All Outputs (2)

Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases (2007)
Journal Article
Paudyal, K., Antoniou, A., & Lam, H. (2007). Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases. Journal of Banking and Finance, 31(3), 955-972. https://doi.org/10.1016/j.jbankfin.2006.08.001

The paper investigates whether business cycle variables and behavioural biases can explain the profitability of momentum trading in three major European markets. Unlike previous studies, the paper nests both risk-based and behavioural-based variables... Read More about Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases.

Debt maturity structure and the 1997 Asian financial crisis (2007)
Preprint / Working Paper
Deesomsak, R., Paudyal, K., & Pescetto, G. (2007). Debt maturity structure and the 1997 Asian financial crisis

The paper investigates the effects of firm-specific and country-specific characteristics, and the 1997Asian financial crisis on the debt maturity structure of firms in the Asia Pacific region. Given that theeconomies of the sample countries were at d... Read More about Debt maturity structure and the 1997 Asian financial crisis.