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Do social factors influence investment behavior and performance? : evidence from mutual fund holdings

Borgers, Arian; Derwall, Jeroen; Koedijk, Kees; Horst, … - In: Journal of banking & finance 60 (2015), pp. 112-126

Persistent link: https://www.econbiz.de/10011544922

International evidence on ethical mutual fund performance and investment style

Bauer, Rob; Koedijk, Kees; Otten, Rogér - In: Journal of banking & finance 29 (2005) 7, pp. 1751-1767

Persistent link: https://www.econbiz.de/10002817461

Diversification metldown or the impact of fat tails on conditional correlation?

Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - 2003

Persistent link: https://www.econbiz.de/10001892119

Global property investment and the costs of international diversification

Eichholtz, Piet; Koedijk, Kees; Schweitzer, Mark E. - In: Journal of international money and finance 20 (2001) 3, pp. 349-366

Persistent link: https://www.econbiz.de/10001580069

Continental factors in international real estate returns

Eichholtz, Piet; Huisman, Ronald; Koedijk, Kees; … - In: Real estate economics : journal of the American Real … 26 (1998) 3, pp. 493-509

Persistent link: https://www.econbiz.de/10001249225

Further evidence on calendar anomalies

Hsu, Yuan-Teng; Koedijk, Kees; Liu, Hung-Chun; Wang, … - In: European financial management : the journal of the … 28 (2022) 2, pp. 545-566

Persistent link: https://www.econbiz.de/10013163577

Institutional Investor Sentiment and Aggregate Stock Returns

Gao, Xiang - 2020

This paper examines the equity market return predictability of institutional investor sentiment, in comparison to individual investor sentiment. Our findings suggest that institutional traders are informed, and that their sentiment helps tilting stock prices towards the intrinsic value. This is...

Persistent link: https://www.econbiz.de/10012834251

Increased correlation in bear markets : a downside risk perspektive

Campbell, Rachel - 2002

Persistent link: https://www.econbiz.de/10013423764

International evidence on ethical mutual fund performance and investment style

Bauer, Rob - 2002

Persistent link: https://www.econbiz.de/10013424054

Social media information diffusion and excess stock returns co-movement

Chen, Zhang-HangJian; Wu, Wang-Long; Li, Sai-Ping; Bao, Kun - In: International review of financial analysis 91 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014447039