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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Partnership allocations and their effects on tax-aware fund investors
Sosner, Nathan; Balzafiore, Philip; Du, Zhenduo - In: The journal of wealth management 21 (2018) 1, pp. 8-17
Persistent link: https://www.econbiz.de/10011873200
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The disposition effect, momentum and stock price under-reaction to corporate news
Frazzini, Andrea - 2005
Persistent link: https://www.econbiz.de/10003553334
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Style factor timing : an application to the portfolio holdings of US fund managers
Gallagher, David R.; Gardner, Peter; Schmidt, Camille H. - In: Australian journal of management 40 (2015) 2, pp. 318-350
Persistent link: https://www.econbiz.de/10011342800
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The conditional performance of US mutual funds over different market regimes : do different types of ethical screens matter?
Areal, Nelson; Cortez, Maria Céu; Silva, Florinda - In: Financial markets and portfolio management 27 (2013) 4, pp. 397-429
Persistent link: https://www.econbiz.de/10010203008
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The Attributes, Behavior, and Performance of U.S. Mutual Funds
Connor, Gregory - 2011
Arbitrage Pricing Theory (APT) and a principal-components-based statistical technique to identify performance benchmarks. We …
Persistent link: https://www.econbiz.de/10013119222
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A horizon-based decomposition of mutual fund value added using transactions
Binsbergen, Jules H. van; Han, Jungsuk; Ruan, Hongxun; … - 2021
Persistent link: https://www.econbiz.de/10012581767
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The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US : an empirical investigation
Rahman, Shafiqur; Lee, Cheng F.; Xiao, Yaqing - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 91-116
Persistent link: https://www.econbiz.de/10011797024
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Are Style Rotating Funds Successful at Style Timing? Evidence from the US Equity Mutual Fund Market
Corbett, Adam James - 2016
Are managers who style-rotate successful at timing style shifts? Or, does this type of activity erode fund value? It is well documented that fund styles exposures vary over time, whether it be a result of passive style drift or strategic changes by managers to capitalise on broad style...
Persistent link: https://www.econbiz.de/10012998300
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Can active investment managers beat the market? : a study from the U.S. large cap equity segment
Šindelář, Jiří - In: Finance research letters 50 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014234108