Sam Agyei-Ampomah

Cranfield University - School of Management

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

1.
Downloads 301 ( 98,614)

Excess Volatility and UK Investment Trusts

EFMA 2002 London Meetings
Number of pages: 31 Posted: 27 May 2002
Sam Agyei-Ampomah and John Richard (Dick) Davies
Cranfield University - School of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 269 (110,697)

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Excess Volatility, Variance Bound Tests, Mutual Funds, Investment Trusts, Net Asset Value

Excess Volatility and UK Investment Trusts

Journal of Business Finance & Accounting, Vol. 32, No. 5-6, pp. 1033-1062, June 2005
Number of pages: 30 Posted: 22 Sep 2005
Sam Agyei-Ampomah and John Richard (Dick) Davies
Cranfield University - School of Management and University of Strathclyde - Department of Accounting and Finance
Downloads 32 (460,576)
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2.

Does Gold Offer a Better Protection Against Sovereign Debt Crisis than Other Metals?

Journal of Banking and Finance, 40, 2014, pp 507-521
Number of pages: 43 Posted: 08 Nov 2013 Last Revised: 15 Aug 2014
Sam Agyei-Ampomah, Dimitrios Gounopoulos and Khelifa Mazouz
Cranfield University - School of Management, University of Bath and University of Bradford - School of Management
Downloads 295 (100,809)

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Gold; Precious Metals; Industrial Metals; Sovereign Bonds; Hedge; Safe Haven

3.

On Luck versus Skill When Performance Benchmarks are Style-Consistent

Journal of Banking and Finance, Forthcoming
Number of pages: 53 Posted: 01 Jun 2015
Andrew Mason, Sam Agyei-Ampomah, Andrew Clare and Steve Thomas
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 (101,145)

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Mutual fund performance, style benchmarks, skill versus luck

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
Andrew Mason, Sam Agyei-Ampomah and Frank S. Skinner
University of Surrey - Surrey Business School, Cranfield University - School of Management and Brunel University
Downloads 126 (220,726)

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

5.

An Empirical Examination of the Inter-Linkages between African Stock Markets

Number of pages: 22 Posted: 04 Dec 2008
Sam Agyei-Ampomah
Cranfield University - School of Management
Downloads 116 (234,834)

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Equity market integration, emerging markets, Africa

6.

Stabilization and the Aftermarket Prices of Initial Public Offerings

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 33 Posted: 19 Aug 2012
Khelifa Mazouz, Sam Agyei-Ampomah, Brahim Saadouni and Shuxing Yin
University of Bradford - School of Management, Cranfield University - School of Management, Alliance Manchester Business School, The University of Manchester and University of Sheffield - School of Management
Downloads 93 (273,100)

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Stabilization, Underpricing, Underwriter’s reputation, Hong Kong IPOs

7.

Term Structure Information and Bond Strategies

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 44 Posted: 19 Aug 2012
Maria Gonzalez, Frank S. Skinner and Sam Agyei-Ampomah
University of Castilla-La Mancha, Brunel University and Cranfield University - School of Management
Downloads 81 (297,518)

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Term structure theory, Bond strategies, MPPM, Performance measurement, Simulation

8.

The Foreign Exchange Exposure of UK Non-Financial Firms: A Comparison of Market-Based Methodologies

International Review of Financial Analysis, Forthcoming
Number of pages: 28 Posted: 19 Aug 2012
Sam Agyei-Ampomah, Khelifa Mazouz and Shuxing Yin
Cranfield University - School of Management, University of Bradford - School of Management and University of Sheffield - School of Management
Downloads 65 (336,501)

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Foreign exchange exposure, Currency risk, Panel estimation

9.

The Comovement of Option Listed Stocks

Journal of Banking and Finance, Vol. 35, No. 8, 2011
Number of pages: 51 Posted: 19 Aug 2012
Sam Agyei-Ampomah and Khelifa Mazouz
Cranfield University - School of Management and University of Bradford - School of Management
Downloads 27 (473,469)

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Comovement, Equity option listing, Beta

10.

The Post-Cost Profitability of Momentum Trading Strategies: Further Evidence from the UK

European Financial Management, Vol. 13, No. 4, pp. 776-802, September 2007
Number of pages: 27 Posted: 15 Aug 2007
Sam Agyei-Ampomah
Cranfield University - School of Management
Downloads 14 (546,665)
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