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Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500
Inglis, Nick; Vanstone, Bruce; Hahn, Tobias - In: Accounting & Finance 59 (2019) S1, pp. 657-684
Persistent link: https://www.econbiz.de/10012087416
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News media analytics in finance : a survey
Marty, Tom; Vanstone, Bruce; Hahn, Tobias - In: Accounting & Finance 60 (2019) 2, pp. 1385-1434
Persistent link: https://www.econbiz.de/10012087430
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Industry momentum : an exchange‐traded funds approach
Vanstone, Bruce; Hahn, Tobias; Earea, Dean - In: Accounting & Finance 61 (2020) 3, pp. 4007-4024
Persistent link: https://www.econbiz.de/10012408383
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Financial applications of semidefinite programming : a review and call for interdisciplinary research
Gepp, Adrian; Harris, Geoff; Vanstone, Bruce - In: Accounting & Finance 60 (2019) 4, pp. 3527-3555
Persistent link: https://www.econbiz.de/10012190441
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Estimation of a term structure model of carbon prices through state space methods : The European Union emissions trading scheme
Aspinall, Thomas; Gepp, Adrian; Harris, Geoff; Kelly, Simone - In: Accounting & Finance 61 (2020) 2, pp. 3797-3819
Persistent link: https://www.econbiz.de/10012408367