Laura Andreu

Cluster analysis to validate the sustainability label of stock indices: An analysis of the inclusion and exclusion processes in terms of size and ESG ratings

Pablo Vilas, Laura Andreu, José Luis Sarto · Journal of Cleaner Production · 2021 · 38 citations · Full text

Business, Accounting, Sustainability Management +16

Mutual fund performance attribution and market timing using portfolio holdings

Laura Andreu, Juan Carlos Matallín‐Sáez, José Luis Sarto · International Review of Economics & Finance · 2018 · 37 citations · Full text

Business, Finance, Financial Management +16

Can exchange traded funds be used to exploit industry and country momentum?

Laura Andreu, Laurens Swinkels, Liam Tjong-A-Tjoe · Financial markets and portfolio management · 2013 · 32 citations

Business, Economics, Finance +14

Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors

Laura Andreu, Cristina Ortiz, José Luis Sarto · Journal of Economic Behavior & Organization · 2020 · 22 citations

Business, Economics, Finance +10

Herding behaviour in strategic asset allocations: new approaches on quantitative and intertemporal imitation

Laura Andreu, Cristina Ortiz, José Luis Sarto · Applied Financial Economics · 2009 · 21 citations

Business, Economics, Finance +11