Vichet Sum

University of Maryland Eastern Shore - School of Business and Technology

Associate Professor

Engineering Aviation Science Complex – Room 2115

Princess Anne, MD 21853

United States

http://vichetsum.com

  • University of Maryland Eastern Shore - School of Business and Technology

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SCHOLARLY PAPERS

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45

Scholarly Papers (81)

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1.

Economic Policy Uncertainty and Stock Market Returns

International Review of Applied Financial Issues and Economics, Forthcoming
Number of pages: 8 Posted: 03 Jun 2012 Last Revised: 17 Sep 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 1,334 (27,979)
Citation 19

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economic policy uncertainty, stock returns, VAR

2.

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
Number of pages: 7 Posted: 27 Jun 2012 Last Revised: 09 Jan 2015
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 1,083 (37,864)
Citation 10

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economic policy uncertainty, stock market performance, Europe

3.

The Impulse Response Function of Economic Policy Uncertainty and Stock Market Returns: A Look at the Eurozone

Journal of International Finance Studies, 12(3), 100-105, June 2012
Number of pages: 10 Posted: 21 Jun 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 771 (60,654)
Citation 4

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economic policy uncertainty, stock returns, Eurozone

4.

Stock Market Performance: High and Low Months

Number of pages: 17 Posted: 08 Jun 2013 Last Revised: 31 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 429 (125,823)
Citation 1

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stock market performance, January effect, April effect, December effect

5.

The Reaction of Stock Markets in the BRIC Countries to Economic Policy Uncertainty in the United States

Number of pages: 15 Posted: 27 Jun 2012 Last Revised: 29 Dec 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 428 (126,152)
Citation 12

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economic policy uncertainty, stock market performance, USA, BRIC

6.

Effects of Business and Consumer Confidence on Stock Market Returns: Cross-Sectional Evidence

Economics, Management, and Financial Markets, 9(1), 21-25. March, 2014
Number of pages: 7 Posted: 26 Jul 2012 Last Revised: 03 Mar 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 420 (128,942)
Citation 7

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business confidence, consumer confidence, stock market returns

7.

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
Number of pages: 14 Posted: 19 Jun 2012 Last Revised: 30 Dec 2012
Vichet Sum and Fassil Fanta
University of Maryland Eastern Shore - School of Business and Technology and University of Wisconsin - Stout
Downloads 417 (129,999)
Citation 2

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economic policy uncertainty, excess return volatility

8.

Economic Policy Uncertainty in the United States and Europe: A Cointegration Test

International Journal of Economics and Finance, 5(2), 98-101, February 2013
Number of pages: 5 Posted: 03 Jun 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 416 (130,379)

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economic policy uncertainty, cointegration

9.

Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums

International Journal of Financial Research, 4(1), 1-4
Number of pages: 10 Posted: 07 Jul 2012 Last Revised: 31 Dec 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 413 (131,519)

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financial distress, market risk premiums

10.

Financial Stress and Economic Policy Uncertainty: Impulse Response Functions and Causality

International Research Journal of Applied Finance, 3(11), 1633-1637
Number of pages: 8 Posted: 08 Jul 2012 Last Revised: 22 Nov 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 372 (147,967)

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policy uncertainty, financial stress, business cycle

11.

Unemployment, Consumer Confidence, Business Confidence, Inflation and Monetary Policy

Number of pages: 13 Posted: 16 Sep 2012 Last Revised: 19 Sep 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 354 (156,258)

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unemployment, business confidence, consumer confidence, inflation, monetary policy

12.

Determinants of Dividend Payments

International Journal of Applied Accounting and Finance, Vol. 1, No. 1, 40-46, 2010
Number of pages: 7 Posted: 23 Jun 2011 Last Revised: 24 Jun 2011
Kate Brown and Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology and University of Maryland Eastern Shore - School of Business and Technology
Downloads 332 (167,518)

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Dividend Payments, EBIT, Market Debt to Capital Ratio, Expected Growth Rate in Revenues, Effective Tax Rate

13.

Stock Market Performance: Variance Decomposition of Price-Earnings Ratio, Dividend Yield and Tobin's Q

Journal of Financial Transformation, 39, 63-67. April, 2014
Number of pages: 14 Posted: 15 Jul 2013 Last Revised: 17 Apr 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 294 (190,465)
Citation 1

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Tobin’s q ratio, price-earnings ratio, dividend yield, stock market performance

14.

Real Estate Sector Response to Economic Policy Uncertainty Shocks

International Research Journal of Applied Finance, 3(12), 1739-1747
Number of pages: 11 Posted: 26 Sep 2012 Last Revised: 30 Dec 2012
Vichet Sum and Kate Brown
University of Maryland Eastern Shore - School of Business and Technology and University of Maryland Eastern Shore - School of Business and Technology
Downloads 294 (190,465)
Citation 2

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REIT, economic policy uncertainty, VAR

15.

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. December, 2013
Number of pages: 19 Posted: 26 Jun 2012 Last Revised: 25 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 284 (197,429)
Citation 3

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economic policy uncertainty, stock market performance, USA, ASEAN

16.

Most Ethical Companies and Stock Performance: Empirical Evidence

Sum, V. (2012). Most ethical companies and stock performance: empirical evidence. International Research Journal of Applied Finance, 3(8), 1286-1292.
Number of pages: 8 Posted: 16 May 2012 Last Revised: 25 Sep 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 258 (217,454)

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Risk premiums, risk adjusted excess returns, most ethical companies

17.

Integrating Training in Business Strategies Means Greater Impact of Training on the Firm’s Competitiveness

Research in Business and Economics Journal, Vol. 4, pp. 1-19, 2011
Number of pages: 19 Posted: 23 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 252 (222,599)

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Training, Strategic Integration, Firm’s Competitiveness

18.

Tobin's Q and Stock Market Performance

Number of pages: 11 Posted: 14 Jul 2013 Last Revised: 01 Sep 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 242 (231,662)

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Tobin’s q ratio, stock market performance, VAR

19.

Stock Returns and Employee Turnover

Sum, V. & Chorlian, J. (2012). Stock returns and employee turnover. International Economics and Finance Journal, 7(2), 347-354.
Number of pages: 9 Posted: 09 May 2012 Last Revised: 25 Sep 2012
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and affiliation not provided to SSRN
Downloads 208 (267,366)

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Risk premiums, risk adjusted excess returns, employee turnover

20.

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
Number of pages: 15 Posted: 23 Jun 2012 Last Revised: 16 Oct 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 194 (284,788)
Citation 1

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economic policy uncertainty, stock return performance, Canada, Mexico

21.

A Trade-Off Analysis between Cost Reduction and Product Differentiation for Sustained Competitive Advantage

Number of pages: 5 Posted: 23 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 193 (286,092)

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Cost Reduction, Differentiation, Sustained Competitive Advantage

22.

Response of Business and Consumer Confidence to Monetary Policy Shock

The Empirical Economics Letters, 12(11), 1259-1265. November, 2013
Number of pages: 7 Posted: 09 Sep 2012 Last Revised: 25 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 184 (298,566)

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business confidence, consumer confidence, monetary policy

23.

The Impulse Response Functions of Stock Market Returns to Temperature and Precipitation Innovations

International Research Journal of Applied Finance, 4(3), 429-450, 2013
Number of pages: 24 Posted: 02 Oct 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 180 (304,558)

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stock market returns, weather, temperature, precipitation

24.

Stock Market Risk Premiums, Business Confidence and Consumer Confidence: Dynamic Effects and Variance Decomposition

International Journal of Economics and Finance, 5(9), 45-49. August, 2013
Number of pages: 10 Posted: 19 Jul 2012 Last Revised: 25 Jan 2014
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and University of La Verne
Downloads 175 (312,174)

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business confidence, consumer confidence, stock market risk premiums

25.

Bank Ownership and Performance in Taiwan: Do Politics Matter?

Lin, J. C. & Sum, V. (2012). Bank ownership and performance in Taiwan: Do politics matter? Journal of Finance and Accountancy, 10, 12-30.
Number of pages: 20 Posted: 14 Mar 2012 Last Revised: 25 Sep 2012
Jung-Chu Lin and Vichet Sum
Takming University of Science and Technology - Department of Banking and Finance and University of Maryland Eastern Shore - School of Business and Technology
Downloads 172 (317,012)

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Bank, Ownership, Performance, Privatization, M&A, Foreign, Taiwan

26.

Stock Market Dividend Yield and Tobin's Q

Number of pages: 11 Posted: 14 Jul 2013 Last Revised: 01 Sep 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 168 (323,468)
Citation 1

Abstract:

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Tobin’s q ratio, S&P 500 Dividend Yield, VAR

27.

Evaluating the Competitiveness of Least-Developed Countries – The Example of Cambodia

Asia Pacific Management Review, Vol. 9, No. 2, pp. 205-227, 2004
Number of pages: 23 Posted: 27 Jun 2011 Last Revised: 30 Jun 2011
Chinho Lin, Hsiuhsing Hseih, Ngoy Yuok, Chan Savary and Vichet Sum
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and University of Maryland Eastern Shore - School of Business and Technology
Downloads 157 (342,626)

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Cambodia, National Competitiveness

28.

Does Economic Policy Uncertainty in the United States Affect Stock Market Performance in Europe?

International Research Journal of Finance and Economics, 98, 40-45.
Number of pages: 12 Posted: 23 Jun 2012 Last Revised: 04 Oct 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 156 (344,530)
Citation 2

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economic policy uncertainty, stock market performance, USA, Europe

29.

The Orthogonal Response of Stock Returns to Dividend Yield and Price-to-Earnings Innovations

Accounting and Finance Research, 2(1), 47-53, 2013
Number of pages: 12 Posted: 21 Oct 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 149 (357,736)
Citation 2

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S&P 500 returns, dividend yield, price-to-earning ratio

30.

Does Short Selling Erode Market Liquidity?

Number of pages: 13 Posted: 16 Jan 2014 Last Revised: 04 Feb 2015
Vichet Sum and An Wang
University of Maryland Eastern Shore - School of Business and Technology and Bates White Economic Consulting
Downloads 141 (373,825)

Abstract:

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short interest ratio, stock market liquidity, trading activity, SVAR

31.

Commercial Bank Performance and Loan Delinquency

Number of pages: 13 Posted: 28 Jun 2013 Last Revised: 02 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 133 (391,322)

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loan delinquency, commercial banks, financial sector performance

32.

Can Business Confidence and Consumer Confidence Jointly Explain Stock Market Returns? Evidence from Panel Data

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.
Number of pages: 9 Posted: 07 Aug 2013 Last Revised: 02 Mar 2016
Vichet Sum, Mohammad Ali and Monisha Das
University of Maryland Eastern Shore - School of Business and Technology, University of Maryland Eastern Shore - School of Business and Technology and University of Maryland Eastern Shore - School of Business and Technology
Downloads 125 (410,556)

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business confidence, consumer confidence, stock market returns

33.

Economic Growth, Stock Market Performance, Economic Growth Uncertainty and Foreign Participation in Local Equity Market: A Cross-Sectional Examination of 63 Countries

Number of pages: 19 Posted: 13 May 2014 Last Revised: 04 Feb 2015
Vichet Sum and An Wang
University of Maryland Eastern Shore - School of Business and Technology and Bates White Economic Consulting
Downloads 112 (448,529)

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economic growth, GDP growth rate, GDP growth uncertainty, stock market performance, foreign stock market investment

34.

Economic Growth Risk and Stock Market Performance: Cross-Sectional Evidence from 70 Countries

Number of pages: 21 Posted: 12 May 2014 Last Revised: 04 Feb 2015
Vichet Sum and An Wang
University of Maryland Eastern Shore - School of Business and Technology and Bates White Economic Consulting
Downloads 111 (448,529)

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economic growth risk, GDP growth volatility, stock market returns

35.

Short Interest Ratio and Equity Market Return: Causality and Impulse Response Functions

Advances in Financial Planning and Forecasting, 6, 233-247. (2015)
Number of pages: 18 Posted: 01 Oct 2013 Last Revised: 19 Mar 2015
Vichet Sum and Jung-Chu Lin
University of Maryland Eastern Shore - School of Business and Technology and Takming University of Science and Technology - Department of Banking and Finance
Downloads 108 (457,613)

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short interest ratio, trading activity, stock market return

36.

Innovation and Firm Performance: Evidence from the Capital Market

Journal of Modern Accounting and Auditing, 9(2), 272-277, February 2013
Number of pages: 7 Posted: 30 May 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 106 (463,779)
Citation 1

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risk premiums, risk adjusted excess returns, innovation

37.

Workforce Diversity and Stock Returns

Sum, V. (2012). Workforce diversity and stock returns. International Research Journal of Finance and Economics, 92, 82-86.
Number of pages: 7 Posted: 10 Nov 2011 Last Revised: 25 Sep 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 102 (476,655)

Abstract:

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Diversity, Stock Returns

38.

Dynamic Effects of Financial Stress on the U.S. Real Estate Market Performance

Number of pages: 25 Posted: 04 Jan 2013 Last Revised: 02 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 95 (499,683)
Citation 2

Abstract:

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REIT returns, financial stress, dynamic effects, variance decomposition, VAR

39.

Stock Market Liquidity and Corporate Profit Growth

Number of pages: 10 Posted: 01 Aug 2013 Last Revised: 19 Aug 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 93 (506,544)
Citation 1

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liquidity, liquidity shocks, share turnover, corporate profit growth

40.

Training and the Firm's Competitiveness: A Survey of Practitioners

Economics, Management, and Financial Markets, 9(2), 11-26.
Number of pages: 22 Posted: 06 Sep 2013 Last Revised: 30 May 2014
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and University of La Verne
Downloads 91 (513,539)

Abstract:

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training, firm’s competitiveness, resource-based view of the firm

41.

Most Admired Companies: Admirable Performance

Journal of Applied Finance and Banking, 2(6), 191-199, 2013
Number of pages: 9 Posted: 26 May 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 91 (513,539)

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Risk adjusted excess returns, most admired companies, efficient market hypothesis

42.

Stock Performance and the Firm’s Training Program

Sum, V. (2012). Stock performance and the firm's training program. International Research Journal of Applied Finance, 3(5), 554-559.
Number of pages: 9 Posted: 15 Mar 2012 Last Revised: 25 Sep 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 88 (524,458)

Abstract:

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Training, Portfolio Performance, Efficient Market Hypothesis

43.

Dynamic Response of Market Dividend Yield and Price-to-Earnings Ratio to Corporate Profit Growth Shock

Number of pages: 20 Posted: 01 Aug 2013 Last Revised: 04 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 86 (531,964)
Citation 1

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S&P 500 dividend yield, S&P 500 price-to-earnings ratio, corporate profit growth

44.

A Comparison of Strategic Involvement of Training Professionals Employed in Small, Medium and Large Firms

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.
Number of pages: 10 Posted: 22 Feb 2012 Last Revised: 23 Aug 2023
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 86 (531,964)

Abstract:

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strategic involvement, Porter’s generic strategies, Ansoff’s growth strategies

45.

Strategic Integration of Training and Innovation: Significantly Connected

Journal of Global Information Technology, Vol. 7, Nos. 1-2, pp. 7-20, 2009
Number of pages: 14 Posted: 27 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 86 (531,964)

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Resource-Based View of the Firm, Innovation, Training, Strategic Integration

46.

Strategic Involvement of Training Professionals in the Firm’s Business Strategies: Evidence from the U.S.

Global Journal of Business Research (2013), 7(4), 127-134
Number of pages: 9 Posted: 04 Nov 2011 Last Revised: 14 Jul 2013
Vichet Sum and Jack Chorlian
University of Maryland Eastern Shore - School of Business and Technology and University of La Verne
Downloads 76 (572,249)

Abstract:

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Strategic Integration, Training, Business Strategies

47.

The January and Size Effects on Stock Returns: More Evidence

International Journal of Applied Accounting and Finance, Vol. 1, No. 1, pp. 47-52, 2010
Number of pages: 7 Posted: 19 Jun 2011 Last Revised: 21 Jun 2011
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 72 (589,690)

Abstract:

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January and Size Effects, Stock Returns

48.

Can Firms with the Best Training Program Withstand the Storm of Economic Policy Uncertainty?

Journal of Business Economics and Management, (2013), Forthcoming
Number of pages: 12 Posted: 02 Jul 2012 Last Revised: 30 Dec 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 66 (617,725)

Abstract:

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economic policy uncertainty, stock market performance, training program

49.

Financial Stress and Commercial Bank Loan Delinquency

Banks and Bank Systems, 8(3), 72-75. November, 2013.
Number of pages: 11 Posted: 03 Jul 2013 Last Revised: 25 Jan 2014
Vichet Sum and Jung-Chu Lin
University of Maryland Eastern Shore - School of Business and Technology and Takming University of Science and Technology - Department of Banking and Finance
Downloads 65 (622,699)

Abstract:

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loan delinquency, commercial banks, financial stress

50.

Long-Term Private Sector External Debt and Equity Returns: Cross-Sectional Evidence from 26 Emerging and Frontier Markets

Number of pages: 12 Posted: 12 May 2014 Last Revised: 20 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 63 (632,749)

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long-term external debt, private sector, stock market returns

51.

Does Economic Policy Uncertainty in the United States Have Any Impact on the Stock Market Performance in Australia and New Zealand?

Number of pages: 14 Posted: 27 Jun 2012 Last Revised: 09 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 63 (632,749)

Abstract:

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economic policy uncertainty, stock market, USA, Australia, New Zealand

52.

Commercial Paper Rates and Stock Market Excess Returns

Journal of Finance and Investment Analysis (2013), 2(1), 77-83, 2013
Number of pages: 12 Posted: 18 Sep 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 62 (637,872)
Citation 2

Abstract:

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stock market excess returns, commercial paper rates, VAR

53.

Dynamic Response of Equity Market Returns to Corporate Profit Growth Shock

Number of pages: 12 Posted: 01 Aug 2013 Last Revised: 24 Aug 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 60 (648,299)
Citation 1

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corporate profit growth, returns on the S&P 500, VAR

54.

How Do Stock Returns on Manufacturing Industry Respond to Raw Materials Price Shock?

Empirical Economics Letters, Forthcoming
Number of pages: 10 Posted: 29 Aug 2012 Last Revised: 16 Dec 2019
Vichet Sum and Mohammad Ali
University of Maryland Eastern Shore - School of Business and Technology and University of Maryland Eastern Shore - School of Business and Technology
Downloads 59 (653,618)

Abstract:

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stock returns, manufacturing, raw materials, commodities

55.

Commercial Real Estate Loan Delinquency and Real Estate Market Performance

Number of pages: 10 Posted: 08 Jul 2013 Last Revised: 20 Aug 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 58 (658,995)

Abstract:

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real estate loan delinquency, real estate market performance, REITs

56.

Employee Benefits and Stock Returns: A Look at Health Care Benefits

Accounting and Taxation (2013), 5(1), 1-8
Number of pages: 8 Posted: 11 May 2012 Last Revised: 14 Jul 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 58 (658,995)

Abstract:

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risk premiums, risk adjusted excess returns, health-care premiums

57.

Short Interest and Aggregate Tobin’s Q Dynamics

Number of pages: 12 Posted: 02 Oct 2013 Last Revised: 01 Sep 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 52 (693,003)

Abstract:

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short interest ratio, trading activity, Tobin’s q

58.

Can Retail Investors Drive Up Stock Prices?

Number of pages: 12 Posted: 17 Oct 2013 Last Revised: 23 Dec 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 50 (705,257)

Abstract:

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odd lot purchase, retail investor, trading activity, stock market return

59.

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. December, 2013.
Number of pages: 12 Posted: 29 Aug 2012 Last Revised: 25 Jan 2014
Vichet Sum, Jack Chorlian and Jung-Chu Lin
University of Maryland Eastern Shore - School of Business and Technology, University of La Verne and Takming University of Science and Technology - Department of Banking and Finance
Downloads 44 (743,964)

Abstract:

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business confidence, consumer confidence, financial stress

60.

Economic Growth Risk: The Role of Foreign Development Assistance and Its Uncertainty

Number of pages: 12 Posted: 27 Jun 2014 Last Revised: 29 Jun 2016
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 42 (757,703)

Abstract:

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Foreign Development Assistance, Uncertainty, Economic Growth Risk

61.

Covariance Patterns of the Commodity and Equity Markets: A Recent Surprise

Journal of Index Investing, 5(1), 33-37. May, 2014., https://doi.org/10.3905/jii.2014.5.1.033
Posted: 22 May 2019
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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covariance, stock market, commodity market, surprise

62.

Stock Market Returns and Liquidity: Dynamic Relationships and Causality

Journal of Trading, 9(1), 34-40. January, 2014., https://doi.org/10.3905/jot.2013.9.1.034
Posted: 21 May 2019
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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liquidity, liquidity shocks, share turnover, stock market returns

63.

Equity Trading Activity and Credit Spread Shock

Journal of Trading, 9(2), 21-26. March, 2014., https://doi.org/10.3905/jot.2014.9.2.021
Posted: 21 May 2019
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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share turnover, trading activity, credit spread

64.

A Comparative Analysis on the Volume-Return Relationship of the ETF and Stock Market

Journal of Trading, Forthcoming, https://doi.org/10.3905/jot.2015.10.2.005
Posted: 21 May 2019
Jung-Chu Lin and Vichet Sum
Takming University of Science and Technology - Department of Banking and Finance and University of Maryland Eastern Shore - School of Business and Technology

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Trading volume, return, quantile regression

65.

Why Should You Invest in the Best Companies to Work For?

Journal of Investing, 23(2), 69-73. May, 2014., https://doi.org/10.3905/joi.2014.23.2.069
Posted: 21 May 2019
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology
Downloads 0 (1,120,022)

Abstract:

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Risk premiums, risk adjusted excess returns, efficient market hypothesis

66.

Quality of the Firm’s Training and Stock Returns

Journal of Wealth Management, 16(4), 48-54. January, 2014, https://doi.org/10.3905/jwm.2014.16.4.048
Posted: 20 May 2019
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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Risk premiums, risk adjusted excess returns, training

67.

Corporate Profit and Credit Spread Dynamics

Posted: 14 Aug 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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corporate profit growth, credit spread, VAR

68.

Banking Sector Performance and Credit Spread

Posted: 29 Jul 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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credit spread, banking sector performance, VAR

69.

The Power of T-1 Returns

Posted: 29 Jul 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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market efficiency, stock market performance, forecasting

70.

Short Interest and Credit Spread Dynamics

Posted: 27 Jul 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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short interest ratio, credit spread, VAR

71.

Global Stock Markets and Investment Opportunities in the United States

Posted: 12 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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Tobin’s q, investment opportunities and global stock markets

72.

U.S. Credit Spread and Global Stock Markets

Posted: 12 Jan 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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credit spread, global stock markets

73.

Stock Market Price-to-Earnings Ratio and Credit Spread: Dynamic Response and Causality

Posted: 04 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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S&P 500 price-to-earnings ratio, credit spread, VAR

74.

Dynamic Response of Credit Spread to S&P 500 Dividend Yield Shock

Posted: 03 Oct 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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S&P 500 dividend yield, credit spread, VAR

75.

Credit Spread and Aggregate Tobin's Q

Posted: 30 Sep 2013
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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Credit spread, Tobin’s q ratio, VAR

76.

Dynamic Effect of Tobin's Q on Price-to-Earnings Ratio

Managerial Finance, 40(6), 634-643. May, 2014.
Posted: 12 Jul 2013 Last Revised: 30 May 2014
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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Tobin’s q ratio, price-to-earnings ratio, VAR

77.

How Does Economic Policy Uncertainty in Europe Affect the U.S. Stock Market?

Posted: 28 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock market performance, USA, Europe

78.

Do Stock Markets in South Asia Respond to Economic Policy Uncertainty in the United States?

Posted: 27 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock return performance, USA, South Asia

79.

The Effect of Economic Policy Uncertainty in the United States on Stock Market Performance of the Asian Tiger Economies

Posted: 26 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock market performance, USA, Tiger economies

80.

How Do Stock Markets in China and Japan Respond to Economic Policy Uncertainty in the United States?

Posted: 26 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock market performance, USA, Japan, China

81.

Can Economic Policy Uncertainty in the United States Predict the Performance of Stock Markets in South America?

Posted: 26 Jun 2012
Vichet Sum
University of Maryland Eastern Shore - School of Business and Technology

Abstract:

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economic policy uncertainty, stock return performance, USA, South America