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Performance comparisons between ETFs and traditional index funds : evidence from China
Wu, Chunying; Xiong, Xiong; Gao, Ya - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819870
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Covid-19 vaccines and investment performance : evidence from equity funds in European Union
Mirza, Nawazish; Umar, Muhammad; Mangafic, Jasmina - In: Finance research letters 53 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014472471
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Sustainability ratings and fund performance : new evidence from European ESG equity mutual funds
Papathanasiou, Spyros; Koutsokostas, Drosos - In: Finance research letters 62 (2024) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014530757
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Mutual fund liquidity management and family affiliation
Popescu, Marius; Xu, Zhaojin - In: Finance research letters 66 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015061188
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Gender gap in digital literacy across generations : evidence from Indonesia
Trinh Quang Long; Trang Cam Hoang; Simkins, Betty J. - In: Finance research letters 58 (2023) 4, pp. 1-7
Persistent link: https://www.econbiz.de/10014632159
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The gender gap in access to finance : evidence from the COVID-19 pandemic
Hewa Wellalage, Nirosha; Boubaker, Sabri; Hunjra, Ahmed … - In: Finance research letters 46 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013341441
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Betting on long shots in NCAA basketball games and implications for skew loving behavior
Colquitt, L. Lee; Godwin, Norman H.; Swidler, Steven Mark - In: Finance research letters 1 (2004) 2, pp. 119-126
Persistent link: https://www.econbiz.de/10003307266
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Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro; Manera, Matteo; McAleer, Michael - In: Finance research letters 3 (2006) 2, pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
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Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H. - In: Finance research letters 6 (2009) 3, pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
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On the robustness of cointegration tests when assessing market efficiency
Kellard, Neil - In: Finance research letters 3 (2006) 1, pp. 57-64
Persistent link: https://www.econbiz.de/10003300878