All Stories

  1. Bond market investor herding: Evidence from the European financial crisis
  2. Herd behavior and equity market liquidity: Evidence from major markets
  3. Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach
  4. A novel multi-attribute benchmarking approach for assessing the financial performance of local governments: Empirical evidence from France
  5. Multiple criteria decision aiding for finance: An updated bibliographic survey
  6. Quantitative Financial Risk Management
  7. On the stock market liquidity and the business cycle: A multi country approach
  8. Contrarian Trading Strategies
  9. Herding on fundamental information: A comparative study
  10. Overreaction in Large capitalization firms
  11. Contrarian and momentum trading: a review of the literature
  12. Inferring robust decision models in multicriteria classification problems: An experimental analysis
  13. Market states, expectations, sentiment and momentum: How naive are investors?
  14. Trading in option contracts before large price changes: A comparative study of US and UK markets
  15. Mesdames et Messieurs, momentum performance is not so abnormal after all!
  16. Recent evidence on the performance and riskiness of contrarian portfolios
  17. The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks
  18. Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts
  19. Recent Advances in Lending to the Poor with Asymmetric Information
  20. Profits From Buying Losers And Selling Winners In The London Stock Exchange
  21. What should we know about momentum investing? The case of the Australian Security Exchange
  22. Systematic liquidity and excess returns: evidence from the London Stock Exchange
  23. Short-term patterns in government bond returns following market shocks: International evidence
  24. Contrarian and momentum profitability revisited: Evidence from the London Stock Exchange 1964–2005
  25. Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange
  26. Liquidity Commonality in the London Stock Exchange
  27. The effect of time-varying risk on the profitability of contrarian investment strategies in a thinly traded market: a Kalman filter approach
  28. Short-term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?
  29. Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange
  30. Sources of contrarian profits and return predictability in emerging markets
  31. Information Ambiguity and Investor Over and Under Reactions
  32. When is Herding Not Herding?
  33. Ambiguity Aversion, Company Size and the Pricing of Earnings Forecasts
  34. The Impact of Conventional and Unconventional Monetary Policy on Expectations and Sentiment
  35. Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?
  36. Contrarian Profits and the Overreaction Hypothesis: The Case of the Athens Stock Exchange
  37. Contagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets During the European Financial Crisis
  38. Are Contrarian Investment Strategies Profitable in the London Stock Exchange? Where do These Profits Come From?