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Benchmarking and currency risk
Massa, Massimo; Wang, Yanbo; Zhang, Hong - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 629-654
Persistent link: https://www.econbiz.de/10011577517
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Hedge funds : the living and the dead
Liang, Bing - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 309-326
Persistent link: https://www.econbiz.de/10001522459
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Tail risk and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos; Tolikas, Konstantinos - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
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Dynamic style preferences of individual investors and stock returns
Kumar, Alok - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 607-640
Persistent link: https://www.econbiz.de/10003887376
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Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria; Plastun, Alex - 2019
This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market. For this purpose a number of hypotheses of interest are tested for the BitCoin, Ethereum and LiteCoin exchange rates vis-à-vis the US dollar over the period...
Persistent link: https://www.econbiz.de/10012118561
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Education, gender, and family formation
Virtanen, Hanna; Silliman, Mikko; Kuuppelomäki, Tiina; … - 2024
We study the effect of educational attainment on family formation using regression discontinuity designs generated by … set of results using survey data. These suggest that the positive association between men’s education and family formation …
Persistent link: https://www.econbiz.de/10014564281
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Hedge funds for retail investors? : an examination of hedged mutual funds
Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 273-305
Persistent link: https://www.econbiz.de/10003865565
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Agency conflicts in closed-end funds : the case of rights offerings
Khorana, Ajay; Wahal, Sunil; Zenner, Marc - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 2, pp. 177-200
Persistent link: https://www.econbiz.de/10001690140
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Another look at mutual fund tournaments
Busse, Jeffrey A. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 1, pp. 53-73
Persistent link: https://www.econbiz.de/10001569199
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Monthly measurement of daily timers
Goetzmann, William N.; Ingersoll, Jonathan E.; … - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 257-290
Persistent link: https://www.econbiz.de/10001522457