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The bid-ask spread in stock index options : an ordered probit analysis

Ap Gwilym, Owain - In: The journal of futures markets 18 (1998) 4, pp. 467-485

Persistent link: https://www.econbiz.de/10001242637

Non-parametric estimates of the foreign exchange and equity risk premia and tests of market efficiency

Wickens, Michael R.; Thomas, Stephen - 1989

Persistent link: https://www.econbiz.de/10000779308

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

Private information, excessive volability and intraday empirical regularities in the spot foreign exchange marktet

McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - 2005

Persistent link: https://www.econbiz.de/10003402636

Local versus foreign currency ratings : what determines sovereign transfer risk?

Treviño, Lourdes; Thomas, Stephen - In: The journal of fixed income 11 (2001) 1, pp. 65-76

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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

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Reports of beta's death are premature : evidence from the UK

Clare, Andrew D. - In: Journal of banking & finance 22 (1998) 9, pp. 1207-1229

Persistent link: https://www.econbiz.de/10001249316

The blended approach to real estate allocations : performance implications of combining an exposure to German spezialfonds with global listed real estate securities

Moss, Alex; Clare, Andrew D.; Thomas, Steve; Seaton, James - 2015

Persistent link: https://www.econbiz.de/10011407751

The Blended Approach to Real Estate Allocations : Performance Implications of Combining an Exposure to German Spezialfonds with Global Listed Real Estate Securities

Moss, Alex - 2015

This paper seeks to increase the understanding of the performance implications for investors who choose to combine an unlisted real estate portfolio (in this case German Spezialfonds) with a (global) listed real estate element. We call this a “blended” approach to real estate allocations....

Persistent link: https://www.econbiz.de/10013014753