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Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?

Liu, Bin; Di Iorio, Amalia; De Silva, Ashton - In: Studies in economics and finance 33 (2016) 3, pp. 359-376

Persistent link: https://www.econbiz.de/10011722529

An empirical study on the performance of select multicap equity mutual funds in India

Kamboj, Deepika; Jagotra, Shukrant - In: Mudra : journal of finance and accounting 4 (2017) 2, pp. 95-111

Persistent link: https://www.econbiz.de/10011874765

Essays on the performance evaluation of equity mutual funds : the choice of benchmark models

Breloer, Bernhard - 2014

Persistent link: https://www.econbiz.de/10010382671

The performance of US equity mutual funds

Babalos, Vassilios; Mamatzakis, Emmanuel C.; Matousek, Roman - In: Journal of banking & finance 52 (2015), pp. 217-229

Persistent link: https://www.econbiz.de/10011377662

Evidence from business strategy of mutual fund managers after the financial crisis : panel smooth transition regression model

Lee, Joe-ming - 2013

This study applies by the panel transition regression (PSTR) model to investigate the nonlinear dynamic relationship between equity fund flow and investment volatility in Taiwan. Our empirical results show that the equity fund managers will be different business strategy under the volatility...

Persistent link: https://www.econbiz.de/10009776209