Details about Eero Pätäri

Access statistics for papers by Eero Pätäri.

Last updated 2024-05-13. Update your information in the RePEc Author Service.

Short-id: ppt3

Journal Articles

2023

1. Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets
   The North American Journal of Economics and Finance, 2023, 65, (C)

2022

2. Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market
   Financial Markets and Portfolio Management, 2022, 36, (3), 321-367

2019

3. The changing role of emerging and frontier markets in global portfolio diversification
   Cogent Economics & Finance, 2019, 7, (1), 1701910 View citations (2)

2018

4. Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence
   European Journal of Operational Research, 2018, 265, (2), 655-672 View citations (15)
5. Enhancement of value investing strategies based on financial statement variables: the German evidence
   Review of Quantitative Finance and Accounting, 2018, 51, (3), 813-845 View citations (4)

2017

6. A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS
   Journal of Economic Surveys, 2017, 31, (1), 79-168 View citations (13)
7. The anatomy of returns from moving average trading rules in the Russian stock market
   Applied Economics Letters, 2017, 24, (5), 311-318

2016

8. Can size-, industry-, and leverage-adjustment of valuation ratios benefit the value investor?
   International Journal of Business Innovation and Research, 2016, 11, (1), 76-109 View citations (3)
9. Performance of Moving Average Trading Rules in a Volatile Stock Market: The Russian Evidence
   Emerging Markets Finance and Trade, 2016, 52, (10), 2434-2450 View citations (2)

2014

10. Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence
    Applied Economics, 2014, 46, (24), 2851-2872 View citations (12)

2012

11. Enhancement of equity portfolio performance using data envelopment analysis
    European Journal of Operational Research, 2012, 220, (3), 786-797 View citations (14)

2011

12. Enhancement of value portfolio performance using momentum and the long-short strategy: The Finnish evidence
    Journal of Asset Management, 2011, 11, (6), 401-416 View citations (3)

2010

13. Enhancement of value portfolio performance using data envelopment analysis
    Studies in Economics and Finance, 2010, 27, (3), 223-246 View citations (6)