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1

Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500

Clare, Andrew, Seaton, James, Smith, Peter N, Thomas, Stephen

Journal:

Journal of Asset Management

Year:

2013

Language:

english

File:

PDF, 96 KB

english, 2013

2

Intellectual capital: The new wealth of organizations

Thomas Stewart, Clare Ruckdeschel

Journal:

Performance Improvement

Year:

1998

File:

PDF, 627 KB

1998

3

The trend is our friend: Risk parity, momentum and trend following in global asset allocation

Clare, Andrew, Seaton, James, Smith, Peter N., Thomas, Stephen

Journal:

Journal of Behavioral and Experimental Finance

Year:

2016

Language:

english

File:

PDF, 1.10 MB

english, 2016

4

Trend following, risk parity and momentum in commodity futures

Clare, Andrew, Seaton, James, Smith, Peter N., Thomas, Stephen

Journal:

International Review of Financial Analysis

Year:

2014

Language:

english

File:

PDF, 367 KB

english, 2014

5

Size Matters: Tail Risk, Momentum, and Trend Following in International Equity Portfolios

Clare, Andrew, Seaton, James, Smith, Peter N., Thomas, Stephen

Journal:

The Journal of Investing

Year:

2017

Language:

english

File:

PDF, 1.37 MB

english, 2017

6

Reducing Sequence Risk Using Trend Following and the CAPE Ratio

Clare, Andrew, Seaton, James, Smith, Peter N., Thomas, Stephen

Journal:

Financial Analysts Journal

Year:

2017

Language:

english

File:

PDF, 991 KB

english, 2017

7

Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities

Clare, Andrew, Gwilym, Owain ap, Seaton, James, Thomas, Stephen

Journal:

Journal of Asset Management

Year:

2011

Language:

english

File:

PDF, 192 KB

english, 2011

8

The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation

Clare, Andrew D., Smith, Peter N., Thomas, Steve H.

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 465 KB

english, 2013

9

Trend Following, Risk Parity and Momentum in Commodity Futures

Thomas, Steve H., Clare, Andrew D., Seaton, James, Smith, Peter N.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 775 KB

english, 2012

10

Is reflexology as effective as aromatherapy massage for symptom relief in an adult outpatient oncology population?

Dyer, Jeannie, Thomas, Karen, Sandsund, Cathy, Shaw, Clare

Journal:

Complementary Therapies in Clinical Practice

Year:

2013

Language:

english

File:

PDF, 340 KB

english, 2013

11

Predicting Blast Waves from the Axial Direction of a Cylindrical Charge

Knock, Clare, Davies, Nigel, Reeves, Thomas

Journal:

Propellants, Explosives, Pyrotechnics

Year:

2015

Language:

english

File:

PDF, 839 KB

english, 2015

12

On luck versus skill when performance benchmarks are style-consistent

Agyei-Ampomah, Sam, Clare, Andrew, Mason, Andrew, Thomas, Stephen

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.45 MB

english, 2015

13

The Transaction-by-Transaction Adjustment of Interest Rate and Equity Index Futures Markets to Macroeconomic Announcements

Gwilym, Owain ap, Buckle, Mike, Clare, Andrew D, Thomas, Stephen H

Journal:

The Journal of Derivatives

Year:

1998

Language:

english

File:

PDF, 1.48 MB

english, 1998

14

Animal Ethics Profiling of Vegetarians, Vegans and Meat-Eaters

Lund, Thomas B., McKeegan, Dorothy E. F., Cribbin, Clare, Sandøe, Peter

Journal:

Anthrozoos A Multidisciplinary Journal of The Interactions of People & Animals

Year:

2016

Language:

english

File:

PDF, 412 KB

english, 2016

15

Longitudinal impact of the Cyber Friendly Schools program on adolescents’ cyberbullying behavior

Cross, Donna, Shaw, Thérèse, Hadwen, Kate, Cardoso, Patricia, Slee, Phillip, Roberts, Clare, Thomas, Laura, Barnes, Amy

Journal:

Aggressive Behavior

Year:

2016

Language:

english

File:

PDF, 318 KB

english, 2016

16

Gold stocks, the gold price and market timing

Gwilym, Owain ap, Clare, Andrew, Seaton, James, Thomas, Stephen

Journal:

Journal of Derivatives & Hedge Funds

Year:

2011

Language:

english

File:

PDF, 429 KB

english, 2011

17

When Growth Beats Value: Applying Momentum Filters to Growth and Value Portfolios

Clare, Andrew, Seaton, James, Smith, Peter N., Thomas, Stephen

Journal:

The Journal of Investing

Year:

2019

Language:

english

File:

PDF, 703 KB

english, 2019

18

Black holes, gravitational waves and fundamental physics: a roadmap

Barack, Leor, Cardoso, Vitor, Nissanke, Samaya, Sotiriou, Thomas P, Askar, Abbas, Belczynski, Chris, Bertone, Gianfranco, Bon, Edi, Blas, Diego, Brito, Richard, Bulik, Tomasz, Burrage, Clare, Byrnes,

Journal:

Classical and Quantum Gravity

Year:

2019

File:

PDF, 5.67 MB

2019

19

Trend Following and Momentum Strategies for Global REITs

Moss, Alex, Clare, Andrew, Thomas, Steve, Seaton, James

Journal:

Journal of Real Estate Portfolio Management

Year:

2015

File:

PDF, 570 KB

2015

20

COVID-19: women with diabetes and hypertension during pregnancy

Hu, Jiamiao, Danielli, Marianna, Thomas, Roisin C, Melford, Sarah E, Gillies, Clare L, Scott, David A, Tan, Bee K

Journal:

British Journal of Midwifery

Year:

2020

File:

PDF, 69 KB

2020

21

The bid-ask spread on stock index options: An ordered probit analysis

Gwilym, Owain ap, Clare, Andrew, Thomas, Stephen

Journal:

Journal of Futures Markets

Year:

1998

Language:

english

File:

PDF, 292 KB

english, 1998

22

Verbal and non-verbal intelligence changes in the teenage brain

Ellis, Caroline, Shakeshaft, Clare, Seghier, Mohamed L., Price, Cathy J., Ramsden, Sue, Richardson, Fiona M., Josse, Goulven, Thomas, Michael S. C.

Journal:

Year:

2011

Language:

english

File:

PDF, 2.44 MB

english, 2011

23

Extreme price clustering in the London equity index futures and options markets

Owain ap Gwilym, Andrew Clare, Stephen Thomas

Journal:

Journal of Banking & Finance

Year:

1998

Language:

english

File:

PDF, 144 KB

english, 1998

24

Bilingualism, executive control, and age at diagnosis among people with early-stage Alzheimer's disease in Wales

Clare, Linda, Whitaker, Christopher J., Craik, Fergus I. M., Bialystok, Ellen, Martyr, Anthony, Martin-Forbes, Pamela A., Bastable, Alexandra J. M., Pye, Kirstie L., Quinn, Catherine, Thomas, Enlli M.

Journal:

Journal of Neuropsychology

Year:

2014

Language:

english

File:

PDF, 214 KB

english, 2014

25

Lower urinary tract dysfunction in the neurological patient: clinical assessment and management

Panicker, Jalesh N, Fowler, Clare J, Kessler, Thomas M

Journal:

The Lancet Neurology

Year:

2015

Language:

english

File:

PDF, 443 KB

english, 2015

26

Price and Momentum as Robust Tactical Approaches to Global Equity Investing

ap Gwilym, Owain, Clare, Andrew, Seaton, James, Thomas, Stephen

Journal:

The Journal of Investing

Year:

2010

Language:

english

File:

PDF, 2.31 MB

english, 2010

27

Consistent Dividend Growth Investment Strategies

Gwilym, Owain ap, Clare, Andrew D, Seaton, James, Thomas, Stephen H

Journal:

The Journal of Wealth Management

Year:

2009

Language:

english

File:

PDF, 1.90 MB

english, 2009

28

Genetic variation, Heritability estimates and GXE effects on yield traits of Mesoamerican common bean (Phaseolus vulgaris L) germplasm in Uganda

Okii, Dennis, Mukankusi, Clare, Sebuliba, Sulaiman, Tukamuhabwa, Phinehas, Tusiime, Geoffrey, Talwana, Herbert, Odong, Thomas, Namayanja, Annet, Paparu, Pamela, Nkalubo, Stanley, Otim, Michael, Ugen,

Journal:

Plant Genetic Resources

Year:

2017

Language:

english

File:

PDF, 457 KB

english, 2017

29

Breaking into the Blackbox: Trend Following, Stop Losses, and the Frequency of Trading: The Case of the S&P500

Thomas, Steve H., Seaton, James, Clare, Andrew D., Smith, Peter N.

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 331 KB

english, 2012

30

The Trend is Our Friend: Global Asset Allocation Using Trend Following

Thomas, Steve H., Clare, Andrew D., Smith, Peter N., Seaton, James

Journal:

SSRN Electronic Journal

Year:

2012

File:

PDF, 397 KB

2012

31

Human tissue-engineered blood vessels for adult arterial revascularization

L'Heureux, Nicolas, Dusserre, Nathalie, Konig, Gerhardt, Victor, Braden, Keire, Paul, Wight, Thomas N, Chronos, Nicolas A F, Kyles, Andrew E, Gregory, Clare R, Hoyt, Grant

Journal:

Nature Medicine

Year:

2006

Language:

english

File:

PDF, 612 KB

english, 2006

32

Association Between Alexithymia and Neuroendocrine Response to Psychological Stress in Police Academy Recruits

SHANNON E. McCASLIN, SABRA S. INSLICHT, THOMAS C. NEYLAN, THOMAS J. METZLER, CHRISTIAN OTTE, MARYANN LENOCI, CLARE HENN-HAASE, SUZANNE BEST, RACHEL YEHUDA, CHARLES R. MARMAR

Journal:

Annals of the New York Academy of Sciences

Year:

2006

Language:

english

File:

PDF, 109 KB

english, 2006

33

Coamorphous Drug Systems: Enhanced Physical Stability and Dissolution Rate of Indomethacin and Naproxen

Löbmann, Korbinian, Laitinen, Riikka, Grohganz, Holger, Gordon, Keith C., Strachan, Clare, Rades, Thomas

Journal:

Molecular Pharmaceutics

Year:

2011

Language:

english

File:

PDF, 967 KB

english, 2011

34

Physicochemical Properties and Stability of Two Differently Prepared Amorphous Forms of Simvastatin

Graeser, Kirsten A., Strachan, Clare J., Patterson, James E., Gordon, Keith C., Rades, Thomas

Journal:

Crystal Growth & Design

Year:

2008

Language:

english

File:

PDF, 301 KB

english, 2008

35

Effect of different preparation methods on the dissolution behaviour of amorphous indomethacin

Pranav Karmwar, Kirsten Graeser, Keith C. Gordon, Clare J. Strachan, Thomas Rades

Journal:

European Journal of Pharmaceutics and Biopharmaceutics

Year:

2012

Language:

english

File:

PDF, 633 KB

english, 2012

36

Protective factors for posttraumatic stress disorder symptoms in a prospective study of police officers

Chengmei Yuan, Zhen Wang, Sabra S. Inslicht, Shannon E. McCaslin, Thomas J. Metzler, Clare Henn-Haase, Brigitte A. Apfel, Huiqi Tong, Thomas C. Neylan, Yiru Fang, Charles R. Marmar

Journal:

Psychiatry Research

Year:

2011

Language:

english

File:

PDF, 188 KB

english, 2011

37

UK stock returns and robust tests of mean variance efficiency

A.D. Clare, P.N. Smith, S.H. Thomas

Journal:

Journal of Banking & Finance

Year:

1997

Language:

english

File:

PDF, 1.05 MB

english, 1997

38

Reports of beta's death are premature: Evidence from the UK

A.D. Clare, R. Priestley, S.H. Thomas

Journal:

Journal of Banking & Finance

Year:

1998

Language:

english

File:

PDF, 257 KB

english, 1998

39

When paying attention becomes counterproductive: Impact of divided versus skill-focused attention on novice and experienced performance of sensorimotor skills.

Beilock, Sian L., Carr, Thomas H., MacMahon, Clare, Starkes, Janet L.

Journal:

Journal of Experimental Psychology: Applied

Year:

2002

Language:

english

File:

PDF, 120 KB

english, 2002

40

Literacy in the digital age: Learning from computer games

Catherine Beavis, Thomas Apperley, Clare Bradford, Joanne O’Mara, Christopher Walsh

Journal:

English in Education

Year:

2009

Language:

english

File:

PDF, 76 KB

english, 2009

41

Tract-based spatial statistics: Voxelwise analysis of multi-subject diffusion data

Stephen M. Smith, Mark Jenkinson, Heidi Johansen-Berg, Daniel Rueckert, Thomas E. Nichols, Clare E. Mackay, Kate E. Watkins, Olga Ciccarelli, M. Zaheer Cader, Paul M. Matthews, Timothy E.J. Behrens

Journal:

Year:

2006

Language:

english

File:

PDF, 1.65 MB

english, 2006

42

Signaling through corporate accountability reporting

Lys, Thomas, Naughton, James P., Wang, Clare

Journal:

Journal of Accounting and Economics

Year:

2015

Language:

english

File:

PDF, 369 KB

english, 2015

43

Tactical Equity Investing Across Bull and Bear Markets

Gwilym, Owain ap, Clare, Andrew, Seaton, James, Thomas, Stephen

Journal:

The Journal of Wealth Management

Year:

2012

Language:

english

File:

PDF, 1.38 MB

english, 2012

44

Methods for Evaluating Medical Tests and Biomarkers

Gopalakrishna, Gowri, Langendam, Miranda, Scholten, Rob, Bossuyt, Patrick, Leeflang, Mariska, Noel-Storr, Anna, Thomas, James, Marshall, Iain, Wallace, Byron, Whiting, Penny, Davenport, Clare, Leeflan

Journal:

Diagnostic and Prognostic Research

Year:

2017

Language:

english

File:

PDF, 1.52 MB

english, 2017

45

[ACM Press the 38th International Conference - Austin, Texas (2016.05.14-2016.05.22)] Proceedings of the 38th International Conference on Software Engineering Companion - ICSE '16 - Microsoft touch develop and the BBC micro:bit

Ball, Thomas, Protzenko, Jonathan, Bishop, Judith, Moskal, Michał, de Halleux, Jonathan, Braun, Michael, Hodges, Steve, Riley, Clare

Year:

2016

Language:

english

File:

PDF, 421 KB

english, 2016

46

The 100 000 Genomes Project: bringing whole genome sequencing to the NHS

Turnbull, Clare, Scott, Richard H, Thomas, Ellen, Jones, Louise, Murugaesu, Nirupa, Pretty, Freya Boardman, Halai, Dina, Baple, Emma, Craig, Clare, Hamblin, Angela, Henderson, Shirley, Patch, Christin

Journal:

Year:

2018

Language:

english

File:

PDF, 2.12 MB

english, 2018

47

Assessing symptoms, concerns and quality of life in non-cancer patients at end of life: How concordant are patients and family proxy members?

Hack, Thomas F., McClement, Susan E., Chochinov, Harvey Max, Dufault, Brenden, Johnston, Wendy, Enns, Murray W., Thompson, Genevieve N., Harlos, Mike, Damant, Ronald W., Ramsey, Clare D., Davison, Sar

Journal:

Journal of Pain and Symptom Management

Year:

2018

Language:

english

File:

PDF, 846 KB

english, 2018

48

Dietary flavonols and risk of Alzheimer dementia

Holland, Thomas M., Agarwal, Puja, Wang, Yamin, Leurgans, Sue E., Bennett, David A., Booth, Sarah L., Morris, Martha Clare

Journal:

Year:

2020

Language:

english

File:

PDF, 1.94 MB

english, 2020

49

Signs and symptoms to determine if a patient presenting in primary care or hospital outpatient settings has COVID-19 disease

Struyf, Thomas, Deeks, Jonathan J, Dinnes, Jacqueline, Takwoingi, Yemisi, Davenport, Clare, Leeflang, Mariska MG, Spijker, RenÃ©, Hooft, Lotty, Emperador, Devy, Dittrich, Sabine, Domen, Julie, Horn, S

Journal:

Cochrane database of systematic reviews

Year:

2020

File:

PDF, 1.22 MB

2020

50

Macroeconomic shocks and the CAPM: evidence from the UK stockmarket

Andrew Clare, Raymond O’Brien, Stephen Thomas, Michael Wickens

Journal:

International Journal of Finance & Economics

Year:

1998

Language:

english

File:

PDF, 197 KB

english, 1998