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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
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Investment strategies, fund performance and portfolio characteristics
Engström, Stefan (contributor) - 2004 - [Elektronische Ressource]
This paper studies the relation between fund performance and the fund manager's investment strategy, which is based on the characteristics of the portfolio. The results show that neither momentum characteristics nor the valuation of stocks can explain differences in fund performance. However,...
Persistent link: https://www.econbiz.de/10001946185
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Reversed default behaviour in a new defined contribution pension system
Engström, Stefan (contributor);  … - 2003 - [Elektronische Ressource], Rev. August 12, 2003
individuals to make an active investment decision. -- Mutual funds ; portfolio choice ; pension system ; status quo bias …
Persistent link: https://www.econbiz.de/10001753272
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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 NASDAQ stocks on the CRSP database. The analysis considers the period July 1963 to December 2002 and the tests are performed on portfolios formed on industry, size and...
Persistent link: https://www.econbiz.de/10001883186
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Does sovereign risk differ for domestic and foreign investors? : historical evidence from Scandinavian bond markets
Waldenström, Daniel (contributor) - 2005 - [Elektronische Ressource], Rev. February 18, 2005
This paper shows that geographical investor heterogeneity strongly influences sovereign risk. While standard sovereign debt models mainly attribute the absence of sovereign defaults to foreign creditor retaliation, a new theoretical literature argues that domestic creditors also affect borrowing...
Persistent link: https://www.econbiz.de/10002577962
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The relationship between happiness, health and socio-economic factors : results based on Swedish micro data
Gerdtham, Ulf-G.; Johannesson, Magnus - 1997
Persistent link: https://www.econbiz.de/10000976837
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The labor-supply elasticity and borrowing constraints : why estimates are biased
Domeij, David (contributor); Flodén, Martin (contributor) - 2001 - [Elektronische Ressource]
model, the bias may be up to 50 percent. We find a similar bias in PSID data. -- labor supply elasticity ; intertemporal …
Persistent link: https://www.econbiz.de/10001626699
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On the adjusted rate of return to women's university education : a preliminary study of OECD countries
Ono, Hiroshi (contributor) - 2001 - [Elektronische Ressource]
-- human capital ; returns to education ; gender inequality …
Persistent link: https://www.econbiz.de/10001600054
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Is there a gender gap in internet usage?
Ono, Hiroshi (contributor); Zavodny, Madeline (contributor) - 2002 - [Elektronische Ressource], Rev. August 19, 2002
such gender gaps have changed in recent years. METHODS: We use data from several surveys during the period 1997 to 2001 to …, but this gender gap in being online disappeared by 2000. However, once online, women remain less frequent and less intense … now, but gender differences in frequency and intensity of Internet usage remain. -- Internet ; gender ; race …
Persistent link: https://www.econbiz.de/10001657651
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Familjen & firman
Karlsson Stider, Annelie - 2000
Persistent link: https://www.econbiz.de/10001476718