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Consistent dividend growth investment strategies

Ap Gwilym, Owain; Clare, Andrew; Seaton, James; Thomas, … - In: The journal of wealth management 12 (2009/10) 3, pp. 113-124

Persistent link: https://www.econbiz.de/10009886609

Tactical equity investing across bull and bear markets

Gwilym, Owain ap; Clare, Andrew; Seaton, James; Thomas, … - In: The journal of wealth management 14 (2011/12) 4, pp. 61-69

Persistent link: https://www.econbiz.de/10009886689

Extreme price clustering in the London equity index futures and options markets

ap Gwilym, Owain; Clare, Andrew; Thomas, Stephen - In: Journal of banking & finance 22 (1998) 9, pp. 1193-1206

Persistent link: https://www.econbiz.de/10005900563

The Robustness of the APT to Alternative Estimators

Clare, Andrew; Priestley, Richard; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 24 (1997) 5, pp. 645-656

Persistent link: https://www.econbiz.de/10006998326

The Overreaction Hypothesis and the UK Stockmarket

Clare, Andrew; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 22 (1995) 7, pp. 961-974

Persistent link: https://www.econbiz.de/10007005961

Direct Evidence of Non-trading on the London Stock Exchange

Clare, Andrew; Morgan, Gareth; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 29 (2002) 1-2, pp. 29-54

Persistent link: https://www.econbiz.de/10006975227

Explaining international equity valuation ratios : the roles of commodity price inflation and relative asset volatilities

Clare, Andrew; Ap Gwilym, Owain; Seaton, James; Thomas, … - In: The journal of asset management 12 (2011/12) 1, pp. 11-29

Persistent link: https://www.econbiz.de/10009871095

Price clustering and bid-ask spreads in international bond futures

ap Gwilym, Owain; Clare, Andrew; Thomas, Stephen - In: Journal of international financial markets, … 8 (1998) 3, pp. 377-392

Persistent link: https://www.econbiz.de/10007124424

The Robustness of the APT to Alternative Estimators

Clare, Andrew; Priestley, Richard; Thomas, Stephen - In: Journal of Business Finance & Accounting 24 (1997-06) 5, pp. 645-655

We test the robustness of the APT to two alternative estimation procedures: the Fama and MacBeth (1973) two-step methodology; and the one-step procedure due to Burmeister and McElroy (1988). We find that the APT is indeed sensitive to the chosen estimator and assumptions about the factor...

Persistent link: https://www.econbiz.de/10005161332

Direct Evidence of Non-trading on the London Stock Exchange

Clare, Andrew; Morgan, Gareth; Thomas, Stephen - In: Journal of Business Finance & Accounting 29 (2002) 1&2, pp. 29-53

The extent of non-trading is shown to be much greater in the UK than in the more heavily researched US equity markets. Over the period 1975 to 1995 we find that almost 44% of all stocks in our sample failed to trade on the last day of a given month, a figure which is significantly higher than...

Persistent link: https://www.econbiz.de/10005167821