Advanced search
Publication Cover
Applied Economics Volume 49, 2017 - Issue 5
Submit an article Journal homepage
258
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

A tale of two states: asymmetries in the UK small, value and momentum premiums

Golam SarwarUniversity of Greenwich, London, UK
,
Cesario MateusUniversity of Greenwich, London, UK
&
Natasa TodorovicThe Centre for Asset Management Research, Cass Business School, City University, London, UKCorrespondence[email protected]
Pages 456-476 | Published online: 02 Jul 2016

Citations (7)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (2)

M. H. Kapche Fotso & W. G. P. Brown. (2021) Cyclicality of size, value, and momentum on the Johannesburg Stock Exchange. Studies in Economics and Econometrics 45:2, pages 117-129.
Read now
Kwangil Bae, Hankil Kang & Jangkoo Kang. (2020) Can fat-tail create the momentum and reversal?. Applied Economics 52:44, pages 4850-4863.
Read now

Articles from other publishers (5)

Xiaoyue Chen, Bin Li, Andrew C. Worthington & Tarlok Singh. (2024) International evidence on global economic uncertainty and cross‐sectional stock returns. International Review of Finance.
Crossref
Yosuke Kakinuma. (2019) Time-varying relationship between corporate governance and expected stock returns. Risk Governance and Control: Financial Markets and Institutions 9:1, pages 64-74.
Crossref
Cesario Mateus, Irina B. Mateus & Natasa Todorovic. (2021) Mutual fund performance: Shouldn’t clear winners outperform both, the benchmark and the peer-group?. SSRN Electronic Journal.
Crossref
Golam Sarwar & Kanis Fatama Ferdushi. (2018) Momentum Survival and Its Economic Significance: Evidence From an Emerging Market. SSRN Electronic Journal.
Crossref
G Sarwar, Cesario Mateus & Natasa Todorovic. (2017) A Guide to Survival of Momentum in UK Style Portfolios. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.