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Items where Greenwich Author is "Sarwar, Dr G (Sohan)"

Items where Greenwich Author is "Sarwar, Dr G (Sohan)"

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Number of items: 4.

Article

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.

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