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Can implied volatility predict returns on the currency carry trade?

Egbers, Tom; Swinkels, Laurens - In: Journal of banking & finance 59 (2015), pp. 14-26

Persistent link: https://www.econbiz.de/10011544270

Delegated asset management and performance when some investors are unsophisticated

Malliaris, Steven; Malliaris, Anastasios G. - In: Journal of banking & finance 133 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013256683

Time-varying fund manager skill in Korea

Shin, Jung-Cheol; Cheong, Mun-Kyung; Kim, Yong-Hyeon; … - In: Global business and finance review 26 (2021) 2, pp. 1-17

Purpose: This study utilizes the KNV measure to evaluate performance of national pension funds of Korea. Design/methodology/approach: First, this study investigates whether fund managers pick stocks in expansions and time the market in recessions. Second, we examine skilled funds that have both...

Persistent link: https://www.econbiz.de/10012695790

Predictive blends : Fundamental Indexing meets Markowitz

Pysarenko, Serhiy; Alexeev, Vitali; Tapon, Francis - In: Journal of banking & finance 100 (2019), pp. 28-42

Persistent link: https://www.econbiz.de/10012162437

Macroeconomic conditions, financial constraints, and firms' financing decisions

Xin, Chang; Chen, Yunling; Dasgupta, Sudipto - In: Journal of banking & finance 101 (2019), pp. 242-255

Persistent link: https://www.econbiz.de/10012162690

Reprint of : delegated asset management and performance when some investors are unsophisticated

Malliaris, Steven; Malliaris, Anastasios G. - In: Journal of banking & finance 140 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013463134