1. Published

   A Time-series Bootstrapping Simulation Method to Distinguish Sell-side Analysts’ Skill from Luck

   Chen Su, 29 Sept 2020, Handbook of Financial Econometrics, Mathematics, Statistics, and Technology. Lee, C. F. & Lee, J. C. (eds.). World Scientific Publishing Company

   Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

2. Published

   Do momentum and reversal strategies work in commodity futures? A comprehensive study

   Andrew Urquhart, 15 Oct 2020, In: Review of Behavioural Finance.

   Research output: Contribution to journal › Article › peer-review