https://bura.brunel.ac.uk/handle/2438/13030 Mon, 14 Sep 2026 06:54:05 GMT 2026-09-14T06:54:05Z https://bura.brunel.ac.uk/handle/2438/33866 Title: Trump Tariffs and Persistence in Crude Oil Prices:A Long-Memory Approach Authors: Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; Ojo, Oluwadare O Abstract: ... Description: A preprint version of the article is available online: Caporale, Guglielmo Maria, Gil-Alana, Luis Alberiko, Ojo, Oluwadare O., 2026, "Trump Tariffs and Persistence in Crude Oil Prices: A Long-Memory Approach", CESifo Working Papers No. 12562, CESifo, Munich, https://doi.org/10.65864/9bche3qd2i; JEL Codes: C22, F10, F13. Thu, 01 Jan 2026 00:00:00 GMT https://bura.brunel.ac.uk/handle/2438/33866 2026-01-01T00:00:00Z https://bura.brunel.ac.uk/handle/2438/33864 Title: Persistence in Remittances: Evidence from Africa and Latin America Authors: Asturias Schaub, Luis Rodrigo; Caporale, Guglielmo Maria; Gil-Alana, Luis Alberiko; Ramirez Triana, Carlos A Abstract: ... Description: A version of this paper is available as CESifo Working Paper No. 11505 at: https://www.ifo.de/en/cesifo/publications/2024/working-paper/remittances-latin-america-trends-and-persistence .; JEL Codes: C220, G200. Thu, 01 Jan 2026 00:00:00 GMT https://bura.brunel.ac.uk/handle/2438/33864 2026-01-01T00:00:00Z https://bura.brunel.ac.uk/handle/2438/33728 Title: Testing Persistence in Real House Prices in 47 Countriesfrom the OECD Database Authors: Caporale, Guglielmo Maria; Dominguez, Alfonso; Gil-Alana, Luis Alberiko Abstract: ... Description: ... Thu, 01 Jan 2026 00:00:00 GMT https://bura.brunel.ac.uk/handle/2438/33728 2026-01-01T00:00:00Z https://bura.brunel.ac.uk/handle/2438/33169 Title: Residual Income Valuation and Stock Returns: Evidence From a Value-to-Price Investment Strategy Authors: Haboub, Ahmad; Kartsaklas, Aris; Sarafidis, Vasilis Abstract: This paper contributes to the accounting and asset pricing anomalies literature by investigating the performance of value-to-price (V/P) strategies, and the relationship between V/P ratio and various risk proxies. If the V/P ratio successfully predicts future returns at stock level, we hypothesize that portfolios based on the V/P ratio generate excess returns and consist of companies that are undervalued for extended periods. Both overlapping and non-overlapping returns are used to test the risk/mispricing explanation of the V/P strategy. Results for the US market show that high V/P portfolios outperform low V/P portfolios across horizons extending from 1 to 3 years. The V/P ratio is positively correlated to future stock returns after controlling for firm characteristics, which are well-known risk proxies. Findings also indicate that profitability and investment add explanatory power to the Fama–French three-factor model and for stocks with V/P ratio close to 1. However, these factors cannot explain all variation in excess returns especially for Years 2 and 3 and for stocks with high V/P ratios. Finally, portfolios with the highest V/P stocks select companies that are significantly mispriced relative to their equity (investment) and profitability growth persistence in the future. Description: JEL classification: G11, G12, G14. Tue, 21 Apr 2026 00:00:00 GMT https://bura.brunel.ac.uk/handle/2438/33169 2026-04-21T00:00:00Z