Business School South
Nottingham, Nottinghamshire NG81DD
United Kingdom
Nottingham University Business School
SSRN RANKINGS
in Total Papers Downloads
Price momentum, Fundamental momentum, Twin momentum, Information diffusion, Sticky expectation
Fundamental Extrapolation; Return Extrapolation; Volatility; Expectation
Hedge funds; Style-shifting; Fund manager skill; Fund performance; Fund flow
Mutual Funds; Active Trading; Stock Selection Opportunity; Stock Selection Timing; Stock-picking ability
Momentum, Retail investors, Nominal stock prices
asset allocation, mean-variance, 1/N rule, portfolio performance, stock characteristics
Return predictability, dividend-price ratio, unit root test, nonsense correlation, trend
Stock returns, Predictability, Quantile boosting
hedge funds, noise trader, irrationality riding, arbitrage
cross-section of stock returns; stock characteristics; optimal portfolios
ICAPM, Conditional risk, Unspanned risk, Tradeoff, Knightian Uncertainty, Policy Uncertainty
Anomalies, Industry herding, Asset pricing