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Do mutual fund investors overweight the probability of extreme payoffs in the return distribution?
Akbas, Ferhat; Genc, Egemen - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 223-261
Persistent link: https://www.econbiz.de/10012195559
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Capital market efficiency and arbitrage efficacy
Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin M.; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 387-413
Persistent link: https://www.econbiz.de/10011577478
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Survival, look-ahead bias, and persistence in hedge fund performance
Baquero, Guillermo; Horst, Jenke R. ter; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 493-518
Persistent link: https://www.econbiz.de/10003160309
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The economic value of predicting stock index returns and volatility
Marquering, Wessel A.; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 407-429
Persistent link: https://www.econbiz.de/10002103735
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Survival, Look-Ahead Bias, and Persistence in Hedge Fund Performance
Baquero, Guillermo; Horst, Jenke ter; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 3, pp. 493-518
Persistent link: https://www.econbiz.de/10006691652
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The Economic Value of Predicting Stock Index Returns and Volatility
Marquering, Wessel; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 407
Persistent link: https://www.econbiz.de/10006693316