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The shrouded business of style drift in active mutual funds

Chua, Angeline Kim Pei; Tam, On-kit - In: The journal of corporate finance : contracting, … 64 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012295888

Smart investments by smart money : evidence from acquirers' projected synergies

Ismail, Ahmad; Khalil, Samer; Safieddine, Assem; … - In: The journal of corporate finance : contracting, … 56 (2019), pp. 343-363

Persistent link: https://www.econbiz.de/10012098821

Capital structure, equity mispricing, and stock repurchases

Bonaimé, Alice Adams; Öztekin, Özde; Warr, Richard S. - In: The journal of corporate finance : contracting, … 26 (2014), pp. 182-200

Persistent link: https://www.econbiz.de/10010382637

Market timing of seasoned equity offerings with long regulative process

Huang, Yong; Uchida, Konari; Zha, Daolin - In: The journal of corporate finance : contracting, … 39 (2016), pp. 278-294

Persistent link: https://www.econbiz.de/10011548651

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

Recession managers and mutual fund performance

Chen, Jie; Lasfer, Meziane; Song, Wei; Zhou, Si - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012629676

ADR valuation and listing of foreign firms in U.S. equity markets

Li, Shi; Li, Tianze; Mittoo, Usha R.; Song, Xiaoping; … - In: Journal of international financial markets, … 58 (2019), pp. 284-298

Persistent link: https://www.econbiz.de/10012127856

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