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Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors

Ben-Rephael, Azi - In: Journal of financial intermediation 31 (2017), pp. 30-44

Persistent link: https://www.econbiz.de/10011822426

A note on sorting bias correction in regression-based mutual fund tournament tests

Karoui, Aymen; Meier, Iwan - In: Financial markets and portfolio management 29 (2015) 1, pp. 21-29

Persistent link: https://www.econbiz.de/10010500751

Fund performance and subsequent risk : a study of mutual fund tournaments using holdings-based measures

Karoui, Aymen; Meier, Iwan - In: Financial markets and portfolio management 29 (2015) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10010500752

Market states and mutual fund risk shifting

Popescu, Marius; Xu, Zhaojin - In: Managerial finance 43 (2017) 7, pp. 828-838

Persistent link: https://www.econbiz.de/10011770902

Does equity mutual fund factor-risk-shifting pay off? : evidence from the US

Mateus, Cesario; Sarwar, Sohan; Todorovic, Natasa - In: The European journal of finance 29 (2023) 4, pp. 444-465

Persistent link: https://www.econbiz.de/10014322537

Funding Liquidity Risk : Definition and Measurement

Drehmann, Mathias - 2013

Funding liquidity risk has played a key role in all historical banking crises. Nevertheless, a measure based on … reveals funding liquidity risk. We can extract an insurance premium from banks' bids which we propose as measure of funding … liquidity risk. Using a unique data set consisting of all bids in the main refinancing operation auctions conducted at the ECB …

Persistent link: https://www.econbiz.de/10013094483