Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets|
A1 Journal article (refereed), original research
Dr. Sheraz Ahmed works as Associate Professor at the School of Business and Management (LBM). He completed his doctoral degree in economics and business administration majoring in financial economics from Hanken School of Economics in 2009. He has served as co-director of master's degree program in strategic finance and analytics since 2011 and a director since 2021. He currently teaches financial theory, valuation, international financial management and empirical research in finance at LBM. He also supervises post-graduate dissertations in finance and analytics. He is an active researcher and publishes within the themes of international finance, asset pricing, corporate governance and earnings management.