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Pricing of mutual fund services in retirement plans : evidence from open-end equity funds ; performance counts, but so does market power
DeRooy, Jacob - In: Business economics : the journal of the National … 41 (2006) 4, pp. 29-38
Persistent link: https://www.econbiz.de/10003411346
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Noise-trading, costly arbitrage, and asset prices : evidence from US closed-end funds
Flynn, Sean Masaki - In: Journal of financial markets 15 (2012) 1, pp. 108-125
Persistent link: https://www.econbiz.de/10009356611
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Aggregate net flows, inflows, and outflows of equity funds : the U.S. versus Japan
Peak, Miyoun; Ko, Kwangsoo - In: Japan and the world economy : international journal of … 32 (2014), pp. 85-95
Persistent link: https://www.econbiz.de/10011286649
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The performance of US equity mutual funds
Babalos, Vassilios; Mamatzakis, Emmanuel C.; Matousek, Roman - In: Journal of banking & finance 52 (2015), pp. 217-229
Persistent link: https://www.econbiz.de/10011377662
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Essays on the performance evaluation of equity mutual funds : the choice of benchmark models
Breloer, Bernhard - 2014
Persistent link: https://www.econbiz.de/10010382671
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The effects of fund commonality in mutual fund families on fund operating expenses and return correlations : evidence from U.S. equity mutual funds
Park, Youngkyun - In: Financial services review : the journal of individual … 25 (2016) 1, pp. 29-49
Persistent link: https://www.econbiz.de/10011533446
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011482859
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Jensen alpha and market climate
Breloer, Bernhard; Hühn, Hannah Lea; Scholz, Hendrik - In: The journal of asset management 17 (2016) 3, pp. 195-214
Persistent link: https://www.econbiz.de/10011485148
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
Persistent link: https://www.econbiz.de/10011536693
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Selektionskriterien beim Investment in aktive US-Aktienfonds
Weber, Sebastian - 2008 - 1. Aufl.
um die Persistenz von Fondsrenditen. Zur Analyse wird ein Sample bestehend aus aktiven US-Aktienfonds von Morningstar … US-Aktienfonds entwickelt, die als style-resistent angesehen werden können. Zwei Effekte können isoliert betrachtet … Rendite-Risiko-Verhältnisse für ein Portfolio bestehend aus Aktienfonds. Anderseits zeigt sich die unterschiedliche …
Persistent link: https://www.econbiz.de/10003722764