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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

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

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

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

UK stock returns and robust tests of mean variance efficiency

Clare, Andrew D. - In: Journal of banking & finance 21 (1997) 5, pp. 641-660

Persistent link: https://www.econbiz.de/10001222187

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

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

Evidence in support of the CAPM from three South East Asian stock markets

Clare, Andrew; Priestley, Richard - In: Ekonomia : the journal of the Cyprus Economic Society 2 (1998) 2, pp. 145-154

Persistent link: https://www.econbiz.de/10001353590

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

Trend Following and Momentum Strategies for Global REITs

Moss, Alex - 2015

This study investigates whether the risk adjusted returns of a global REIT portfolio would be enhanced by adopting a trend following strategy (which is an absolute concept), a momentum based strategy (which is a relative concept and requires individual country allocations), or indeed a...

Persistent link: https://www.econbiz.de/10013021437