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Measuring bond mutual fund performance with portfolio characteristics
Moneta, Fabio - In: Journal of empirical finance 33 (2015), pp. 223-242
Persistent link: https://www.econbiz.de/10011556885
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Timing the investment grade securities market : evidence from high quality bond funds
Boney, Vaneesha; Comer, George; Kelly, Lynne - In: Journal of empirical finance 16 (2009) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10003800199
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Burned by leverage? : flows and fragility in bond mutual funds
Molestina Vivar, Luis; Wedow, Michael; Weistroffer, … - In: Journal of empirical finance 72 (2023), pp. 354-380
Persistent link: https://www.econbiz.de/10014476867
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Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming - In: Journal of empirical finance 5 (1998) 2, pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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Information transmission and causality in the Italian treasury bond market
Scalia, Antonio - In: Journal of empirical finance 5 (1998) 4, pp. 361-384
Persistent link: https://www.econbiz.de/10001375193
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Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 5 (1998) 4, pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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Volatility and cross correlation across major stock markets
Ramchand, Latha; Susmel, Raul - In: Journal of empirical finance 5 (1998) 4, pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
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The changing functional relation between stock returns and dividend yields
Christie, William G. - In: Journal of empirical finance 1 (1993) 2, pp. 161-191
Persistent link: https://www.econbiz.de/10001158656