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Selecting Australian equity superannuation funds : a retail investor's perspective

Drew, Michael E.; Stanford, Jon D.; Veeraraghavan, Madhu - 2002

Persistent link: https://www.econbiz.de/10001720607

Hot hands and superannuation fund performance : a second note for trustees

Drew, Michael E.; Stanford, Jon D.; Taranenko, Pavlo - In: Economic papers : a journal of applied economics and policy 20 (2001) 4, pp. 18-25

Persistent link: https://www.econbiz.de/10001642833

Assets under management and superannuation fund performance : a third note for trustees

Drew, Michael E.; Stanford, Jon D.; Hoffman, Damien - In: Economic papers : a journal of applied economics and policy 21 (2002) 1, pp. 80-91

Persistent link: https://www.econbiz.de/10001681343

Is idiosyncratic volatility priced? : Evidence from the Shanghai Stock Exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - 2003

Persistent link: https://www.econbiz.de/10001742520

Is idiosyncratic volatility priced? : Evidence from the Shanghai stock exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - In: International review of financial analysis 13 (2004) 3, pp. 349-366

Persistent link: https://www.econbiz.de/10002115148

Sustainable stock indices and long-term portfolio decisions

Bianchi, Robert J.; Drew, Michael E. - In: Journal of sustainable finance & investment 2 (2012) 3/4, pp. 303-317

Persistent link: https://www.econbiz.de/10009706312

Long-term US infrastructure returns and portfolio selection

Bianchi, Robert J.; Bornholt, Graham; Drew, Michael E.; … - In: Journal of banking & finance 42 (2014), pp. 314-325

Persistent link: https://www.econbiz.de/10010408373

Combining momentum with reversal in commodity futures

Bianchi, Robert; Drew, Michael E.; Fan, John Hua - In: Journal of banking & finance 59 (2015), pp. 423-444

Persistent link: https://www.econbiz.de/10011544644

The predictive performance of asset pricing models : evidence from the Australian Securities Exchange

Bianchi, Robert; Drew, Michael E.; Whittaker, Timothy - In: Review of Pacific Basin financial markets and policies 19 (2016) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011644612

Commodity Futures Momentum : Sources of Risk and Anomalies

Bianchi, Robert J. - 2020

This paper explores the source(s) of commodity futures momentum and an associated anomaly. We decompose the 12-month conventional momentum strategy into single-month momentum components. Historical information in the cross-section of returns at 10 to 11 months prior to portfolio formation...

Persistent link: https://www.econbiz.de/10012855221