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Regime-switching determinants of mutual fund performance in South Africa
Apau, Richard; Moores-Pitt, Peter; Muzindutsi, Paul-Francois - In: Economies : open access journal 9 (2021) 4, pp. 1-20
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds from 2006 to 2019. From the results, fund...
Persistent link: https://www.econbiz.de/10012799837
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Risk-taking, inequality and output in the long-run
Aoki, Shuhei; Nirei, Makoto; Yamana, Kazufumi - 2018
Persistent link: https://www.econbiz.de/10012180321
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The relationship of domestic institutional investors and India stock market returns : an ARDL bound testing approach
Srivastava, Purwa; Varshney, Sakshi - In: Journal of transnational management : the official … 27 (2022) 2, pp. 97-116
Persistent link: https://www.econbiz.de/10013357193
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A closer look at stable value funds performance
Babbel, David F. (contributor); Herce, Miguel A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003586068
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Parameter instability in mutual fund portofolio : a shiftimg regimes test
Bauer, Richard J.; Hays, Patrick A.; Upton, David E. - In: Quarterly journal of business and economics : QJBE 26 (1987) 1, pp. 50-62
Persistent link: https://www.econbiz.de/10003697667
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Predictable patterns in ETFs' return and tracking error
Rompotis, Gerasimos G. - In: Studies in economics and finance 28 (2011) 1, pp. 14-35
Persistent link: https://www.econbiz.de/10009007581
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Stock selection and timing ability of the Taiwan equity funds : the application of stochastic beta, GARCH, and nonlinear GLS
Goo, Yeong-Jia; Chang, Feng-Huei; Chiu, Kuo-Liang - In: Modern economy 6 (2015) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10011286014
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Testing the skill of mutual fund managers : evidence from India
Sharma, Prateek; Paul, Samit - In: Managerial finance 41 (2015) 8, pp. 806-824
Persistent link: https://www.econbiz.de/10011336598
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Does past performance affect mutual fund tracking error in Taiwan?
Wang, Ching-Ping; Huang, Hung-Hsi; Chen, Cheng-Yu - In: Applied economics 47 (2015) 49/51, pp. 5476-5490
Persistent link: https://www.econbiz.de/10011341768