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Lucio Sarno

Cambridge Judge faculty among most-published authors in top finance journals

Three Cambridge Judge faculty – Lucio Sarno, Raghavenda Rau and Elroy Dimson – are cited in study as among the most prolific authors of papers in top finance journals. Three members of the Finance subject group faculty at Cambridge Judge…

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Voluminous breakthrough

Foreign exchange volume helps predict the following day's returns, finds study co-authored by Professor Lucio Sarno of Cambridge Judge Business School. Lucio Sarno The daily volume of foreign exchange (FX) trading helps predict returns on currency trading the next day,…

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Financial trader facing two computer monitors as she analyses the data and graphs in front of her.