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Measuring investor sentiment with mutual fund flows
Ben-Rephael, Azi; Kandel, Shmuel; Wohl, Avi - In: Journal of financial economics 104 (2012) 2, pp. 363-382
Persistent link: https://www.econbiz.de/10009621133
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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
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The informational role of fund flow in the profitable predictability of mutual funds
Yamani, Ehab - In: Finance research letters 51 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014289408
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Mutual fund flows, expected returns, and the real economy
Jank, Stephan - 2011 - First draft: December 4, 2010, This draft: February 7, 2011
The paper explores whether the co-movement of market returns and equity fund flows can be explained by a common response to macroeconomic news. I find that variables that predict the real economy as well as the equity premium are related to mutual fund flows. Changes in dividend-price ratio...
Persistent link: https://www.econbiz.de/10008902922
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Do measures of investor sentiment predict returns?
Neal, Robert S.; Wheatley, Simon M. - 1996
Persistent link: https://www.econbiz.de/10010366620
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The 52-week high, momentum, and predicting mutual fund returns
Sapp, Travis R. A. - In: Review of quantitative finance and accounting 37 (2011) 2, pp. 149-179
Persistent link: https://www.econbiz.de/10009271479
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Do measures of investor sentiment predict returns?
Neal, Robert S.; Wheatley, Simon M. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 523-547
Persistent link: https://www.econbiz.de/10001256374
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The 52-Week High, Momentum, and Predicting Mutual Fund Returns
Sapp, Travis - 2011
individual stock returns, dominating other common momentum-based trading strategies. This study examines the performance of …
Persistent link: https://www.econbiz.de/10013134408
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Predicting Mutual Fund Over-Performance Over a Nine-Year Period
Asebedo, Gabriel - 2013
other mutual funds. This study attempts to address several methodological issues commonly found in mutual fund performance … cost mutual funds tend to outperform higher cost funds over multiple time periods, and that short-term performance shows …
Persistent link: https://www.econbiz.de/10013082826
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Can machine learning help to select portfolios of mutual funds?
DeMiguel, Victor; Gil-Bazo, Javier; Nogales, Francisco J.; … - 2021 - This version: March 24, 2021
Persistent link: https://www.econbiz.de/10012819375