Babalos, Vassilios; Mamatzakis, Emmanuel; Philippas, … - In: Applied Financial Economics 23 (2013) 8, pp. 629-647
The present study, employing a survivorship-bias free dataset, assesses the performance of Greek domestic equity funds during the period June 2001--December 2009 controlling for the thin trading risk that is inherent in the Greek stock market. Augmenting Carhart's multi-benchmark model (1997)...