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How tick size affects the high frequency scaling of stock return distributions
Curato, Gianbiagio; Lillo, Fabrizio - In: Financial econometrics and empirical market microstructure, (pp. 55-76). 2015
Persistent link: https://www.econbiz.de/10011326716
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Profitability, value, and stock returns in production‐based asset pricing without frictions
Balversli, Ronald J.; Huang, Dayong - In: Journal of money, credit and banking : JMCB 49 (2017) 7, pp. 1621-1651
Persistent link: https://www.econbiz.de/10011946663
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Nonlinear dynamic relations between equity return and equity fund flow : Korean market empirical evidence
Kim, Sei-Wan; Kim, Youngmin - In: Asia-Pacific journal of financial studies 39 (2010) 2, pp. 139-170
Persistent link: https://www.econbiz.de/10009315273
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The short-run pricing behavior of closed-end funds : bond vs. equity funds
Anderson, Seth; Beard, T. Randolph; Kim, Hyeongwoo; … - 2014
Persistent link: https://www.econbiz.de/10010512601
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The calendar impact and trading behavior : an empirical evidence from around the globe
Alrashidi, Faleh; Ahmed, Manzoor; Beneid, Fahad - In: International business and economics research journal 13 (2014) 5, pp. 1025-1031
Persistent link: https://www.econbiz.de/10011281012
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The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - In: Journal of financial economics 108 (2013) 3, pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
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Excess volatility and closed-end fund discounts
Bleaney, Michael F.; Smith, Richard Todd - In: Review of accounting & finance 12 (2013) 2, pp. 165-179
Persistent link: https://www.econbiz.de/10009752199
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The cross-section of conditional mutual fund performance in European stock markets
Banegas, Ayelen; Gillen, Ben; Timmermann, Allan; … - 2012 - This version: 12 June 2012
This paper implements strategies that use macroeconomic variables to select European equity mutual funds, including Pan-European, country, and sector funds. We find that several macro-variables are useful in locating funds with future outperformance, and that countryspecific mutual funds provide...
Persistent link: https://www.econbiz.de/10009705491
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Adjusting to the information environment : news tangibility and mutual fund performance
Chuprinin, Oleg; Gaspar, Sergio; Massa, Massimo - 2016
Persistent link: https://www.econbiz.de/10011544509