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Investing in mutual funds : are you paying for performance or for the ties of the manager?
Siriopoulos, Costas; Skaperda, Maria - In: Bulletin of applied economics 7 (2020) 2, pp. 153-164
Persistent link: https://www.econbiz.de/10012813848
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Managerial performance and closed-end country fund premiums : a lead or lag relationship?
Ismailescu, Iuliana; Branch, Ben Shirley - In: International review of finance 10 (2010) 4, pp. 433-453
Persistent link: https://www.econbiz.de/10008809448
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Is international trust performance predictable over time? : a note
Fletcher, Jonathan; Marshall, Andrew P. - In: Accounting and finance : journal of the Accounting … 48 (2008) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10003682643
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Intraday time-series momentum and investor trading behavior
Onishchenko, Olena; Zhao, Jing; Kuruppuarachchi, Duminda; … - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012815827
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Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets
Fong, Tom; Sze, Kin Wan; Ho, Ho Cheung - In: Journal of international financial markets, … 57 (2018), pp. 231-247
Persistent link: https://www.econbiz.de/10012127630
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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
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Risk factor exposure variation and mutual fund performance
Ammann, Manuel; Fischer, Sebastian; Weigert, Florian - 2018
We investigate the relationship between a mutual fund’s variation in systematic risk factor exposures and its future performance. Using a dynamic state space version of Carhart (1997)’s four factor model to capture risk factor variation, we find that funds with volatile risk factor exposures...
Persistent link: https://www.econbiz.de/10011906504
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Determinants of mutual fund flows to Hong Kong equities
Fong, Tom; Sze, Kin Wan; Ho, Ho Cheung - 2017
Persistent link: https://www.econbiz.de/10012201585
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Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.; Lo, Andrew W. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
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Trends everywhere? : the case of hedge fund styles
Chevalier, Charles; Darolles, Serge - In: The journal of asset management 20 (2019) 6, pp. 442-468
Persistent link: https://www.econbiz.de/10012125380