Similar Search Results

Demand and distance : evidence on cross-border shopping

Asplund, Marcus (contributor); Friberg, Richard (contributor) - 2005 - [Elektronische Ressource]

While many studies have documented deviations from the Law of One Price in international settings, evidence is scarce on the extent to which consumers take advantage of price differentials and engage in cross border shopping. We use data from 287 Swedish municipalities to estimate how responsive...

Persistent link: https://www.econbiz.de/10002609537

A note on the pricing of real estate index linked swaps

Björk, Tomas (contributor); Clapham, Eric (contributor) - 2002 - [Elektronische Ressource]

approximation errors from a theoretical as well as from a numerical point of view. -- Real estate ; index linked swaps ; arbitrage …

Persistent link: https://www.econbiz.de/10001645586

Företagsköp med utfallsförbeh°all

Wallsten, Lennart - 1985

Persistent link: https://www.econbiz.de/10000726963

Information costs and mutual fund flows

Engström, Stefan (contributor); … - 2004 - [Elektronische Ressource]

This paper examines how investor and capital flows into mutual funds in the Swedish pension system are related to fund characteristics. Similarly to U.S. studies, we show that individuals chase past returns and have a strong preference for lower-fee funds. However, our results suggest that past...

Persistent link: https://www.econbiz.de/10001979838

Success factors in asset management

Engström, Stefan - 2001

Persistent link: https://www.econbiz.de/10001628153

Is momentum due to data-snooping?

Ericsson, Johan (contributor); … - 2003 - [Elektronische Ressource]

This paper explores the profitability of portfolio-based momentum strategies. The data consists of all NYSE, AMEX, and … strong evidence of a momentum effect where an investor takes a long position on the winner portfolio and a short position on …:07 to 1981:12 and 1982:01 to 2002:12 we found that the best momentum strategy was profitable during the first period and not …

Persistent link: https://www.econbiz.de/10001883186

Does active portfolio management create value? : an evaluation of fund managers' decisions

Engström, Stefan (contributor) - 2004 - [Elektronische Ressource]

In this paper, I obtain new measures of the value of active portfolio management by forming replicating portfolios. These measures allow for a separate evaluation of fund managers' strategic and tactical decisions. I also obtain new evidence on the value of trading by decomposing it into...

Persistent link: https://www.econbiz.de/10001946175

Investment strategies, fund performance and portfolio characteristics

Engström, Stefan (contributor) - 2004 - [Elektronische Ressource]

the characteristics of the portfolio. The results show that neither momentum characteristics nor the valuation of stocks … performance. -- Diversification ; Portfolio Evaluation ; Investment Strategies ; Momentum …

Persistent link: https://www.econbiz.de/10001946185

International portofolio diversification and the foreign exchanges risk premium

Nessén, Marianne - 1994

Persistent link: https://www.econbiz.de/10000902160

Trade unions, employee share ownership and wage setting : a supply-side approach to the share economy

Renström, Thomas I.; Roszbach, Kasper - 1995

Persistent link: https://www.econbiz.de/10000917357