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Steven Thorley
Steven Thorley
Verified email at byu.edu
Title
Cited by
Cited by
Year
Investor overconfidence and trading volume
M Statman, S Thorley, K Vorkink
The Review of Financial Studies 19 (4), 1531-1565, 2006
10792006
Investor overconfidence and trading volume
M Statman, S Thorley, K Vorkink
The Review of Financial Studies 19 (4), 1531-1565, 2006
10792006
Minimum-variance portfolios in the US equity market
RG Clarke, H De Silva, S Thorley
The journal of portfolio management 33 (1), 10-24, 2006
4872006
Delayed reaction to good news and the cross‐autocorrelation of portfolio returns
G McQueen, M Pinegar, S Thorley
The Journal of Finance 51 (3), 889-919, 1996
4031996
Portfolio constraints and the fundamental law of active management
R Clarke, H De Silva, S Thorley
Financial Analysts Journal 58 (5), 48-66, 2002
3262002
Bubbles, stock returns, and duration dependence
G McQueen, S Thorley
Journal of Financial and Quantitative Analysis 29 (3), 379-401, 1994
2721994
Asymmetric business cycle turning points
G McQueen, S Thorley
Journal of Monetary Economics 31 (3), 341-362, 1993
2321993
Minimum-variance portfolio composition
R Clarke, H De Silva, S Thorley
The Journal of Portfolio Management 37 (2), 31-45, 2011
2092011
Are stock returns predictable? A test using Markov chains
G McQueen, S Thorley
The Journal of Finance 46 (1), 239-263, 1991
1981991
Are there rational speculative bubbles in Asian stock markets?
K Chan, G McQueen, S Thorley
Pacific-Basin Finance Journal 6 (1-2), 125-151, 1998
1591998
The time-diversification controversy
SR Thorley
Financial Analysts Journal 51 (3), 68-76, 1995
1511995
Risk parity, maximum diversification, and minimum variance: An analytic perspective
R Clarke, H De Silva, S Thorley
The Journal of Portfolio Management 39 (3), 39-53, 2013
1412013
Does the “Dow-10 Investment Strategy” beat the dow statistically and economically?
G McQueen, K Shields, SR Thorley
Financial Analysts Journal 53 (4), 66-72, 1997
1101997
Return dispersion and active management
H De Silva, S Sapra, S Thorley
Financial Analysts Journal 57 (5), 29-42, 2001
862001
Know your VMS exposure
RG Clarke, H De Silva, S Thorley
The Journal of Portfolio Management 36 (2), 52-59, 2010
632010
Mining fool's gold
G McQueen, S Thorley
Financial Analysts Journal 55 (2), 61-72, 1999
591999
Fundamentals of efficient factor investing (corrected May 2017)
R Clarke, H De Silva, S Thorley
Financial Analysts Journal 72 (6), 9-26, 2016
562016
Time diversification: Perspectives from option pricing theory
C Merrill, S Thorley
Financial Analysts Journal 52 (3), 13-19, 1996
531996
The fundamental law of active portfolio management
H de Silva, S Thorley, RG Clarke
Journal of Investment Management 4 (3), 2006
462006
Estimating hazard functions for discrete lifetimes
SD Grimshaw, J McDonald, GR McQueen, S Thorley
Communications in Statistics–Simulation and Computation 34 (2), 451-463, 2005
272005
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