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Size matters : tail risk, momentum and trend following in international equity portfolios
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015
Persistent link: https://www.econbiz.de/10010531062
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Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2012
Persistent link: https://www.econbiz.de/10009663202
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2014
Persistent link: https://www.econbiz.de/10010376537
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Predictability of stock markets with disequilibrium trading
Charemza, Wojciech; Shields, Kalvinder K.; … - 1997
Persistent link: https://www.econbiz.de/10000644134
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Firm level volatility-return analysis using dynamic panels
Smith, L. Vanessa (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741166
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Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola (contributor) - 2007
Persistent link: https://www.econbiz.de/10003457458
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Option pricing under stochastic volatility and trading volume
Ono, Sadayuki (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428523
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The asymmetric effect of the business cycle on the equity premium
Smith, Peter N. (contributor); Sorensen, Steffen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003466750
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Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros (contributor) - 2007
Persistent link: https://www.econbiz.de/10003446959
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The rise and fall of Railtrack plc : an event study
Glass, Anthony (contributor) - 2008
Persistent link: https://www.econbiz.de/10003671561