Showing 1 - 10 of 31
Persistent link: https://www.econbiz.de/10012064120
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
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
Purpose: The purpose of this paper is to examine the connectedness across a variety of Sukuk and conventional bond indices and the implications for optimal asset allocation for the period January 1, 2010–April 30, 2020. Design/methodology/approach: The data set consists of five major Sukuk...
Persistent link: https://www.econbiz.de/10012639565
Purpose: The purpose of this paper is to examine the performance of Greek equity mutual funds and the persistence in annual performance for the period 2008-2017 by using a variety of performance models. Design/methodology/approach: Using all the available funds in operation and daily data, the...
Persistent link: https://www.econbiz.de/10012187542
Purpose The purpose of this paper is to examine the performance of Greek equity mutual funds for the period 2012-2016, analyzing further the selectivity and market timing ability, and short-term performance persistence for the period 2015-2016. Design/methodology/approach Utilizing a...
Persistent link: https://www.econbiz.de/10014941839
Using a time-varying spillover approach, we investigate volatility spillovers between natural alternative investments, i.e. timber and water, and a battery of traditional instruments comprising equities, bonds, crude oil, gold, real estate, shipping and currency, for the period...
Persistent link: https://www.econbiz.de/10014084609
Purpose: The purpose of this paper is to examine the performance of Greek equity mutual funds for the period 2012-2016, analyzing further selectivity and market timing ability, and short-term performance persistence for the period 2015-2016. Design/methodology/approach: Utilizing a survivorship...
Persistent link: https://www.econbiz.de/10012901901
This study investigates the volatility spillovers between Special Purpose Acquisition Companies (SPACs) and a set of alternative instruments comprising traditional IPOs, merger arbitrage, hedge replication funds and equities, utilizing a time-varying spillover approach. Our empirical findings,...
Persistent link: https://www.econbiz.de/10014361442