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An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
Das, Prashant K.; Freybote, Julia; Marcato, Gianluca - In: The journal of real estate finance and economics 51 (2015) 2, pp. 160-189
Persistent link: https://www.econbiz.de/10011474980
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Non-fundamental demand and style returns
Ben-David, Itzhak; Li, Jiacui; Rossi, Andrea; Song, Yang - 2020
We show that mutual fund ratings generate correlated demand that creates systematic price fluctuations. Mutual fund investors chase fund performance via Morningstar ratings. Until June 2002, funds pursuing the same investment style had highly correlated ratings. Therefore, rating-chasing...
Persistent link: https://www.econbiz.de/10012388379
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Industry-based style investing
Jame, Russell; Tong, Qing - In: Journal of financial markets 19 (2014), pp. 110-130
Persistent link: https://www.econbiz.de/10010442413
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Style investing, momentum, and co-movement
Wu, Chunchi; Tao, Xinyuan - 2024
Persistent link: https://www.econbiz.de/10015046864
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Investment style positioning of UK unit trusts
Brookfield, David; Su, Chen; Bangassa, Kenbata - In: The European journal of finance 21 (2015) 10/12, pp. 946-970
Persistent link: https://www.econbiz.de/10011301957
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Style investing, comovement and return predictability
Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
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Asymmetric effect of style comovement on momentum
Hsu, Ching-Chi; Chen, Miao-Ling - In: Finance research letters 31 (2019), pp. 146-154
Persistent link: https://www.econbiz.de/10012421265
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Valuation ratio style investing and economic sentiment : evidence from major Eurozone markets
Spyrou, Spyros I. - In: Review of quantitative finance and accounting 55 (2020) 3, pp. 827-856
Persistent link: https://www.econbiz.de/10012304004
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Asset growth, style investing, and momentum
Chou, Pin-huang; Ko, Kuan-Cheng; Yang, Nien-Tzu - In: Journal of banking & finance 98 (2019), pp. 108-124
Persistent link: https://www.econbiz.de/10012162244
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Preference for dividends and return comovement
Hameed, Allaudeen; Xie, Jing - In: Journal of financial economics 132 (2019) 1, pp. 103-125
Persistent link: https://www.econbiz.de/10012134786