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Chen, Yen-Hsiao and Quan, Lianfeng (2013) Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles. Journal of Asset Management, 14 (3). pp. 195-208. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/jam.2013.13)
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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)
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Zhang, Qi J., Hopkins, Peter, Satchell, Stephen and Schwob, Robert (2009) The link between macro-economic factors and style returns. Journal of Asset Management, 10 (5). pp. 338-355. ISSN 1470-8272 (Print), 1479-179X (Online) (doi:10.1057/jam.2009.32)