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Style representation and portfolio choice

Massa, Massimo; Simonov, Andrei; Stenkrona, Anders - In: Journal of financial markets 23 (2015), pp. 1-25

Persistent link: https://www.econbiz.de/10011377484

Hedge fund hold 'em

Lu, Yan; Mortal, Sandra; Ray, Sugata - In: Journal of financial markets 57 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013188314

Market frictions, investor sophistication, and persistence in mutual fund performance

Dumitrescu, Ariadna; Gil-Bazo, Javier - In: Journal of financial markets 40 (2018), pp. 40-59

Persistent link: https://www.econbiz.de/10012001829

Overselling winners and losers : how mutual fund managers' trading behavior affects asset prices

An, Li; Argyle, Bronson - In: Journal of financial markets 55 (2021), pp. 1-24

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The impact of green investors on stock prices

Cheng, Gong; Jondeau, Eric; Mojon, Benoît; Vayanos, Dimitri - 2024

We study the impact of green investors on stock prices in a dynamic equilibrium model where investors are green, passive or active. Green investors track an index that progressively excludes the stocks of the brownest firms; passive investors hold a value-weighted index of all stocks; and active...

Persistent link: https://www.econbiz.de/10014486513