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Feedback trading and closed-end country fund returns
Reyes, Mario - In: Journal of emerging markets 13 (2008) 3, pp. 47-58
Persistent link: https://www.econbiz.de/10003823713
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Empirical analysis of risk measurement of Chinese mutual funds
Yang, Ju - In: Quantitative financial risk management, (pp. 3-14). 2011
Persistent link: https://www.econbiz.de/10009301459
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Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS
Goo, Yeong-Jia; Chang, Feng-Huei; Chiu, Kuo-Liang - In: Modern economy 6 (2015) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10011286014
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Mutual fund performance in Tunisia : a multivariate GARCH approach
Hammami, Yacine; Jilani, Faouzi; Oueslati, Abdelmonem - In: Research in international business and finance 29 (2013), pp. 35-51
Persistent link: https://www.econbiz.de/10009759915
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Relations between volatility and returns of exchange traded funds of emerging markets and of USA
Dheeriya, Prakash L.; Rezayat, Fahimeh; Yavas, Burhan F. - In: Review of economics & finance (2014) 1, pp. 44-56
Persistent link: https://www.econbiz.de/10010353498
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The timing ability and global performance of Tunisian mutual fund managers : a multivarate GARCH approach
Queslati, Abdelmonem; Hammami, Yacine; Jilani, Faouzi - In: Research in international business and finance 31 (2014), pp. 57-73
Persistent link: https://www.econbiz.de/10010434018
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Dynamic hedge fund portfolio construction
Harris, Richard D. F.; Mazibas, Murat - In: International review of financial analysis 19 (2010) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10009272647
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Common Volatility between Closed-End Country Funds and Three Comparable Return Series : An Empirical Investigation
Kim, Doseong - 2009
The study of international integration of equity markets has received a great deal of interest. This paper investigates whether returns of 41 closed-end country funds share a common volatility process with three comparable return-series: the underlying net asset value (NAV), the U.S., and the...
Persistent link: https://www.econbiz.de/10013155914
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Volatility spillover from institutional equity investments to Indian volatility index
Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: International journal of management concepts and … 13 (2020) 3, pp. 173-183
Persistent link: https://www.econbiz.de/10012514596
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Volatility timing in CPF investment funds in Singapore : do they outperform non-CPF funds?
Shen, Xiaoyi; Tsui, Albert K.; Zhang, Zhaoyong - In: Risks : open access journal 7 (2019) 4/106, pp. 1-16
The purpose of this study is to examine the volatility-timing performance of Singapore-based funds under the Central Provident Fund (CPF) Investment Scheme and non-CPF linked funds by taking into account the currency risk effect on internationally managed funds. In particular, we empirically...
Persistent link: https://www.econbiz.de/10012127925