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The value added by trading based on valuation criteria

Andreu, Laura; Mateos, Lydia; Sarto, José Luis - In: International review of finance 17 (2017) 3, pp. 327-352

Persistent link: https://www.econbiz.de/10011807161

Learning about individual managers' performance in UK pension funds : the importance of specialization

Alda, Mercedes; Andreu, Laura; Sarto, José Luis - In: The North American journal of economics and finance : a … 42 (2017), pp. 654-667

Persistent link: https://www.econbiz.de/10011938219

Risk shifting consequences depending on manager characteristics

Andreu, Laura; Sarto, José Luis; Serrano, Miguel - In: International review of economics & finance : IREF 62 (2019), pp. 131-152

Persistent link: https://www.econbiz.de/10012205532

Financial consequences of mutual fund mergers

Andreu, Laura; Sarto, José Luis - In: The European journal of finance 22 (2016) 7/9, pp. 529-550

Persistent link: https://www.econbiz.de/10011619071

Fund trading divergence and performance contribution

Gimeno, Ruth; Andreu, Laura; Sarto, José Luis - In: International review of financial analysis 83 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013455018

Window dressing in the Active Share scores in publicly reported portfolios

Andreu, Laura; Forner, Carlos; Sarto, José Luis - In: Business research quarterly : BRQ 27 (2024) 3, pp. 324-345

Using a unique database that includes publicly disclosed fund holdings at the end of the quarter as well as the holdings in all non-publicly disclosed months, we found that some funds could alter their portfolios in publicly disclosed months to artificially increase their Active Share scores and...

Persistent link: https://www.econbiz.de/10015051432

Persistent taxation on EU investment fund unitholders

Ferruz Agudo, Luis; Ortiz, Cristina; Vicente, Luis - In: The journal of asset management 8 (2007/08) 4, pp. 238-248

Persistent link: https://www.econbiz.de/10003579948

Money market fund investors' response to fund company mergers

Ferruz Agudo, Luis; Ortiz, Cristina; Vicente, Luis - In: Applied financial economics letters 4 (2008) 1/3, pp. 109-113

Persistent link: https://www.econbiz.de/10003725341

European mutual funds : detecting recurrent differences in the taxation of their private unitholders

Ferruz Agudo, Luis; Ortiz, Cristina; Vicente, Luis - In: Applied financial economics letters 1 (2005) 6, pp. 361-368

Persistent link: https://www.econbiz.de/10003229636

Portfolios in disguise? Window dressing in bond fund holdings

Ortiz, Cristina; Sarto, José Luis; Vicente, Luis - In: Journal of banking & finance 36 (2012) 2, pp. 418-428

Persistent link: https://www.econbiz.de/10009818208