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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, … - In: Applied economics 50 (2018) 40, pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
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Skillful hiding: evaluating hedge fund managers' performance based on what they hide
Malladi, Rama; Fabozzi, Frank J. - In: Applied economics 49 (2017) 7, pp. 664-676
Persistent link: https://www.econbiz.de/10011810874
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The convergence of ethical investment business models and their reliance on the conventional US investment market
Jawadi, Fredj; Jawadi, Nabila; Sener, Pinar - In: Applied economics 52 (2020) 57, pp. 6265-6276
Persistent link: https://www.econbiz.de/10012308851
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Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
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Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi; … - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
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A flexible approach to estimate the equity premium
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 49 (2017) 59, pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification
Namouri, Hela; Jawadi, Fredj; Ftiti, Zied; Hachicha, Néjib - In: Applied economics 50 (2018) 5, pp. 559-573
Persistent link: https://www.econbiz.de/10011847023
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On the relationship between energy returns and trading volume : a multifractal analysis
Ftiti, Zied; Jawadi, Fredj; Louhichi, Wael; Madani, … - In: Applied economics 51 (2019) 29, pp. 3122-3136
Persistent link: https://www.econbiz.de/10012196801
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Equity prices and fundamentals : a DDM-APT mixed approach
Jawadi, Fredj; Prat, Georges - In: Review of quantitative finance and accounting 49 (2017) 3, pp. 661-695
Persistent link: https://www.econbiz.de/10011797515
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The COVID-19 pandemic and ethical stock markets : further evidence of moral shock
Jawadi, Fredj; Jawadi, Nabila; Cheffou, Abdoulkarim Idi - In: Applied economics 54 (2022) 42, pp. 4874-4885
Persistent link: https://www.econbiz.de/10013411051