Sovereign rescheduling probabilities in emerging markets: a comparison with credit rating agencies’ ratings A Georgievska, L Georgievska, A Stojanovic, N Todorovic Journal of Applied Statistics 35 (9), 1031-1051, 2008 | 41 | 2008 |
Review of new trends in the literature on factor models and mutual fund performance IB Mateus, C Mateus, N Todorovic International Review of Financial Analysis 63, 344-354, 2019 | 36 | 2019 |
UK equity mutual fund alphas make a comeback IB Mateus, C Mateus, N Todorovic International Review of Financial Analysis 44, 98-110, 2016 | 32 | 2016 |
What impact does a change of fund manager have on mutual fund performance? A Clare, N Motson, S Sapuric, N Todorovic International Review of Financial Analysis 35, 167-177, 2014 | 31 | 2014 |
Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy? AM Fuertes, E Kalotychou, N Todorovic Review of Quantitative Finance and Accounting 45, 251-278, 2015 | 30 | 2015 |
Quantitative or momentum-based multi-style rotation? UK experience A Clare, S Sapuric, N Todorovic Journal of Asset Management 10, 370-381, 2010 | 30 | 2010 |
US sector rotation with five-factor Fama–French alphas G Sarwar, C Mateus, N Todorovic Journal of Asset Management 19, 116-132, 2018 | 24 | 2018 |
Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks IB Mateus, C Mateus, N Todorovic Journal of Asset Management 20, 15-30, 2019 | 21 | 2019 |
Alphas in disguise: A new approach to uncovering them VL Chinthalapati, C Mateus, N Todorovic Cesario and Todorovic, Natasa, Alphas in Disguise: A New Approach to …, 2015 | 18 | 2015 |
Determinants of debt rescheduling in Eastern European countries J Laušev, A Stojanovic, N Todorovic Economic Annals 56 (188), 7-31, 2011 | 16 | 2011 |
Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence IB Mateus, C Mateus, N Todorovic The European Journal of Finance 25 (12), 1077-1098, 2019 | 15 | 2019 |
A tale of two states: asymmetries in the UK small, value and momentum premiums G Sarwar, C Mateus, N Todorovic Applied Economics 49 (5), 456-476, 2017 | 13 | 2017 |
S&P Global Sector survivals: Momentum effects in sector indices underlying iShares H Kos, N Todorovic The Quarterly Review of Economics and Finance 48 (3), 520-540, 2008 | 8 | 2008 |
The impact of benchmark choice on US mutual fund benchmark-adjusted performance and ranking IB Mateus, C Mateus, N Todorovic Journal of Asset Management 20 (1), 15-30, 2019 | 3 | 2019 |
A guide to survival of momentum in UK style portfolios G Sarwar, C Mateus, N Todorovic International Journal of Banking, Accounting and Finance 9 (2), 192-224, 2018 | 3 | 2018 |
Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum premiums in the UK G Sarwar, C Mateus, N Todorovic | 3 | 2015 |
Searching for mutual fund winners? the strategy is to outbid both, the benchmark and the peer group C Mateus, I Mateus, N Todorovic Applied Economics 56 (11), 1268-1282, 2024 | 2 | 2024 |
Does equity mutual fund factor-risk-shifting pay off? Evidence from the US C Mateus, S Sarwar, N Todorovic The European Journal of Finance 29 (4), 444-465, 2023 | 1 | 2023 |
US sector rotation with five-factor Fama-French alphas C Mateus, G Sarwar, N Todorovic Journal of Asset Management 19 (2), 2018 | 1 | 2018 |
UK Mutual Fund Performance Persistence with Active Peer Benchmarks IB Mateus, C Mateus, N Todorovic Available at SSRN: https://papers. ssrn. com/sol3/papers. cfm, 2018 | 1 | 2018 |