Items where Author is "Sarwar, Golam"
Article
Sarwar, Golam ORCID: https://orcid.org/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:10.1504/IJBAAF.2018.092134)
Sarwar, Golam ORCID: https://orcid.org/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:10.1057/s41260-017-0067-2)
Sarwar, Golam ORCID: https://orcid.org/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:10.1080/00036846.2016.1200184)
Conference or Conference Paper
Sarwar, Golam ORCID: https://orcid.org/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.
Thesis
Sarwar, Golam ORCID: https://orcid.org/0000-0003-3060-887X
(2017)
Essays on investment.
PhD thesis, University of Greenwich.