2023
Ahmed, S., Bu, Z., & Ye, X. (2023). Product Market Competition, Labor Mobility, and the Cross-Section of Stock Returns. The Review of Asset Pricing Studies, 13(3), 440-480. doi:10.1093/rapstu/raad001DOI: 10.1093/rapstu/raad001
Ahmed, S., Bu, Z., Symeonidis, L., & Tsvetanov, D. (2023). Which factor model? A systematic returncovariation perspective. Journal of International Money and Finance. doi:10.1016/j.jimonfin.2023.102865DOI: 10.1016/j.jimonfin.2023.102865
Ahmed, S., Bu, Z., & Ye, X. (n.d.). Illiquidity, R&D investment, and stock returns. Journal of Money, Credit and Banking. doi:10.1111/jmcb.13053DOI: 10.1111/jmcb.13053
2020
Cai, H., Ahmed, S., Jiang, Y., & Liu, X. (2020). The impact of US macroeconomic news announcements on Chinese commodity futures. QUANTITATIVE FINANCE, 20(12), 1927-1966. doi:10.1080/14697688.2020.1814006DOI: 10.1080/14697688.2020.1814006
Nguyen, T. V. H., Ahmed, S., Chevapatrakul, T., & Onali, E. (n.d.). Do stress tests affect bank liquidity creation?. Journal of Corporate Finance. doi:10.1016/j.jcorpfin.2020.101622DOI: 10.1016/j.jcorpfin.2020.101622
2019
Ahmed, S., Bu, Z., & Tsvetanov, D. (2019). Best of the Best: A Comparison of Factor Models. Journal of Financial and Quantitative Analysis, 54(4), 1713-1758. doi:10.1017/s0022109018000947DOI: 10.1017/s0022109018000947
2018
Ahmed, S., Judge, A., & Mahmud, S. (2018). Does derivatives use reduce the cost of equity?. International Review of Financial Analysis, 60, 1-16. doi:10.1016/j.irfa.2018.09.004DOI: 10.1016/j.irfa.2018.09.004
2017
Jiang, Y., Ahmed, S., & Liu, X. (2017). Volatility forecasting in the Chinese commodity futures market with intraday data. Review of Quantitative Finance and Accounting, 48(4), 1123-1173. doi:10.1007/s11156-016-0570-4DOI: 10.1007/s11156-016-0570-4
2016
Ahmed, S., & Tsvetanov, D. (2016). The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71, 20-36. doi:10.1016/j.jbankfin.2016.06.011DOI: 10.1016/j.jbankfin.2016.06.011
Ahmed, S., Liu, X., & Valente, G. (2016). Can currency-based risk factors help forecast exchange rates?. International Journal of Forecasting, 32(1), 75-97. doi:10.1016/j.ijforecast.2015.01.010DOI: 10.1016/j.ijforecast.2015.01.010
2015
Ahmed, S., & Valente, G. (2015). Understanding the price of volatility risk in carry trades. Journal of Banking & Finance, 57, 118-129. doi:10.1016/j.jbankfin.2015.04.002DOI: 10.1016/j.jbankfin.2015.04.002
2008
Ahmed, S., & Wirjanto, T. S. (2008). The impact of sales taxation on internet commerce — An empirical analysis. Economics Letters, 99(3), 557-560. doi:10.1016/j.econlet.2007.10.001DOI: 10.1016/j.econlet.2007.10.001
