Return dispersion and fund performance : Australia - the land of opportunity?
Year of publication: |
2020
|
---|---|
Authors: | Cao, Ying ; Reibnitz, Anna H. von ; Warren, Geoff |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 60.2020, p. 1-19
|
Subject: | Active management | Cross-sectional volatility | Mutual funds | Return dispersion | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Australien | Australia | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
-
Quality investing in an Australian context
Gallagher, David R., (2014)
-
Return dispersion and conditional momentum returns : international evidence
Docherty, Paul, (2018)
-
Cross-sectional return dispersion and currency momentum
Eriksen, Jonas Nygaard, (2019)
- More ...
-
Socially responsible investing in a student-managed investment fund : case study
Reibnitz, Anna H. von, (2022)
-
Return Dispersion and Fund Performance : Australia – The Land of Opportunity?
Cao, Ying, (2020)
-
The impact of liquidity and transaction costs on the 52-week high momentum strategy in Australia
Bettman, Jenni L., (2010)
- More ...