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Fund investor cliques and flow sensitivity : evidence from China

Liu, Xiaotong; Mo, Yan - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014584545

Comparison of utility indifference pricing and mean-variance approach under normal mixture

Hodoshima, Jiro; Misawa, Tetsuya; Miyahara, Yoshio - In: Finance research letters 24 (2018), pp. 221-229

Persistent link: https://www.econbiz.de/10011982579

Do Spanish mutual fund managers use public and private information correctly? : use of information in mutual fund management

Ferruz Agudo, Luis; Nievas López, Javier; Vargas, María - In: Applied financial economics 18 (2008) 16/18, pp. 1319-1331

Persistent link: https://www.econbiz.de/10003779485

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017