Evaluation of Performance and Conditional Information : The Case of Spanish Mutual Funds

The performance of Spanish domestic equities improves considerably when diverse public information variables are taken into consideration. We have taken up to 8 independent variables into consideration to evaluate the performance of a largely unexplored market over a broad horizon

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Year of publication:	[2009]
Authors:	Ferruz, Luis
Other Persons:	Sarto, José Luis (contributor) ; Vargas, Maria (contributor)
Publisher:	[2009]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (32 p)
Type of publication:	Book / Working Paper
Notes:	In: Applied Financial Economics, 2005
Classification:	G12 - Asset Pricing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012767537