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hedge fund, hedge fund index, Sharpe Ratio, Mean-Variance analysis, skewness, kurtosis

price-earning ratios, value investing, arbitrage strategy, UK stock market, value premium

market timing rules, speculative bubbles, dynamic asset allocation, S&P500, stock index returns

hedge fund, returns, alpha, beta, fees, performance

Price-earnings ratio, value investing, the value premium, trading strategy, UK stock returns

English premier league, football manager performance, fixed effects, bootstrap

Corporate social responsibility, ethical investing, stock returns, trading rule performance

Value premium, price-earnings ratio, price-earnings ratio, UK stock returns

Bootstrap, Value at Risk (VaR), Generalised Pareto Distribution, Parametric, Semi-nonparametric and Small Sample Bias Corrected Tail Index Estimators, GARCH models

Momentum profits, Transaction costs, Low-cost strategy

Single stock futures, hedging, Universal Stock Futures, OneChicago

Basis risk, single stock futures, hedging, universal stock futures

utility-based hedging, OLS, non-normality risk, commodity futures, skewness, kurtosis

Commodity prices, stochastic volatility, jumps, Markov Chain Monte Carlo

Corporate reputation, Management Today Most Admired Firms, stock returns, trading rule performance

Momentum profits, Transaction costs, bid-ask spreads, trading volume

Index effect, S&P 500, market efficiency, price pressure

commodity futures, theory of storage, risk premia

Value premium, CAPM, GJR-GARCH(1,1)-M, Conditional unsystematic risk

Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

corporate citizenship, Business Ethics 100 Best Corporate Citizens, corporate social responsibility, stock returns, trading rule performance

soccer results, football clubs, stock returns, efficient markets hypothesis

medieval finance, interest rates, government debt, Italian merchant banks

market microstructure, spillover effect, commonalities, liquidity, price impact of a trade

Forward curves, scarcity, commodity price volatility, theory of storage, convenience yield

Stock Index, Multivariate Asymmetric GARCH, News Impact Surfaces, Conditional Beta Surfaces

Index effect, S&P 500, market efficiency, price pressure, three-factor model

Arbitrage Opportunities, Negative Spreads, Market Microstructure, Market Efficiency

intrinsic bubbles, rational bubbles, rents, US residential real estate market

Corporate Social Responsibility, CSR, CSP, Credit Ratings, Cost of Debt, Credit Spreads, Corporate Bonds

Momentum profits, Common unsystematic risk, GJR-GARCH(1,1)-M

periodically collapsing speculative bubbles, spillovers, contagion, REITs, real estate

speculative bubbles, real estate, regime-switching, regional spillovers

Corporate social responsibility, Corporate social performance, Socially responsible investing

Wool market, forward contracts, market efficiency, Medieval England, interest rates

REITs, periodic partially collapsing speculative bubbles, direct bubble tests, probability of collapse, trading signals

speculative bubbles, asset pricing, stock returns, CAPM, cross-sectional variation

tick test, market microstructure, sign of a trade, PIN

total asset growth, total shareholder returns, Eurofins Scientific

idiosyncratic risk, cross-sectional variation in stock returns, CAPM, conditional volatility, risk premium

football, stock returns, volatility, management change, event study

Leading indicator, US rents, turning point forecasting, direction prediction

house prices, monetary policy, Markov switching model, macroeconomic drivers

Financialization, Commodity markets, Speculators, Volatility, Correlation

Arbitrage, information shares, cross-listed stocks, historical finance, 18th century stocks

Medieval trade, sovereign borrowing, Flemish merchants, evolutionary dynamics, expected utility

Research quality, ABS list, impact factors, research assessment exercise, research excellence framework, gender

conditional kurtosis, fat tails, fourth moment, GARCH, Student`s t-distribution

Regime switching models, value indices of commercial real estate, non-stationary time series, normality, real estate

Property returns, macroeconomy, vector autoregressions

Real estate returns, spreads, forecasting, time series models, vector autoregressions

Real estate returns, vector autoregressive models, neural networks, forecasting

Cross-correlations, cross-bicorrelations, exchange rates, nonlinearity

Stock index futures, FTSE 100, Error correction model, Trading rules, Forecasting accuracy, Cost of carry model

Stock index, Minimum Capital Risk Requirements, Internal Risk Management Models, Value at risk, asymmetries, multivariate GARCH, semi-variance

Minimum Capital Risk Requirements, Generalized Pareto Distribution, GARCH models

GEYR, Markov switching, regime model, forecasting, equity & bond returns, trading rule

Minimum capital risk requirements, internal risk management models, volatility persistence

Internal risk management models, stock market volatility, value at risk models, extreme market movements, correlation matrices, multivariate GARCH model

Stock market bubbles, regime switching, speculative bubble tests, fundamental values, trading rules

Risk Measurement and Management: firm/enterprise risk

Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests

Speculative behaviour models, fundamental values, dividends, regime switching, speculative bubble tests, trading rules