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International day-of-the-week effects : an empirical examination of iShares

Mazumder, M. Imtiaz; Chu, Ting-heng; Miller, Edward M.; … - In: International review of financial analysis 17 (2008) 4, pp. 699-715

Persistent link: https://www.econbiz.de/10003765875

Day-of-the-week effects among mutual funds

Miller, Edward M.; Prather, Larry J.; Mazumder, M. Imtiaz - In: Quarterly journal of business and economics : QJBE 42 (2003) 3/4, pp. 113-128

Persistent link: https://www.econbiz.de/10002416837

Cross-autocorrelations among asset classes: Evidence from the mutual fund industry

Miller, Edward M.; Prather, Larry J.; Mazumder, M. Imtiaz - In: Managerial Finance 34 (2008), pp. 756-771

Purpose -The purpose of this paper is to examine asset class cross-autocorrelations at the macro-level by exploring the return associations among mutual fund asset classes. The low transactions costs of trading mutual funds make this extension important since informed traders can potentially use...

Persistent link: https://www.econbiz.de/10010761737

International day-of-the-week effects: An empirical examination of iShares

Imtiaz Mazumder, M.; Chu, Ting-Heng; Miller, Edward M.; … - In: International review of financial analysis 17 (2008) 4, pp. 699-715

Persistent link: https://www.econbiz.de/10008092969

International day-of-the-week effects: An empirical examination of iShares

Imtiaz Mazumder, M.; Chu, Ting-Heng; Miller, Edward M.; … - In: International review of financial analysis 17 (2008) 4, pp. 699-716

Persistent link: https://www.econbiz.de/10008899435

International day-of-the-week effects: An empirical examination of iShares

Imtiaz Mazumder, M.; Chu, Ting-Heng; Miller, Edward M.; … - In: International Review of Financial Analysis 17 (2008) 4, pp. 699-715

Persistent link: https://www.econbiz.de/10005221928

Cross‐autocorrelations among asset classes

Miller, Edward M.; Prather, Larry J.; Imtiaz Mazumder, M. - In: Managerial Finance 34 (2008) 11, pp. 756-771

Purpose – The purpose of this paper is to examine asset class cross‐autocorrelations at the macro‐level by exploring the return associations among mutual fund asset classes. The low transactions costs of trading mutual funds make this extension important since informed traders can...

Persistent link: https://www.econbiz.de/10014940014

Day-of-the-Week Effects Among Mutual Funds

Miller, Edward M.; Prather, Larry J.; Mazumder, M.Imtiaz - In: Quarterly journal of business and economics : QJBE 42 (2003) 3-4, pp. 113

Persistent link: https://www.econbiz.de/10006249945

Cross-autocorrelations among asset classes: Evidence from the mutual fund industry

Miller, Edward M.; Prather, Larry J.; Mazumder, M.Imtiaz - In: Managerial finance 34 (2008) 11, pp. 756-771

Persistent link: https://www.econbiz.de/10008112768

Exploitable patterns in retirement annuity returns: evidence from TIAA/CREF

Miller, Edward M.; Prather, Larry J. - In: Financial Services Review 9 (2000) 3, pp. 219-230

Persistent link: https://www.econbiz.de/10005444643