Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10012818247
Persistent link: https://www.econbiz.de/10014248605
Our paper focuses on mutual fund characteristics associated with periods of extreme performance. We find funds with either positive (hot-hand) or negative (icy-hand) persistence tend to have portfolio similarities consistent with riskier positions: compared to no-streak funds they hold less...
Persistent link: https://www.econbiz.de/10012991479
Persistent link: https://www.econbiz.de/10011876786