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Performance Evaluation Of U.K. Unit Trusts Within The Stochastic Discount Factor Framework
Fletcher, Jonathan; Forbes, David N. - In: The journal of financial research : a publ. of the … 27 (2004) 2, pp. 289-306
Persistent link: https://www.econbiz.de/10006817747
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An examination of the cross-sectional relationship of beta and return : UK evidence
Fletcher, Jonathan - In: Journal of economics & business 49 (1997) 3, pp. 211-221
Persistent link: https://www.econbiz.de/10001222786
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The mean-variance efficiency of benchmark portfolios : UK evidence
Fletcher, Jonathan - In: Journal of banking & finance 18 (1994) 4, pp. 673-685
Persistent link: https://www.econbiz.de/10001170183
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Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Fletcher, Jonathan - In: The North American journal of economics and finance : a … 46 (2018), pp. 114-129
Persistent link: https://www.econbiz.de/10012036611
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An empirical examination of the diversification benefits of U.K. international equity closed-end funds
Fletcher, Jonathan - In: International review of financial analysis 55 (2018), pp. 23-34
Persistent link: https://www.econbiz.de/10012005160
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An empirical examination of the incremental contribution of stock characteristics in UK stock returns
Fletcher, Jonathan - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-19
This study uses the Bayesian approach to examine the incremental contribution of stock characteristics to the investment opportunity set in U.K. stock returns. The paper finds that size, book-to-market (BM) ratio, and momentum characteristics all make a significant incremental contribution to...
Persistent link: https://www.econbiz.de/10011760202
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An examination of the benefits of factor investing in U.K. stock returns
Fletcher, Jonathan - In: International journal of economics and finance 10 (2018) 4, pp. 154-170
Persistent link: https://www.econbiz.de/10011860918
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Benchmark models of expected returns in U.K. portfolio performance : an empirical investigation
Fletcher, Jonathan - In: International review of economics & finance : IREF 29 (2014), pp. 30-46
Persistent link: https://www.econbiz.de/10010431513
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An examination of UK unit trust performance within the Arbitrage Pricing Theory framework
Fletcher, Jonathan - In: Review of quantitative finance and accounting 8 (1997) 2, pp. 91-107
Persistent link: https://www.econbiz.de/10001590881
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The evaluation of the performance of UK American unit trusts
Fletcher, Jonathan - In: International review of economics & finance : IREF 8 (1999) 4, pp. 455-466
Persistent link: https://www.econbiz.de/10001443994