York YO10 5DD
United Kingdom
The York Management School
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price-earning ratios, value investing, arbitrage strategy, UK stock market, value premium
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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
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speculative bubbles, asset pricing, stock returns, CAPM, cross-sectional variation
glamour shares, value shares, P/E, Merton model, behavioural finance, anchoring
REITs, periodic partially collapsing speculative bubbles, direct bubble tests, probability of collapse, trading signals
hedge funds, performance, statistical factors, multi-factor models, risk exposures, alpha and beta returns
hedge fund performance; implicit factors; statistical factors; linear and non-linear multi-factor models; alpha and beta returns
hedge funds, indices, indexes, due diligence, classification, construction methodology, performance, benchmarks
hedge funds, performance persistence, fundamental factors, risk exposures
