Narrow search
Showing 1 - 10 of 9,636
Cover Image
Conditional performance evaluation for German mutual equity funds
Bessler, Wolfgang (contributor);  … - 2007
We investigate the performance of a sample of German mutual equity funds over the period from 1994 to 2003. Our general finding is that mutual funds, on average, hardly produce excess returns relative to their benchmark that are large enough to cover their expenses. This conclusion is drawn from...
Persistent link: https://www.econbiz.de/10003666807
Cover Image
Empirical testing of models of autoregressive conditional heteroscedasticity used for prediction of the volatility of Bulgarian investment funds
Petrova, Mariana; Todorov, Teodor - In: Risks : open access journal 11 (2023) 11, pp. 1-30
group. The object of the study includes quantitative analysis, estimation and forecasting of daily volatility through the …
Persistent link: https://www.econbiz.de/10014436423
Cover Image
Tracking investor gambling intensity
Zhu, Hongbing; Yang, Lihua; Xu, Changxin - In: International review of financial analysis 86 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014248291
Cover Image
Star rating, fund flows and performance predictability : evidence from Norway
Aasheim, Linn K.; Miguel, António F.; Ramos, Sofia B. - In: Financial markets and portfolio management 36 (2022) 1, pp. 29-56
Persistent link: https://www.econbiz.de/10013175195
Cover Image
Predictable patterns in ETFs' return and tracking error
Rompotis, Gerasimos G. - In: Studies in economics and finance 28 (2011) 1, pp. 14-35
Persistent link: https://www.econbiz.de/10009007581
Cover Image
The relation between fees and return predictability in the mutual fund industry
Vidal, Marta; Vidal-García, Javier; Hooi Hooi Lean; … - In: Economic modelling 47 (2015), pp. 260-270
Persistent link: https://www.econbiz.de/10011439117
Cover Image
Active share and the predictability of the performance of separate accounts
Cremers, Martijn; Fulkerson, Jon A.; Riley, Timothy B. - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10013167455
Cover Image
The trend is your friend : time-series momentum strategies across equity and commodity markets
Georgopoulou, Athina; Wang, Jiaguo - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1557-1592
Persistent link: https://www.econbiz.de/10011804328
Cover Image
Follow the smart money : factor forecasting in China
Chen, Qinhua; Chi, Yeguang; Qiao, Xiao - In: Pacific-Basin finance journal 62 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012491727
Cover Image
Does Institutional Ownership Predict Mutual Fund Performance? An Examination of Undiscovered Holdings within 13(f) Reports
Pan, Xuhui (Nick) - 2018
We show that institutional ownership in equity mutual funds predicts fund performance. Our measure of institutional ownership in mutual funds is directly from institutions' quarterly 13(f) filings so it provides a broader coverage of institutional investment in mutual funds than existing...
Persistent link: https://www.econbiz.de/10012937827