Similar Search Results

A horizon-based decomposition of mutual fund value added using transactions

Binsbergen, Jules H. van; Han, Jungsuk; Ruan, Hongxun; … - 2021

Persistent link: https://www.econbiz.de/10012581767

Mutual fund flows and performance in (imperfectly) rational markets?

Roussanov, Nikolai; Ruan, Hongxun; Wei, Yanhao - 2020

Persistent link: https://www.econbiz.de/10012321346

Payoff complementarities and financial fragility : evidence from mutual fund outflows

Chen, Qi (contributor); Goldstein, Itay (contributor); … - 2007 - This draft: May 2007

Persistent link: https://www.econbiz.de/10003727451

Common fund flows : flow hedging and factor pricing

Dou, Winston Wei; Kogan, Leonid; Wu, Wei - 2020

Persistent link: https://www.econbiz.de/10012319401

Mutual fund performance and seemingly unrelated assets

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011410

An exploration of the effects of pessimism and doubt on asset returns

Abel, Andrew B. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002000832

An exploration of the effects of pessimism and doubt on asset returns

Abel, Andrew B. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002004100

Investment noise and trends

Stambaugh, Robert F. - 2014 - Current draft: October 5, 2014

Persistent link: https://www.econbiz.de/10010484311

Stale or sticky stock prices? : non-trading, predictability, and mutual fund returns

Blume, Marshall E. (contributor); … - 2007 - Rev.

The observed predictability in indexes and domestic mutual funds has been attributed to stale prices. Market timing of mutual funds exploits this predictability. We show that there are few stale prices for stocks in the top few deciles of market value and that mutual funds concentrate their...

Persistent link: https://www.econbiz.de/10003726971

Mispricing factors

Stambaugh, Robert F.; Yuan, Yu - 2016 - This draft: January 14, 2016

Persistent link: https://www.econbiz.de/10011521991