Nick Inglis

Bond University

Gold Coast, QLD 4229

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

325

CITATIONS

0

Scholarly Papers (3)

1.

Beyond Momentum: Investigating Statistical Learning for Winners-Minus-Losers Anomalies

28th Australasian Finance and Banking Conference
Number of pages: 21 Posted: 20 Aug 2015
Bond University, Bond University and Bond University
Downloads 226 (133,584)

Abstract:

Loading...

Momentum, Anomaly, Statistical Learning

2.

Beyond Momentum: Investigating Statistical Learning for Winners-­Minus-­Losers Anomalies

7th Australasian Actuarial Education and Research Symposium
Number of pages: 21 Posted: 03 Dec 2015
Bond University, Bond University and Bond University
Downloads 98 (265,541)

Abstract:

Loading...

3.

Modelling Momentum Winner/Loser Asymmetry: The Sources of Winner and Loser Returns in the Asx200 and S&P500

Accounting & Finance, Vol. 59, pp. 657-684, 2019
Number of pages: 28 Posted: 10 Apr 2019
Nick Inglis, Bruce Vanstone and Tobias Hahn
Bond University, Bond University - Bond Business School and Bond University
Downloads 1 (643,830)
  • Add to Cart

Abstract:

Loading...

Anomalies, Momentum, Market efficiency, Winner/loser asymmetry, Winners minus losers anomalies, Semivariance