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Persistent link: https://www.econbiz.de/10012064120
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
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
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 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
The purpose of this chapter is to investigate the impact of central banks' unconventional monetary policies on sectors of unique and traditional alternative investments beyond the stock market. More specifically, we examine how quantitative easing (QE) programs, imposed by the FED and the ECB...
Persistent link: https://www.econbiz.de/10012843557
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
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 authors...
Persistent link: https://www.econbiz.de/10012860896
Persistent link: https://www.econbiz.de/10012265147