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Momentum returns and size of winner and loser portfolios

Siganos, Antonios - In: Applied financial economics 17 (2007) 7/9, pp. 701-708

Persistent link: https://www.econbiz.de/10003491221

Short-selling constraints and 'quantitative' investment strategies

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Persistent link: https://www.econbiz.de/10009733306

Abnormal returns from takeover prediction modelling : challenges and suggested investment strategies

Danbolt, Jo; Siganos, Antonios; Tunyi, Abongeh - In: Journal of business finance & accounting : JBFA 43 (2016) 1/2, pp. 66-97

Persistent link: https://www.econbiz.de/10011565356

Short-Selling Constraints and ‘Quantitative’ Investment Strategies

Andrikopoulos, Panagiotis - 2014

This study uses stock lending data from Data Explorers to assess the impact of short-selling constraints on the profitability of eight investment strategies. Returns from unconstrained long-short portfolios are compared with those from ‘feasible' portfolios, constrained to short-selling only...

Persistent link: https://www.econbiz.de/10013044640

Serial correlation in the returns of UK capitalization based portfolios

Chelley-Steeley, Patricia L. - In: Applied financial economics 14 (2004) 13, pp. 975-979

Persistent link: https://www.econbiz.de/10002195494

Editorial: Measuring and modelling the influence of investor behaviour on investment decision making

Chelley-Steeley, Patricia L.; Steeley, James M. - In: International journal of behavioural accounting and … 1 (2008/10) 2, pp. 91-94

Persistent link: https://www.econbiz.de/10003886284

Portfolio size, non-trading frequency and portfolio return autocorrelation

Chelley-Steeley, Patricia L.; Steeley, James M. - In: Journal of international financial markets, … 33 (2014), pp. 56-77

Persistent link: https://www.econbiz.de/10011299869

Evaluating spread models with a basket security

Chelley-Steeley, Patricia L.; Park, Keebong - In: Applied financial economics 22 (2012) 4/6, pp. 259-283

Persistent link: https://www.econbiz.de/10009581415