Purpose: Motivated by the debate on the patterns and sources of commodity futures returns, this paper investigates the performance of three investment trading strategies, namely, the momentum strategy of Jegadeesh and Titman (1993), the 52-week high momentum strategy of George and Hwang (2004)...

The compensation received by UK Vice Chancellors (VCs) has been on an upward trend in re- cent years and attracted a lot of negative media attention. In this paper, we examine whether VC compensation is excessive. Using a panel dataset covering the academic years 2007/2008 to 2016/2017, we...

Bitcoin has attracted a wealth of attention in the media and by investors alike and this paper investigates whether Bitcoin can act as a hedge or safe-haven against world currencies. Contrary to previous studies, we assess the relationship between Bitcoin and currencies at the hourly frequency...

This paper examines the performance of technical trading rules in Socially Responsible Investment (SRI) indices. Unlike previous studies, we separate technical trading rules into those that aim to trend-follow and those that employ mean-reversion. Using three popular FTSE4Good indices, we show...