Items where Author is "Ranganathan, Ananthalakshmi"

Journal Article

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.

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

Thesis

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.