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Linear and nonlinear financial time series : evidence in a sample of pension funds in Spain and the United Kingdom
Alda, Mercedes; Ferruz Agudo, Luis - In: Applied economics letters 19 (2012) 16/18, pp. 1933-1937
Persistent link: https://www.econbiz.de/10009686547
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Are socially responsible investment funds seasonal?
Alda, Mercedes; Vicente, Ruth - In: Applied economics letters 30 (2023) 5, pp. 562-565
Persistent link: https://www.econbiz.de/10013553711
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Momentum in Irish stocks : evidence from the credit crisis
O'Keeffe, Cormac; Gallagher, Liam - In: Applied economics letters 21 (2014) 10/12, pp. 717-722
Persistent link: https://www.econbiz.de/10010416337
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Herding behaviour in Spanish equity funds
Ferruz Agudo, Luis; Sarto, J. L.; Vicente, L. - In: Applied economics letters 15 (2008) 7/9, pp. 573-576
Persistent link: https://www.econbiz.de/10003741348
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A sector strategy from the Fama and French model
Ferruz Agudo, Luis; Badía, Guillermo - In: Applied economics letters 22 (2015) 16/18, pp. 1511-1514
Persistent link: https://www.econbiz.de/10011380411
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EU ETS CO2 emissions constraints and business performance : a quantile regression approach
Segura, Sara; Ferruz Agudo, Luis; Gargallo, Pilar; … - In: Applied economics letters 21 (2014) 1/3, pp. 129-134
Persistent link: https://www.econbiz.de/10010238918
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Effects of multicollinearity on the definition of mutual funds' strategic style : the Spanish case
Ferruz Agudo, Luis; Gimeno, Luis A. Vicente - In: Applied economics letters 12 (2005) 9, pp. 553-556
Persistent link: https://www.econbiz.de/10003015720
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Correcting the Merton and Henriksson timing model
Ferruz Agudo, Luis; Muñoz, Fernando; Vargas, María - In: Applied economics letters 17 (2010) 10/12, pp. 1183-1187
Persistent link: https://www.econbiz.de/10008699145
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Analysis of the impact of excess mortgages on housing prices using the cointegration test
Ferruz Agudo, Luis; Lample, Luis - In: Applied economics letters 23 (2016) 16/18, pp. 1182-1186
Persistent link: https://www.econbiz.de/10011701816
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Adapting and testing the Fama and French model, with some variations of company characteristics
Ferruz Agudo, Luis; Badía, Guillermo - In: Applied economics letters 24 (2017) 4/6, pp. 342-345
Persistent link: https://www.econbiz.de/10011704637