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ECONIS (ZBW)
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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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2
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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3
Tactical equity investing across bull and bear markets
Ap Gwilym, Owain
;
Clare, Andrew D.
;
Seaton, James
; …
- In:
The journal of wealth management
14
(
2011/12
)
4
,
pp. 61-69
Persistent link: https://www.econbiz.de/10009507054
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4
An analysis of seasonality in the UK equity market
Clare, Andrew D.
- In:
The economic journal : the journal of the Royal …
105
(
1995
)
429
,
pp. 398-409
Persistent link: https://www.econbiz.de/10001179118
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5
Stock return predictability or mismeasured risk?
Clare, Andrew D.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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6
Is the gilt-equity yield ratio useful for predicting UK stock returns?
Clare, Andrew D.
- In:
The economic journal : the journal of the Royal …
104
(
1994
)
423
,
pp. 303-315
Persistent link: https://www.econbiz.de/10001159212
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7
Price clustering and bid-ask spreads in international bond futures
Ap Gwilym, Owain
;
Clare, Andrew D.
;
Thomas, Stephen
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10001445775
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8
Explaining international equity valuation ratios : the roles of commodity price inflation and relative asset volatilities
Clare, Andrew D.
;
Ap Gwilym, Owain
;
Seaton, James
; …
- In:
The journal of asset management
12
(
2011/12
)
1
,
pp. 11-29
Persistent link: https://www.econbiz.de/10009127825
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9
Dynamic migration between stock portfolios based on dividend yield and firm size
McManus, Ian
;
Ap Gwilym, Owain
;
Thomas, Stephen
- In:
Financial asset pricing : theory, global policy and dynamics
,
(pp. 29-59)
.
2011
Persistent link: https://www.econbiz.de/10009519858
Saved in:
10
Dividend resumptions, future profitability and stock returns
Ap Gwilym, Owain
;
Seaton, James
;
Thomas, Stephen
-
2005
Persistent link: https://www.econbiz.de/10003402631
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