In their seminal paper on bond fund performance, Blake, Elton and Gruber (1993) state that survivorship bias is … unimportant for this market segment. Many bond fund studies have since been published without treating survivorship bias despite … disappearance of bond funds comprehensively. As key determinants we identify fund size and flows. Compared to equity funds, returns …

Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as … the exchange rate, the 10-year bond yield and stock market, for the COVID-19 period, evidence of cointegration is present …/value - To the best of the authors' knowledge, this is the first time that the relationship between the exchange rate, bond yield …

system method which utilizes information from the stock, bond, and money markets. For this purpose, we employ DSUR proposed …

This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …

market, whereas traditional A-REITs are integrated with the bond market. When examined on a quarterly basis, changes to …

-related initiatives. We explore equity market reactions to green bond announcements and the potential for ‘green’ investing behaviours to … be anticipated. We advance investment analysis literature in two ways. First, we incorporate all 1,760 green bond … investors. We find evidence of market inefficiencies preceding green bond announcements and, using neural networks, we find that …