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Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors
Ben-Rephael, Azi - In: Journal of financial intermediation 31 (2017), pp. 30-44
Persistent link: https://www.econbiz.de/10011822426
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A note on sorting bias correction in regression-based mutual fund tournament tests
Karoui, Aymen; Meier, Iwan - In: Financial markets and portfolio management 29 (2015) 1, pp. 21-29
Persistent link: https://www.econbiz.de/10010500751
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Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis; Vozlyublennaia, Nadia - In: Journal of empirical finance 37 (2016), pp. 282-292
Persistent link: https://www.econbiz.de/10011663061
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Noisy factors
Akey, Pat; Robertson, Adriana Z.; Simutin, Mikhail - 2021
Persistent link: https://www.econbiz.de/10012886426
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Liquidity transformation in asset management : evidence from the cash holdings of mutual funds
Chernenko, Sergey; Sunderam, Adi - 2016
We study liquidity transformation in mutual funds using a novel data set on their cash holdings To provide investors … with claims that are more liquid than the underlying assets, funds engage in substantial liquidity management. Specifically … underlying portfolio assets. This is particularly true for funds with illiquid assets and at times of low market liquidity. We …
Persistent link: https://www.econbiz.de/10011975267
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Liquidity transformation in asset management : evidence from the cash holdings of mutual funds
Chernenko, Sergey; Sunderman, Adi - 2016
We study liquidity transformation in mutual funds using a novel data set on their cash holdings. To provide investors … with claims that are more liquid than the underlying assets, funds engage in substantial liquidity management. Specifically … underlying portfolio assets. This is particularly true for funds with illiquid assets and at times of low market liquidity. We …
Persistent link: https://www.econbiz.de/10011962219
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The invisible hand of internal markets in mutual fund families
Goncalves-Pinto, Luis; Sotes-Paladino, Juan; Xu, Jing - In: Journal of banking & finance 89 (2018), pp. 105-124
Persistent link: https://www.econbiz.de/10011963083
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Determinants of tracking error in German EFTs : the role of market liquidity
Osterhoff, Friedrich; Kaserer, Christoph - In: Managerial finance 42 (2016) 5, pp. 417-437
Persistent link: https://www.econbiz.de/10011570269
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The effects of return expectation on mutual funds' risk exposures
Overkott, Maximilian Alexander; Fischer, Mario - In: Three essays in empirical asset pricing, (pp. 65-106). 2017
Persistent link: https://www.econbiz.de/10012134658
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Effect of mutual funds characteristics on their performance and trading strategy : a dynamic panel approach
Kaur, Inderjit - In: Cogent economics & finance 6 (2018) 1, pp. 1-17
Investors search for criteria that are systematically related to performance of mutual funds so as to maximize their personal return. The present study is on effect of selected fund characteristics on performance of the mutual funds. The data on Indian equity mutual funds for the period...
Persistent link: https://www.econbiz.de/10012023053