Results for Market efficiency

Publications & Outputs

1. Navigating the factor zoo around the world: an institutional investor perspective

   Bartram, S. M., Lohre, H., Pope, P. F. & Ranganathan, A., 31/07/2021, In: Journal of Business Economics. 91, 5, p. 655-703 49 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Time-Series Momentum in Nearly 100 Years of Stock Returns

   Lim, B., Wang, J. & Yao, Y., 1/12/2018, In: Journal of Banking and Finance. 97, p. 283-296 14 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

3. Hedging efficiency in the Greek options market before and after the financial crisis of 2008

   Shackleton, M. & Voukelatos, N., 04/2013, In: Journal of Multinational Financial Management. 23, 1-2, p. 1-18 18 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review