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Persistent link: https://www.econbiz.de/10012064120
This study investigates the performance persistence of Greek equity mutual funds for the period 2 November 2009 to 31 October 2017, by utilising diverse evaluation sub-periods. Using all domestic equity mutual funds at our disposal and daily data, the authors apply the Carhart (1997) model to...
Persistent link: https://www.econbiz.de/10014352204
The purpose of this paper is to examine the performance of Greek equity mutual funds, elaborating on stock selection in parallel with market timing measures, in comparison with the performance of ETFs and index funds for the period 01/24/2008-05/12/2017, and the short-term performance...
Persistent link: https://www.econbiz.de/10012891991
Persistent link: https://www.econbiz.de/10012505155
The wine making sector is directly intertwined with viniculture, which has been known since ancient times. Nowadays, Greece offers outstanding value for its wines and there are many new varieties that will certainly expand the customer's palate. In order to explore the sector's potential,...
Persistent link: https://www.econbiz.de/10012865897
In view of the need for portfolio diversification, we investigate the interlinkages between a private equity ETF and a set of high-demand asset classes including bonds, equities, crude oil, gold, commodities, currency, Bitcoin, and shipping within a spillover framework. For this objective, we...
Persistent link: https://www.econbiz.de/10014349609
Persistent link: https://www.econbiz.de/10014495017
We examine the interaction between funds implementing hedge and merger arbitrage strategies and a set of traditional assets comprising equities, bonds, gold, crude oil, currency, commodities and real estate, by applying a time-varying spillover approach for the period 1/1/2010-7/31/2020. Results...
Persistent link: https://www.econbiz.de/10013230114