1. Performance Persistence in Institutional Investment ManagementJeffrey A. Busse Amit Goyal Sunil Wahal∗ May 2007AbstractUsing new, survivorship-bias-free data, we examine…

1. Performance Persistence in Institutional Investment ManagementJeffrey A. Busse Amit Goyal Sunil Wahal∗ March 2006AbstractUsing new, survivorship-bias free data, we…

1. FINANCIAL MARKETS (AF355)  LECTURE 6 RETURNS TO TECHNICAL ANALYSIS ISSUES DISCUSSED Returns to technical analysis Market overreactionsMoving average oscillators and trading…

1 Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum premium in the UK Golam Sarwar a , Cesario Mateus a , Natasa Todorovic b* , a Univeristy of…

Revisiting the Reversal of Large Stock-Price Declines Harlan D. Platt Breakdown Previous research and methodology Danielle Overall results Jon Risk measure and comparing…