Angela Christidis

University of Exeter Business School

University of Exeter

Xfi Building, Rennes Dr.

Exeter, EX4 4ST

United Kingdom

SCHOLARLY PAPERS

3

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CITATIONS
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15

Scholarly Papers (3)

1.

The Fama-French and Momentum Portfolios and Factors in the UK

University of Exeter Business School, Xfi Centre for Finance and Investment Paper No. 09/05
Number of pages: 31 Posted: 17 Nov 2009 Last Revised: 21 Jan 2010
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter - Xfi Centre, University of Exeter and University of Exeter Business School
Downloads 1,591 (7,465)
Citation 11

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2.

Some New Models for Financial Distress Prediction in the UK

Xfi - Centre for Finance and Investment Discussion Paper No. 10
Number of pages: 46 Posted: 05 Oct 2010
Angela Christidis and Alan Gregory
University of Exeter Business School and University of Exeter - Xfi Centre
Downloads 387 (45,718)
Citation 3

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Variables, Dynamic Logit, Accounting Based Model

Constructing and Testing Alternative Versions of the Fama-French and Carhart Models in the UK

Xfi Centre for Finance and Investment Working Paper No. 11/02
Number of pages: 67 Posted: 01 Nov 2011
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter - Xfi Centre, University of Exeter and University of Exeter Business School
Downloads 167 (162,269)
Citation 1

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Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

Journal of Business Finance & Accounting, Vol. 40, Issue 1-2, pp. 172-214, 2013
Number of pages: 43 Posted: 27 Feb 2013
Alan Gregory, Rajesh Tharyan and Angela Christidis
University of Exeter - Xfi Centre, University of Exeter and University of Exeter Business School
Downloads 1 (617,027)
Citation 1
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asset pricing, multi factor models, CAPM, Fama–French model, performance evaluation, event studies