]
http://ssrn.com/abstract=2378041
» U.S. Credit Spread and Global Stock Markets [1/12/14]
http://ssrn.com/abstract=2378040
» Can Retail Investors Drive Up Stock Prices? [10/15/13]
http://papers.ssrn.com/abstract=2340801
» Stock Market Price-to-Earnings Ratio and Credit Spread: Dynamic Response and Causality [10/04/13] http://papers.ssrn.com/abstract=2335873
» Dynamic Response of Credit Spread to S&P 500 Dividend Yield Shock [10/03/13]
http://ssrn.com/abstract=2335251
» Short Interest and Tobin’s Q Ratios: Dynamic Response and Causality [10/02/13]
http://papers.ssrn.com/abstract=2334597
» Credit Spread and Aggregate Tobin's Q [09/30/13]
http://papers.ssrn.com/abstract=2333317
» Dynamic Response of Market Dividend Yield and Price-to-Earnings Ratio to
Corporate Profit Growth Shock [07/31/2013] http://papers.ssrn.com/abstract=2304493
» Dynamic Response of Equity Market Returns to Corporate Profit Growth Shock
[07/31/2013] http://papers.ssrn.com/abstract=2304471
» Stock Market Liquidity and Corporate Profit Growth [07/31/2013]
http://papers.ssrn.com/abstract=2304487
» Tobin's Q and Stock Market Performance [07/14/2013]
http://papers.ssrn.com/abstract=2293527
» Stock Market Dividend Yield and Tobin's Q [07/14/2013]
http://papers.ssrn.com/abstract=2293520
» Commercial Real Estate Loan Delinquency and Real Estate Market Performance
[07/7/2013] http://papers.ssrn.com/abstract=2290804
» Commercial Bank Performance and Loan Delinquency [06/27/2013]
http://papers.ssrn.com/abstract=2286040
» Stock Market Performance: High and Low Months [06/05/2013]
http://ssrn.com/abstract=2275061
» Unemployment, Consumer Confidence, Business Confidence, Inflation and Monetary
Policy [09/16/2012] http://papers.ssrn.com/abstract=2146497
» How Do Stock Returns on the U.S. Manufacturing Industry Respond to Raw Materials
Price Shock? [08/29/2012] http://papers.ssrn.com/abstract=2137442
» Determinants of U.S. Government Bond Risk Premia [08/22/2012]
http://papers.ssrn.com/abstract=2130164
» The Reaction of Stock Markets in the BRIC Countries to Economic Policy Uncertainty
in the United States [07/12/2012] http://papers.ssrn.com/abstract=2094697
» Do Stock Markets in South Asia Respond to Economic Policy Uncertainty in the
United States? [06/27/2012] http://papers.ssrn.com/abstract=2094688
» How Does Economic Policy Uncertainty in Europe Affect the the U.S. Stock Market?
[07/24/2012] http://papers.ssrn.com/abstract=2094195
» Can Economic Policy Uncertainty in the United States Predict the Performance of
Stock Markets in South America? [06/26/2012]
http://papers.ssrn.com/abstract=2093687
» Does Economic Policy Uncertainty in the United States Have Any Impact on the Stock
Market Performance in Australia and New Zealand? [06/27/2012]
http://papers.ssrn.com/abstract=2092377
» How Do Stock Markets in China and Japan Respond to Economic Policy Uncertainty
in
the United States? [06/26/2012] http://papers.ssrn.com/abstract=2092346
» The Effect of Economic Policy Uncertainty in the United States on Stock Market
Performance of the Asian Tiger Economies [06/26/2012]
http://papers.ssrn.com/abstract=2092097
» A Trade-Off Analysis between Cost Reduction and Product Differentiation for
Sustained Competitive Advantage [06/23/2011]
http://papers.ssrn.com/abstract=1867905
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