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A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management
Caporin, Massimiliano; Lisi, Francesco - In: The North American journal of economics and finance : a … 26 (2013), pp. 236-249
Persistent link: https://www.econbiz.de/10010365770
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Momentum strategies with stock index exchange-traded funds
Tse, Yiuman - In: The North American journal of economics and finance : a … 33 (2015), pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
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Do actively managed mutual funds exploit stock market mispricing?
Lee, Jaeram; Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012632198
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The performance of commodity trading advisors : a mean-variance-ratio test approach
Bai, Zhidong; Fai, Phoon-kok; Wang, Keyan; Wong, Wing Keung - In: The North American journal of economics and finance : a … 25 (2013), pp. 188-201
Persistent link: https://www.econbiz.de/10009779308
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Performance of Canadian hybrid mutual funds
Ayadi, Mohamed; Chaibi, Anis; Kryzanowski, Lawrence - In: The North American journal of economics and finance : a … 38 (2016), pp. 124-147
Persistent link: https://www.econbiz.de/10011673351
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Precision about manager skill, mutual fund flows, and performance persistence
Jeon, Hyunglae; Kang, Jangkoo; Lee, Changjun - In: The North American journal of economics and finance : a … 40 (2017), pp. 222-237
Persistent link: https://www.econbiz.de/10011878820
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Fund immunity to the COVID-19 pandemic : evidence from Chinese equity funds
Ling, Aifan; Huang, Xinrui; Ling, Boya Vivye - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10014225804
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Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns
Božović, Miloš - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10013539075
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Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012642431