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Items where Greenwich Author is "Sarwar, Dr Sohan"

Items where Greenwich Author is "Sarwar, Dr Sohan"

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Number of items: 7.

Article

Mateus, Cesario, Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X and Todorovic, Natasa (2022) Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. European Journal of Finance, 29 (4). ISSN 1351-847X (Print), 1466-4364 (Online) (doi:https://doi.org/10.1080/1351847X.2022.2071629)

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2018) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance, 9 (2). pp. 192-224. ISSN 1755-3830 (Print), 1755-3849 (Online) (doi:https://doi.org/10.1504/IJBAAF.2018.092134)

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management, 19 (2). pp. 116-132. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:https://doi.org/10.1057/s41260-017-0067-2)

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2016) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics, 49 (5). pp. 456-476. ISSN 0003-6846 (Print), 1466-4291 (Online) (doi:https://doi.org/10.1080/00036846.2016.1200184)

Conference or Conference Paper

Sarwar, Golam ORCID: 0000-0003-3060-887X , Mateus, Cesario and Todorovic, Natasa (2015) Macroeconomic determinants of cyclical variations in value, size and momentum premiums in the UK. In: FMA European Conference, 11-12 June 2015, Ca' Foscari University, Venice.

Working Paper

Guidi, Francesco ORCID: 0000-0002-2682-189X , Madonia, Giuseppina and Sarwar, G (Sohan) ORCID: 0000-0003-3060-887X (2022) International linkages across South America equity markets: a cross-country and cross-industry analysis. [Working Paper] (Unpublished)

Thesis

Sarwar, Golam ORCID: 0000-0003-3060-887X (2017) Essays on investment. PhD thesis, University of Greenwich.

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