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New evidence on the impact of fees on mutual fund performance of two types of funds

Mansor, F.; Bhatti, Muhammad Ishaq; Mohamed Ariff - In: Journal of international financial markets, … 35 (2015), pp. 102-115

Persistent link: https://www.econbiz.de/10011474760

The performance of diversified emerging market equity funds

Basu, Anup K.; Huang-Jones, Jason - In: Journal of international financial markets, … 35 (2015), pp. 116-131

Persistent link: https://www.econbiz.de/10011474764

Is Fundamental Indexation able to time the market? : evidence from the Dow Jones Industrial Average and the Russell 1000

Chen, Doris; Dempsey, Michael; Lajbcygier, Paul - In: Journal of international financial markets, … 37 (2015), pp. 162-177

Persistent link: https://www.econbiz.de/10011475058

Attribution of hedge fund returns using a Kalman filter

Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058

Persistent link: https://www.econbiz.de/10011848239

Improving market timing of time series momentum in the Chinese stock market

Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725

Persistent link: https://www.econbiz.de/10012298683

Beta dispersion and market timing

Kuntz, Laura-Chloé - 2020

The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based on the empirical beta dispersion observed in the US...

Persistent link: https://www.econbiz.de/10012264452