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Carry and trend following returns in the foreign exchange market
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2015
Persistent link: https://www.econbiz.de/10010531060
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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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Portfolio return autocorrelation and non-synchronous trading in UK equities
Morgan, G. S.; Smith, Peter N.; Thomas, Stephen - 2000
Persistent link: https://www.econbiz.de/10001541322
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Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - 2004
Persistent link: https://www.econbiz.de/10002447981
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Breaking into the blackbox : trend following, stop losses, and the frequency of trading ; the case of the S&P500
Clare, Andrew D.; Seaton, James; Thomas, Stephen; … - 2012
Persistent link: https://www.econbiz.de/10009535804
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Breaking into the blackbox : trend following, stop losses and the frequency of trading : the case of the S&P500
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: The journal of asset management 14 (2013) 3, pp. 182-194
Persistent link: https://www.econbiz.de/10010207136
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Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Global finance journal 17 (2006) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10003381769
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Size matters: tail risk, momentum, and trend following in international equity portfolios
Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: The journal of investing 26 (2017) 3, pp. 53-64
Persistent link: https://www.econbiz.de/10011736548