Andrew Jackson

Vinva Investment Management

Vinva

L13 10 Bridge Street

Sydney, 2000

Australia

http://www.vinva.com

London Business School

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 14,119

SSRN RANKINGS

Top 14,119

in Total Papers Downloads

3,698

SSRN CITATIONS
Rank 9,520

SSRN RANKINGS

Top 9,520

in Total Papers Citations

82

CROSSREF CITATIONS

36

Ideas:
“  I'm currently forecasting cross-sectional equity returns for a living  ”

Scholarly Papers (5)

1.

The Aggregate Behaviour of Individual Investors

Number of pages: 52 Posted: 29 Apr 2004
Andrew Jackson
Vinva Investment Management
Downloads 1,774 (9,861)
Citation 55

Abstract:

Loading...

Individual Investors, Small Investors

2.

Unifying Underreaction Anomalies

Number of pages: 42 Posted: 23 Apr 2002
Timothy C. Johnson and Andrew Jackson
London Business School and Vinva Investment Management
Downloads 692 (39,853)
Citation 6

Abstract:

Loading...

momentum, underreaction, post-event drift

3.
Downloads 634 ( 44,832)
Citation 1

High Frequency Performance Monitoring

London Business School Accounting Subject Area No. 024
Number of pages: 30 Posted: 11 Aug 2001
Elroy Dimson and Andrew Jackson
University of Cambridge - Judge Business School and Vinva Investment Management
Downloads 634 (44,209)
Citation 1

Abstract:

Loading...

Performance measurement; Investment management; High frequency monitoring

High Frequency Performance Monitoring

Journal of Portfolio Management, Vol. 27, No. 4, 2001
Posted: 18 Apr 2002
Elroy Dimson and Andrew Jackson
University of Cambridge - Judge Business School and Vinva Investment Management

Abstract:

Loading...

Performance measurement, Investment management, High frequency monitoring

4.

Trade Generation, Reputation and Sell-Side Analysts

Number of pages: 51 Posted: 29 Aug 2003
Andrew Jackson
Vinva Investment Management
Downloads 598 (48,404)
Citation 77

Abstract:

Loading...

trade generation, sell-side analysts, reputation

5.

Noise Trader Risk Exists . . . But the Noise Traders are Not Who You Think They are

EFMA 2003 Helsinki Meetings
Posted: 30 May 2003
Andrew Jackson
Vinva Investment Management

Abstract:

Loading...

Noise trader risk, individual investors, institutional frictions, sentiment, excess volatility, co-movement