York YO10 5DD
The York Management School
in Total Papers Downloads
in Total Papers Citations
price-earning ratios, value investing, arbitrage strategy, UK stock market, value premium
Price-earnings ratio, value investing, the value premium, trading strategy, UK stock returns
Value premium, price-earnings ratio, price-earnings ratio, UK stock returns
Stock market bubbles, fundamental values, dividends, regime switching, speculative bubble tests
Corporate social responsibility, ethical investing, beta, financial risk
speculative bubbles, asset pricing, stock returns, CAPM, cross-sectional variation
REITs, periodic partially collapsing speculative bubbles, direct bubble tests, probability of collapse, trading signals
hedge funds, indices, indexes, due diligence, classification, construction methodology, performance, benchmarks
hedge fund performance; implicit factors; statistical factors; linear and non-linear multi-factor models; alpha and beta returns
hedge funds, performance, statistical factors, multi-factor models, risk exposures, alpha and beta returns
hedge funds, performance persistence, fundamental factors, risk exposures
glamour shares, value shares, P/E, Merton model, behavioural finance, anchoring
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