Similar Search Results

Scale and performance in active management are not negatively related

Adams, John C.; Hayunga, Darren; Mansi, Sattar - In: Critical finance review 11 (2022) 3/4, pp. 541-592

Persistent link: https://www.econbiz.de/10013457306

Auer, Benjamin R.; Schuhmacher, Frank; Niemann, Sebastian - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 31-37

Persistent link: https://www.econbiz.de/10014431851

Mutual funds, price pressure and index options

Lehnert, Thorsten - 2016

Persistent link: https://www.econbiz.de/10011565495

The wildcard option in transacting mutual-fund shares

Chalmers, John M. R.; Edelen, Roger M.; Kadlec, Gregory B. - 1999

Persistent link: https://www.econbiz.de/10001440462

Informational content in historical CTA performance

McCarthy, David J. - In: The journal of futures markets 17 (1997) 3, pp. 317-339

Persistent link: https://www.econbiz.de/10001221314

Optionable Stocks and Mutual Fund Performance

Chung, Chune Young - 2017

We examine whether stock-level options information drives mutual fund performance. Our paper is motivated by existing studies indicating that options prices or implied volatilities predict stock returns. We find that stock-implied volatility innovations forecast mutual fund performance....

Persistent link: https://www.econbiz.de/10012968429