Skip to main content

ICMA Centre research featured in Spanish Newspaper 'Expansión'

Professor Adrian Bell, Head of the ICMA Centre, was featured recently in the Spanish Newspaper 'Expansión' (http://www.expansion.com/).

Professor Adrian Bell, Head of the ICMA Centre, was featured recently in the Spanish Newspaper 'Expansión' (http://www.expansion.com/).

On 02/01/2014 an article titled 'Clubes cotizados: mejor despidos que dimisiones' explored the relationship between the performance of football managers and their likelihood of being sacked. The article featured the publication of Professor Adrian Bell, Professor Chris Brooks and Dr Tom Markham titled: 'The performance of football club managers: skill or luck?'.

You can read the article here.

Professor Adrian Bell

 Research Dean, Prosperity and Resilience
Professor Adrian Bell
Published 8 January 2014
Topics:
Research news

You might also like

Can we predict when football managers are no longer effective?

7 August 2019
As the new football season commences, the media is speculating on who will be the first manager to be sacked. Whilst economists have used their models to predict football events, academics from the ICMA Centre have developed a model to see if they could predict when a football manager is no longer being effective.
Business News

The ICMA Centre scores first class results in the National Student Survey 2013

19 September 2013
Students studying at the ICMA Centre, Henley Business School, report a first class performance by the Centre giving it top scores above 90% across the board.
Rankings news

Curved Momentum: A new trading strategy for commodity futures

26 January 2018
Momentum trading is a popular strategy in the commodity futures markets. The idea is simple. Suppose that an investor wants to invest in the first nearby contract of several commodity markets, e.g. crude oil, live cattle and gold. At the end of each month, the trader ranks these assets according to their past return performance, observed over a measurement period of 12 months for example, from the top performing asset to the bottom performing asset. The investor opens a long position in the first nearby of the markets that performed well and a short position in the first nearby of the markets that underperformed. These positions are held throughout the next month. This strategy has performed historically well historically and has attracted the interest of investors.