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Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: Journal of empirical finance 53 (2019), pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
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Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet; Bengitöz, Pelin; Zaremba, Adam - In: Applied economics 53 (2021) 54, pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
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Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443