Items where Author is "Ranganathan, Ananthalakshmi"
Lohre, Harald and Nolte, Sandra and Ranganathan, Ananthalakshmi and Rother, Carsten and Steiner, Margit (2023) ControversyBERT : Detecting Social Controversies and their Impact on Stock Returns. Journal of Impact & ESG Investing. ISSN 2693-1982
Ranganathan, Ananthalakshmi and Lohre, Harald and Nolte, Sandra and Braham, Houssem (2023) An integrated approach to currency factor investing. Journal of Systematic Investing, 3 (1). pp. 1-25.
Ranganathan, Ananthalakshmi and Nolte, Sandra and Lohre, Harald (2023) Multi-Asset Factor Investing Strategies and Controversy Screening using Natural Language Processing. PhD thesis, Lancaster University.
Bartram, Söhnke M. and Lohre, Harald and Pope, Peter F. and Ranganathan, Ananthalakshmi (2021) Navigating the factor zoo around the world : an institutional investor perspective. Journal of Business Economics, 91 (5). pp. 655-703. ISSN 0044-2372