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Scale and performance in active management are not negatively related

Adams, John C.; Hayunga, Darren; Mansi, Sattar - In: Critical finance review 11 (2022) 3/4, pp. 541-592

Persistent link: https://www.econbiz.de/10013457306

Black cats or black swans? : outliers, seasonality in return distribution properties, and the Halloween effect

Haggard, K. Stephen; Jones, Jeffrey Scott; Witte, H. Douglas - In: Managerial finance 41 (2015) 7, pp. 642-657

Persistent link: https://www.econbiz.de/10011336638

Stock returns in Chinese markets and lucky numbered days

Haggard, K. Stephen - In: Managerial finance 41 (2015) 9, pp. 925-939

Persistent link: https://www.econbiz.de/10011337158

German real estate funds : changes in return distributions and portfolio favourability

Stein, Michael - 2013

Since 2008, the German open-ended real estate fund (GOEREF) industry has experienced a critical phase of suspensions of redemption of fund shares, announced fund terminations and, eventually, introduction of a new regulation. With assets under management of over EUR 80 billion, GOEREFs are the...

Persistent link: https://www.econbiz.de/10010211901

Empirical evidence on bitcoin returns and portfolio value

Mukherji, Sandip - In: The international journal of business and finance … 13 (2019) 2, pp. 71-81

Persistent link: https://www.econbiz.de/10012160223

Empirical evidences on the interconnectedness between sampling and asset returns' distributions

Orlando, Guiseppe; Bufalo, Michele - In: Risks : open access journal 9 (2021) 5, pp. 1-35

The aim of this work was to test how returns are distributed across multiple asset classes, markets and sampling frequency. We examine returns of swaps, equity and bond indices as well as the rescaling by their volatilities over different horizons (since inception to Q2-2020). Contrarily to some...

Persistent link: https://www.econbiz.de/10012596311