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A study on factors influencing mutual fund portfolio performance : U.S. equity market during 2011-2016
Mekonnen, Medhanie; Mayer, Roger; Chien, Wen-Wen - In: International journal of corporate finance and … 5 (2018) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10011932145
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The contribution of market movements, asset allocation and active management to Islamic equity funds’ performance
Peillex, Jonathan; Erragragui, Elias; Bitar, Mohammad; … - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 32-38
Persistent link: https://www.econbiz.de/10012296891
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Persistence of large-cap equity funds performance, market timing ability, and selectivity : evidence from India
V, Veeravel.; Balakrishnan, A. - In: Asia Pacific financial markets 30 (2023) 1, pp. 37-48
Persistent link: https://www.econbiz.de/10014251544
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The performance of Chinese equity funds : an extension of DGTW model
Wang, Yaping; Paek, Miyoun; Ko, Kwangsoo - In: Japan and the world economy : international journal of … 51 (2019), pp. 1-8
Persistent link: https://www.econbiz.de/10012309008
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Do performance measures matter for stock mutual funds? : an international analysis
Durán Santomil, Pablo; Lombardero Fernández, Pablo … - In: International journal of emerging markets 19 (2024) 7, pp. 1860-1878
Persistent link: https://www.econbiz.de/10014575643
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Do hedge funds bet against beta?
Malachov, Aleksej; Riley, Timothy B.; Yan, Qing - In: International review of economics & finance : IREF 93 (2024) 1, pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
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Does the disclosure of a hedge fund stock sale influence respective stock returns?
Schmitz, Jonas Tobias - In: The journal of alternative investments : JAI 23 (2021) 3, pp. 100-115
Persistent link: https://www.econbiz.de/10012423017
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011482859
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
Persistent link: https://www.econbiz.de/10011536693
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011479824