Narrow search
Showing 1 - 10 of 7,548
Cover Image
"Buy the rumor, sell the news" : liquidity provision by bond funds following corporate news events
Huang, Alan Guoming; Wermers, Russ; Xue, Jinming - 2023
Using a comprehensive database of corporate news, we find that bond funds trade against the direction of news sentiment … such alphas is bond price reversals post news events. Our findings highlight that bond mutual funds represent a significant … liquidity provider in the corporate bond market and play a complementary role to dealers in corporate news events. …
Persistent link: https://www.econbiz.de/10014456062
Cover Image
Procyclical asset management and bond risk premia
Barbu, Alexandru; Fricke, Christoph; Mönch, Emanuel - 2020
Persistent link: https://www.econbiz.de/10012254016
Cover Image
Asset management and financial conglomerates : attention through stellar funds
Zambrana, Rafael - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2500-2518
Persistent link: https://www.econbiz.de/10012522808
Cover Image
Investing bond funds in bear stock markets
Ni, Yensen; Huang, Paoyu; Shyong, Chwen-tzy - In: Investment management and financial innovations 11 (2014) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10010392576
Cover Image
Are analyst trade ideas valuable?
Birru, Justin; Gokkaya, Sinan; Liu, Xi; Stulz, René M. - 2019
Using a novel database, we show that the stock-price impact of analyst trade ideas is at least as large as the impact of stock recommendation, target price, and earnings forecast changes, and that investors following trade ideas can earn significant abnormal returns. Trade ideas triggered by...
Persistent link: https://www.econbiz.de/10012120228
Cover Image
Phasenmodelle und Investmentstilanalyse von Hedge- und Investmentfonds
Seiler, Katharina - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003772577
Cover Image
What they did in their previous life : the investment value of mutual fund managers' experience outside the financial sector
Cici, Gjergji; Gehde-Trapp, Monika; Göricke, Marc-André; … - 2014 - This Draft: October 2014
We document that prior work experience of mutual fund managers outside of the asset management industry is valuable from an investment perspective in that it provides managers with a stock picking and industry timing advantage. Fund managers' stock picks from industries where they previously...
Persistent link: https://www.econbiz.de/10010410563
Cover Image
The impact of green investors on stock prices
Cheng, Gong; Jondeau, Eric; Mojon, Benoît; Vayanos, Dimitri - 2023
Persistent link: https://www.econbiz.de/10014414328
Cover Image
Investor Clientele and Style Changing Behavior in Mutual Funds
Bams, Dennis - 2018
This paper examines different clienteles' reactions to style changing behavior of mutual funds. Using the granularity of daily mutual fund data, we show that heterogeneity in investors' sophistication levels strongly relates to heterogeneity in responses to style changing behavior. The empirical...
Persistent link: https://www.econbiz.de/10012929665
Cover Image
Comparative study of momentum and contrarian behavior of different investors : evidence from the Indian market
Chhimwal, Bhaskar; Bapat, Varadraj - In: Asia Pacific financial markets 28 (2021) 1, pp. 19-53
Persistent link: https://www.econbiz.de/10012486273