Narrow search
Showing 1 - 10 of 5,306
Cover Image
Fundamental driver of fund style drift
Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10011694987
Cover Image
Evidence from business strategy of mutual fund managers after the financial crisis : panel smooth transition regression model
Lee, Joe-ming - 2013
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 threshold value and the control variables of asset of funds, management fee and … Turnover indicator. After the financial crisis, the threshold of volatility will be an important index to different business …
Persistent link: https://www.econbiz.de/10009776209
Cover Image
Fund style drift and stock price crash risk : analysis of the mediating effect based on corporate financial risk
Sun, Yanlin; Liu, Siyu; Chen, Shoudong - In: China finance review international 13 (2023) 2, pp. 183-206
Persistent link: https://www.econbiz.de/10014312262
Cover Image
Study of BRICS stock return volatility during and after subprime crisis
Kishor, Nawal; Singh, Raman Preet - In: International journal of business and globalisation : IJBG 18 (2017) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10011800038
Cover Image
Financialization in commodity markets : disentangling the crisis from the style effect
Adams, Zeno; Glück, Thorsten - 2014
In this paper, we show that large inflows into commodity investments, a recent phenomenon known as financialization, has changed the behavior and dependence structure between commodities and the general stock market. The common perception is that the increase in comovements is the result of...
Persistent link: https://www.econbiz.de/10010410769
Cover Image
Volatility, distress risk, and the cross-section of portfolio returns
Sabbaghi, Omid - In: Review of accounting & finance 14 (2015) 2, pp. 149-171
Persistent link: https://www.econbiz.de/10011308963
Cover Image
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Cover Image
Crowded Trades, Short Covering, and Momentum Crashes
Yan, Philip - 2014
Despite momentum's strong historical performance, its returns have large negative skewness and occasionally experiences persistent strings of sharp negative returns, referred as "momentum crashes" in the recent literature. I argue that momentum crashes are due to crowded trades which push prices...
Persistent link: https://www.econbiz.de/10013057742
Cover Image
The idiosyncratic momentum anomaly
Blitz, David; Hanauer, Matthias; Vidojevic, Milan - In: International review of economics & finance : IREF 69 (2020), pp. 932-957
Persistent link: https://www.econbiz.de/10012487461
Cover Image
Africa stock markets cross-market linkages : a time-varying Dynamic Conditional Correlations (DCC-GARCH) approach
Marozva, Godfrey - In: The journal of applied business research 33 (2017) 2, pp. 321-328
Persistent link: https://www.econbiz.de/10011673887