University of Hull
Hull, HU6 7RX
United Kingdom
Hull University Business School
SSRN RANKINGS
in Total Papers Downloads
Cross-sectional momentum, Time series momentum, Momentum crashes, Volatility scaling
Momentum, reversal, optimal asset allocation, performance
momentum, reversal, portfolio choice, optimality, profitability.
FX rates, Currency carry trade, Forward-bias puzzle, FX risk premium
Microscopic simulation models, Econometric analysis
Microstructure, Treasury Market, Bid-Ask Spread, Price Discovery
overreaction, UK stock market
Microscopic simulation models, Probability density function, Spectral density function, Memory parameters
contrarian performance, London Stock Exchange, price level
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Investor Sentiment, Return Predictability, Bias Correction, China
Commodity Trading Advisors (CTAs), Foreign Exchange Rate, Carry Trade
Mortality, stochastic models, forecasting, structural breaks
Chinese gold market, Futures, Price discovery, Information share, Component share, Information leadership share, Sequential price discovery
Mortality rates, Frailty models, Deprivation measures
Asset pricing, fundamentalists and trend followers, (FI)GARCH, power-law, tail index
Adaptiveness, fundamental and technical analysis, stylized facts, power-law, tail index
Mortality, stochastic models, forecasting, structural breaks. hurst exponents
Beta Anomaly, Betting Against Beta, Overconfidence, Trading Volume, Mutual Fund
European sovereign debt, MTS, Network, Connectedness, Return, Volatility
Heterogeneity, Bounded Rationality, Asymmetrical Beliefs, Long Memory, Modified R/S Test
E-commerce, Channels of distribution, Durable goods, Durability, Selling and leasing
stylized facts, anomalies, heterogeneous beliefs, nonlinear dynamics, stability and bifurcation
Africa All-Share Index, Stylized facts, GARCH, Fat-tails, Long memory
Asset pricing, fundamentalists and trend followers, market fraction, stability, learning, power-law
Asset pricing, heterogeneous beliefs, market fraction, stability, bifurcation, market behaviour, limiting distribution, autocorrelation
