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S&P global sector survivals : momentum effects in sector indices underlying iShares

Kos, Hartwig; Todorovic, Natasa - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 520-540

Persistent link: https://www.econbiz.de/10003747264

S&P Global Sector survivals: Momentum effects in sector indices underlying iShares

Kos, Hartwig; Todorovic, Natasa - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 520-541

Persistent link: https://www.econbiz.de/10008897245

S&P Global Sector survivals: Momentum effects in sector indices underlying iShares

Kos, Hartwig; Todorovic, Natasa - In: The Quarterly Review of Economics and Finance 48 (2008) 3, pp. 520-540

This study investigates survival of the momentum effects in S&P Global 1200 Sector index returns which are underlying indices for iShares, by employing a methodology which allows analyzing the momentum effect without being dependant on zero-investment portfolios. We design a trading strategy...

Persistent link: https://www.econbiz.de/10005394535

Quantitative or momentum-based multi-style rotation? : UK experience

Clare, Andrew D.; Sapuric, Svetlana; Todorovic, Natasa - In: The journal of asset management 10 (2009/10) 6, pp. 370-381

Persistent link: https://www.econbiz.de/10003924923

Determinants of debt rescheduling in Eastern European countries

Laušev, Jelena; Stojanovic, Aleksandar; Todorovic, Natasa - In: Economic annals 56 (2011) 188, pp. 7-31

Persistent link: https://www.econbiz.de/10009303748

Daily volume, intraday and overnight returns for volatility prediction : profitability or accuracy?

Fuertes, Ana María; Kalotychou, Elena; Todorovic, Natasa - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 251-278

Persistent link: https://www.econbiz.de/10011333120

What impact does a change of fund manager have on mutual fund performance?

Clare, Andrew D.; Motson, Nick; Sapuric, Svetlana; … - In: International review of financial analysis 35 (2014), pp. 167-177

Persistent link: https://www.econbiz.de/10010529610

UK equity mutual fund alphas make a comeback

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: International review of financial analysis 44 (2016), pp. 98-110

Persistent link: https://www.econbiz.de/10011623949

Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks

Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: The journal of asset management 20 (2019) 1, pp. 15-30

Persistent link: https://www.econbiz.de/10012059737

US sector rotation with five-factor Fama-French alphas

Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: The journal of asset management 19 (2018) 2, pp. 116-132

Persistent link: https://www.econbiz.de/10011847708