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Procyclical asset management and bond risk premia
Barbu, Alexandru; Fricke, Christoph; Mönch, Emanuel - 2020
Persistent link: https://www.econbiz.de/10012254016
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Phasenmodelle und Investmentstilanalyse von Hedge- und Investmentfonds
Seiler, Katharina - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003772577
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Phasenmodelle und Investmentstilanalyse von Hedge- und Investmentfonds
Seiler, Katharina - 2009
Persistent link: https://www.econbiz.de/10012699207
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Institutional presence in secondary bank bond markets : how does it affect liquidity and volatility?
Oprică, Silviu; Weistroffer, Christian P. - 2019
the presence of institutional investors affects volatility and liquidity in secondary bank bond markets. We find that non …-bank financial intermediaries, in particular money market funds (MMFs), have a positive impact on secondary bank bond markets …% of the notional amount in the secondary market of a representative euro area bank bond. The effect is relative to the …
Persistent link: https://www.econbiz.de/10012009073
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Mutual fund volatility timing and management fees
Giambona, Erasmo; Golec, Joseph - In: Journal of banking & finance 33 (2009) 4, pp. 589-599
Persistent link: https://www.econbiz.de/10003820495
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What drives the stock market return in India? : an exploration with dynamic factor model
Mukherjee, Paramita; Roy, Malabika - In: Journal of emerging market finance 15 (2016) 1, pp. 119-145
Persistent link: https://www.econbiz.de/10011489360
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Mutual Fund Flow-Performance Relationship Under Volatile Market Condition
Li, Mingsheng - 2013
We analyze the relationship between flows and performance of Chinese mutual funds that trade in a volatile market environment. Consistent with existing literature, we find that the net flow to a fund is positively related to past fund performance. Contrary to previous studies using samples in...
Persistent link: https://www.econbiz.de/10013087914
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Volatile Market Condition and Investor Clientele Effects on Mutual Fund Flow Performance Relationship
Xiao, Jun - 2016
We analyze mutual fund flow-performance relationship using a novel sample of Chinese mutual funds that trade in a volatile market environment. Consistent with existing literature, we find that the net flow to a fund is positively related to past fund performance. However, the positive...
Persistent link: https://www.econbiz.de/10012987023
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Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili; Zheng, Yiran; Lien, Da-hsiang Donald; Yu, … - In: Pacific-Basin finance journal 83 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
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The destabilizing effect of mutual fund herding : evidence from China
Xue, Wenjun; He, Zhongzhi; Hu, Yu - In: International review of financial analysis 88 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014460648