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Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach

Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285

Persistent link: https://www.econbiz.de/10010512069

Are there long-run diversification gains from the Dow Jones Islamic finance index?

Balcilar, Mehmet; Jooste, Charl; Hammoudeh, Shawkat; … - In: Applied economics letters 22 (2015) 10/12, pp. 945-950

Persistent link: https://www.econbiz.de/10011285996

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

Herding, anti-herding behaviour in metal commodities futures : a novel portfolio-based approach

Babalos, Vassilios (contributor); … - In: Applied economics 47 (2015) 46/48, pp. 4952-4966

Persistent link: https://www.econbiz.de/10011318425

Measuring alpha in the fund management industry : do female managers perform better?

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013

Persistent link: https://www.econbiz.de/10009767842

Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model

Babalos, Vassilios; Mamatzakis, Emmanuel C.; Philippas, … - In: Applied financial economics 23 (2013) 7/9, pp. 629-647

Persistent link: https://www.econbiz.de/10009750643

Measuring alpha in the fund management industry : do female managers perform better?

Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2013

This paper examines the performance of 358 European diversified equity mutual funds controlling for gender differences. Fund performance is evaluated against funds' designated market indices and representative style portfolios. Consistently with previous studies, no significant differences in...

Persistent link: https://www.econbiz.de/10009752997

Efficiency evaluation of Greek equity funds

Babalos, Vassilios; Caporale, Guglielmo Maria; … - In: Research in international business and finance 26 (2012) 2, pp. 317-333

Persistent link: https://www.econbiz.de/10009618257

Herding behavior in REITs : novel tests and the role of financial crisis

Philippas, Nikolaos; Economou, Fotini; Babalos, Vassilios; … - In: International review of financial analysis 29 (2013), pp. 166-174

Persistent link: https://www.econbiz.de/10010244107

Towards a holistic approach for mutual fund performance appraisal

Babalos, Vassilios; Doumpos, Michael; Philippas, Nikolaos; … - In: Computational economics 46 (2015) 1, pp. 35-53

Persistent link: https://www.econbiz.de/10011441006