Multifactor funds: an early (bearish) assessment

JOURNAL ARTICLE published July 2023 in Journal of Asset Management

Authors: Javier Estrada

Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach

JOURNAL ARTICLE published April 2012 in Journal of Asset Management

Authors: Sagarika Mishra | Harminder Singh

Growth stocks outperform value stocks over the long term

JOURNAL ARTICLE published September 2002 in Journal of Asset Management

Authors: N Beneda

Corporate diversification and abnormal returns

JOURNAL ARTICLE published February 2019 in Journal of Asset Management

Authors: Chris M. Lawrey | Brandon C. L. Morris

Investor sentiment and the time-varying sustainability premium

JOURNAL ARTICLE published December 2021 in Journal of Asset Management

Authors: Vitor Azevedo | Christoph Kaserer | Lucila M. S. Campos

European investment fund flows and financial stability

JOURNAL ARTICLE published December 2009 in Journal of Asset Management

Authors: Elias Bengtsson

A word from the Editors

JOURNAL ARTICLE published January 2018 in Journal of Asset Management

Authors: Marielle de Jong | Dan diBartolomeo | Steve Satchell

Editorial

JOURNAL ARTICLE published August 2004 in Journal of Asset Management

Authors: Stephen Satchell

Editorial

JOURNAL ARTICLE published December 2018 in Journal of Asset Management

Authors: Marielle de Jong | Dan diBartolomeo

Parliamentary elections create more ‘options’: Evidences from world’s largest democracy ‘India’

JOURNAL ARTICLE published September 2016 in Journal of Asset Management

Authors: Vipul Kumar Singh

The impact of demand and liquidity on the informaton content and predictive power of the government bond yield curve: An illustration from the UK gilt market

JOURNAL ARTICLE published August 2003 in Journal of Asset Management

Authors: Moorad Choudhry

Asset-based economy and management in emerging capital markets

JOURNAL ARTICLE published December 2010 in Journal of Asset Management

Authors: Soumitra K Mallick

Market timing with aggregate accruals

JOURNAL ARTICLE published August 2009 in Journal of Asset Management

Authors: Qiang Kang | Qiao Liu | Rong Qi

How to combine a billion alphas

JOURNAL ARTICLE published January 2017 in Journal of Asset Management

Authors: Zura Kakushadze | Willie Yu

Price contingent and price-volume contingent portfolio strategies

JOURNAL ARTICLE published May 2023 in Journal of Asset Management

Authors: Alain Guéniche | Philippe Dupuy | Wan Ni Lai

Asset allocation with multiple analysts’ views: a robust approach

JOURNAL ARTICLE published May 2019 in Journal of Asset Management

Authors: I-Chen Lu | Kai-Hong Tee | Baibing Li

Abnormal returns with momentum/contrarian strategies using exchange-traded funds

JOURNAL ARTICLE published October 2008 in Journal of Asset Management

Authors: Jack C De Jong | S Ghon Rhee

Linear and nonlinear predictability in investment style factors: multivariate evidence

JOURNAL ARTICLE published October 2017 in Journal of Asset Management

Authors: Francesco Chincoli | Massimo Guidolin

Who profits from trading around earnings announcements? Evidence from TORQ data

JOURNAL ARTICLE published October 2008 in Journal of Asset Management

Authors: Malay K Dey | B Radhakrishna

A liability-relative drawdown approach to pension asset liability management

JOURNAL ARTICLE published June 2010 in Journal of Asset Management

Authors: Arjan Berkelaar | Roy Kouwenberg