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Regime-switching determinants of mutual fund performance in South Africa
Apau, Richard; Moores-Pitt, Peter; Muzindutsi, Paul-Francois - In: Economies : open access journal 9 (2021) 4, pp. 1-20
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds from 2006 to 2019. From the results, fund...
Persistent link: https://www.econbiz.de/10012799837
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Nonlinear dynamic relations between equity return and equity fund flow : Korean market empirical evidence
Kim, Sei-Wan; Kim, Youngmin - In: Asia-Pacific journal of financial studies 39 (2010) 2, pp. 139-170
Persistent link: https://www.econbiz.de/10009315273
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The short-run pricing behavior of closed-end funds : bond vs. equity funds
Anderson, Seth; Beard, T. Randolph; Kim, Hyeongwoo; … - 2014
Persistent link: https://www.econbiz.de/10010512601
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Mutual fund performance in Tunisia : a multivariate GARCH approach
Hammami, Yacine; Jilani, Faouzi; Oueslati, Abdelmonem - In: Research in international business and finance 29 (2013), pp. 35-51
Persistent link: https://www.econbiz.de/10009759915
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Do noisy stock prices impede real efficiency?
Xiao, Steven Chong - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
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The short-run pricing behavior of closed-end funds : bond vs. equity funds
Anderson, Seth C.; Beard, Thomas Randolph; Kim, Hyeongwoo; … - In: Journal of financial services research : JFSR 50 (2016) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10011667896
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Essays on factor investing
Kyosev, Georgi Stefanov - 2019
Persistent link: https://www.econbiz.de/10012149628
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The trend is your friend : time-series momentum strategies across equity and commodity markets
Georgopoulou, Athina; Wang, Jiaguo - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1557-1592
Persistent link: https://www.econbiz.de/10011804328
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Who trades against mispricingy
Giannetti, Mariassunta; Kahraman, Bige - 2016
Persistent link: https://www.econbiz.de/10011482211
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461