Andrew Mason

University of Surrey - Surrey Business School

Dr Andrew Mason

Guildford, Surrey GU2 5XH

United Kingdom

http://www2.surrey.ac.uk/management/people/andrew_mason/

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 31,622

SSRN RANKINGS

Top 31,622

in Total Papers Downloads

1,379

CITATIONS

2

Scholarly Papers (8)

1.

Beyond Market Mood: Firm Sentiment and the Response to Corporate Earnings Announcements

Number of pages: 51 Posted: 03 Mar 2017 Last Revised: 25 Aug 2018
University of Surrey - Surrey Business School, University of Surrey - Surrey Business School and University of Surrey - Surrey Business School
Downloads 320 (91,284)

Abstract:

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Investor sentiment, Asset pricing, Social media, Twitter, Earnings surprises.

2.

On Luck versus Skill When Performance Benchmarks are Style-Consistent

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 01 Jun 2015
University of Surrey - Surrey Business School, Cranfield University - School of Management, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 294 (100,056)

Abstract:

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Mutual fund performance, style benchmarks, skill versus luck

3.

Covered Interest Rate Parity in Emerging Markets

International Review of Financial Analysis, Forthcoming
Number of pages: 30 Posted: 22 Jun 2011 Last Revised: 02 Jul 2011
Frank S. Skinner and Andrew Mason
Brunel University and University of Surrey - Surrey Business School
Downloads 277 (106,613)
Citation 2

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Covered Interest Rate Parity, CDS, Credit Risk

4.

Realism, Skill & Incentives: Current and Future Trends in Investment Management and Investment Performance

Number of pages: 23 Posted: 20 May 2015 Last Revised: 22 May 2015
University of Surrey - Surrey Business School, Cranfield University - School of Management and Brunel University
Downloads 121 (225,202)

Abstract:

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Investment Management, Investment Performance, Mutual Funds, Factor Models, Skill, Characteristics, Incentives

5.

Returns Based Style Groups and Benchmarking

Posted: 17 Dec 2010
Andrew Mason, Steve Thomas and Frank McGroarty
University of Surrey - Surrey Business School, City University London - Sir John Cass Business School and University of Southampton - Southampton Business School
Downloads 98 (261,404)

Abstract:

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Mutual funds, Style analysis, Benchmarking, Portfolio Management, Management Style, Returns Based Style, Factor Analysis, Cluster Analysis, Style investing, Comovement, Value, Growth, Investment, Asset management

6.

Combining Returns Based and Characteristics Based Style Analysis for US Diversified Equity Funds

Number of pages: 21 Posted: 12 Sep 2010 Last Revised: 04 Aug 2011
Andrew Mason, Steve Thomas and Frank McGroarty
University of Surrey - Surrey Business School, City University London - Sir John Cass Business School and University of Southampton - Southampton Business School
Downloads 94 (268,549)

Abstract:

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Portfolio Management, Management Style, Style Analysis, Mutual Funds, Portfolio Characteristics, Characteristics Based Style, Returns Based Style, Factor Analysis, Style investing, Comovement, Value, Growth, Investment, Asset management

7.

Style Analysis for Diversified U.S. Equity Funds

Journal of Asset Management 13, 170-185 (June 2012) DOI:10.1057/jam.2012.6
Number of pages: 31 Posted: 25 May 2012
Andrew Mason, Frank McGroarty and Steve Thomas
University of Surrey - Surrey Business School, University of Southampton - Southampton Business School and City University London - Sir John Cass Business School
Downloads 93 (270,367)

Abstract:

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Style, Investment, Benchmark, Portfolio, Value, Factors

8.

Complementary or Contradictory? Combining Returns Based & Characteristics Based Investment Style Analysis

Number of pages: 43 Posted: 21 Jun 2011 Last Revised: 04 Aug 2011
Andrew Mason, Steve Thomas and Frank McGroarty
University of Surrey - Surrey Business School, City University London - Sir John Cass Business School and University of Southampton - Southampton Business School
Downloads 82 (292,420)

Abstract:

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Investment Style, Mutual Funds, Portfolio, Style Analysis