Jonathan Fletcher

University of Strathclyde - Department of Accounting and Finance

Senior Lecturer in Finance

Curran Building

100 Cathedral Street

Glasgow G4 0LN

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS

51

CITATIONS
Rank 14,555

SSRN RANKINGS

Top 14,555

in Total Papers Citations

25

Scholarly Papers (10)

1.

The Performance of UK International Unit Trusts

European Financial Management, Vol. 11, No. 3, pp. 365-386, June 2005
Number of pages: 24 Posted: 24 Jun 2005
Jonathan Fletcher and Andrew P. Marshall
University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Strathclyde Business School
Downloads 18 (436,016)
Citation 4

Abstract:

2.

Can Asset Pricing Models Price Idiosyncratic Risk in U.K. Stock Returns?

The Financial Review, Vol. 42, No. 4, pp. 507-535, November 2007
Number of pages: 29 Posted: 18 Nov 2007
Jonathan Fletcher
University of Strathclyde - Department of Accounting and Finance
Downloads 14 (456,366)
Citation 6

Abstract:

3.

An Exploration of the Conditional Timing Performance of UK Unit Trusts

Journal of Business Finance & Accounting, Vol. 33, No. 5-6, pp. 816-838, June/July 2006
Number of pages: 23 Posted: 13 Aug 2006
Alistair Byrne, Jonathan Fletcher and Patricia Ntozi
University of Edinburgh - Business School, University of Strathclyde - Department of Accounting and Finance and University of Strathclyde - Department of Accounting and Finance
Downloads 14 (456,366)
Citation 9

Abstract:

4.

Arbitrage and the Evaluation of Linear Factor Models in UK Stock Returns

Financial Review, Vol. 45, Issue 2, pp. 449-468, May 2010
Number of pages: 20 Posted: 12 Apr 2010
Jonathan Fletcher
University of Strathclyde - Department of Accounting and Finance
Downloads 2 (514,595)
Citation 2

Abstract:

5.

Risk Reduction and Mean-Variance Analysis: An Empirical Investigation

Journal of Business Finance & Accounting, Vol. 36, Issue 7-8, pp. 951-971, September/October 2009
Number of pages: 21 Posted: 13 Oct 2009
Jonathan Fletcher
University of Strathclyde - Department of Accounting and Finance
Downloads 2 (514,595)
Citation 4

Abstract:

6.

An Examination of Dynamic Trading Stategies in UK and Us Stock Returns

Journal of Business Finance & Accounting, Vol. 38, Issue 9‐10, pp. 1290-1310, 2011,
Number of pages: 21 Posted: 14 Dec 2011
Jonathan Fletcher
University of Strathclyde - Department of Accounting and Finance
Downloads 1 (522,662)

Abstract:

mean‐variance analysis, dynamic trading strategies

7.

Performance Evaluation of U.K. Unit Trusts Within the Stochastic Discount Factor Framework

Journal of Financial Research, Forthcoming
Posted: 20 Oct 2003
Jonathan Fletcher and David Forbes
University of Strathclyde - Department of Accounting and Finance and Glasgow Caledonian University

Abstract:

8.

U.K. Unit Trust Performance: Does it Matter Which Benchmark or Measure is Used?

Journal of Finanical Services Research, Vol. 21, No. 3, June 2002
Posted: 08 Mar 2003
Jonathan Fletcher and David Forbes
University of Strathclyde - Department of Accounting and Finance and Glasgow Caledonian University

Abstract:

Fund performance, benchmark specifications

9.

An Examination of Conditional Asset Pricing in UK Stock Returns

The Financial Review, August 2002
Posted: 09 Sep 2002
Jonathan Fletcher
University of Strathclyde - Department of Accounting and Finance

Abstract:

CAPM, Stochastic Discount Factor

10.

An Examination of Resampled Portfolio Efficiency

Financial Analysts Journal, Vol. 57, No. 5, September/October 2001
Posted: 19 Nov 2001
Jonathan Fletcher and Joe Hillier
University of Strathclyde - Department of Accounting and Finance and Glasgow Caledonian University

Abstract: