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Disposition effect and mutual fund performance

Ammann, Manuel; Ising, Alexander; Kessler, Stephan - In: Applied financial economics 22 (2012) 1/3, pp. 1-19

Persistent link: https://www.econbiz.de/10009419587

Disposition Effect and Mutual Fund Performance

Ammann, Manuel - 2013

This article finds strong evidence for the presence of the disposition effect among US mutual fund managers. The analysis can establish a link between the disposition effect and mutual fund characteristics as well as changes in the macroeconomic environment. Managers with a lower disposition...

Persistent link: https://www.econbiz.de/10013092848

Intraday characteristics of stock price crashes

Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255

Persistent link: https://www.econbiz.de/10003886042

Intra-day characteristics of stock price crashes

Ammann, Manuel; Kessler, Stephan - 2009 - Nov. 2009

Persistent link: https://www.econbiz.de/10003905956

Mutual fund manager behavior and performance

Ising, Alexander - 2009

Persistent link: https://www.econbiz.de/10003887263

Hedge fund return sensitivity to global liquidity

Kessler, Stephan; Scherer, Bernd - In: Journal of financial markets 14 (2011) 2, pp. 301-311

Persistent link: https://www.econbiz.de/10009266959

Momentum and macroeconomic state variables

Kessler, Stephan; Scherer, Bernd - In: Financial markets and portfolio management 27 (2013) 4, pp. 335-363

Persistent link: https://www.econbiz.de/10010203023

Tactical industry allocation and model uncertainty

Ammann, Manuel; Verhofen, Michael - In: The financial review : the official publication of the … 43 (2008) 2, pp. 273-302

Persistent link: https://www.econbiz.de/10003755359

The performance of actively and passively managed Swiss equity funds

Ammann, Manuel; Steiner, Michael - In: Swiss journal of economics and statistics 145 (2009) 1, pp. 1-36

Persistent link: https://www.econbiz.de/10003832157

Do implied volatilities predict stock returns?

Ammann, Manuel; Verhofen, Michael; Süss, Stephan - In: The journal of asset management 10 (2009/10) 4, pp. 222-234

Persistent link: https://www.econbiz.de/10003894702