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Effect of high-frequency trading on mutual fund performance
Qin, Nan; Singal, Vijay - In: The financial review : the official publication of the … 58 (2023) 2, pp. 369-394
Persistent link: https://www.econbiz.de/10014305803
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Concentration and behavioral biases in the active management of bric funds
Fasano, Antonio; Boido, Claudio - In: Mokslo darbai / Ekonomika 96 (2017) 1, pp. 58-73
Persistent link: https://www.econbiz.de/10011918241
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Is technology an enabler in the growth of mutual fund sector? : a comparative study of BRICS nations
Grade, Aman; De, Tanmoy - In: International journal of entrepreneurship and small … 47 (2022) 2/3, pp. 336-375
Persistent link: https://www.econbiz.de/10013455523
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Testing technical trading strategies on China's equity ETFs : a skewness perspective
Jin, Xiaoye - In: Emerging markets review 51 (2022) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10013417282
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Fundamental analysis, technical analysis, and mutual fund performance
Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049999
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High-Frequency ETF Pairs Trading
Simonson, Jack - 2018
In this paper we examine the effectiveness of modeling a paris-traded ETF portfolio as an Ornstein-Uhlenbeck process. Using ETF pairs that have similar references indexes, we apply maximum likelihood estimation to historical data in order to optimize trading signals for two strategies. Using...
Persistent link: https://www.econbiz.de/10012931447
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Estimating the risk of guaranteed products
Lewis, Nigel D.; Okunev, John - In: The journal of investing 17 (2008) 3, pp. 86-95
Persistent link: https://www.econbiz.de/10003786442
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Fund rating model based on finite normal mixture distribution
Gao, Zhangpeng; Rahman, Shahidur; Rahman, Shafiqur - In: Review of Pacific Basin financial markets and policies 14 (2011) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10008988327
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Mutual fund flows and investors' expectations in BRICS economies : implications for international diversification
Fiza Qureshi; Khan, Habib Hussain; Ur Rehman, Ijaz; … - In: Economic systems 43 (2019) 1, pp. 130-150
Persistent link: https://www.econbiz.de/10012314157
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Mutual Fund Flows and Investors’ Expectations in BRICS Economies : Implications for International Diversification
Qureshi, Fiza - 2022
’ expectations and business cycle movements in the BRICS markets over the 1996Q1-2017Q3 period. Applying the Panel Vector …
Persistent link: https://www.econbiz.de/10013492431