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An empirical examination of the diversification benefits of U.K. international equity closed-end funds
Fletcher, Jonathan - In: International review of financial analysis 55 (2018), pp. 23-34
Persistent link: https://www.econbiz.de/10012005160
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Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?
Fletcher, Jonathan - In: International review of financial analysis 20 (2011) 5, pp. 375-385
Persistent link: https://www.econbiz.de/10009492081
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Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors
Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 43 (2016), pp. 48-61
Persistent link: https://www.econbiz.de/10011623711
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An examination of the benefits of dynamic trading strategies in U.K. closed-end funds
Fletcher, Jonathan; Basu, Devraj - In: International review of financial analysis 47 (2016), pp. 109-118
Persistent link: https://www.econbiz.de/10011624072
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Hedge fund performance attribution under various market conditions
Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 56 (2018), pp. 221-237
Persistent link: https://www.econbiz.de/10012006267
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On the conditional relationship between beta and return in international stock returns
Fletcher, Jonathan - In: International review of financial analysis 9 (2000) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10001543509
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Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
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Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 43 (2016), pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
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Asymmetry in spillover effects : evidence for international stock index futures markets
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: International review of financial analysis 53 (2017), pp. 94-111
Persistent link: https://www.econbiz.de/10011877850