Similar Search Results

Exploring style herding by mutual funds

Santi, Caterina; Zwinkels, Remco C. J. - In: Journal of international financial markets, … 85 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014433226

The impact of green investors on stock prices

Cheng, Gong; Jondeau, Eric; Mojon, Benoît; Vayanos, Dimitri - 2023

Persistent link: https://www.econbiz.de/10014414328

Effect of high-frequency trading on mutual fund performance

Qin, Nan; Singal, Vijay - In: The financial review : the official publication of the … 58 (2023) 2, pp. 369-394

Persistent link: https://www.econbiz.de/10014305803

The impact of green investors on stock prices

Cheng, Gong; Jondeau, Eric; Mojon, Benoît; Vayanos, Dimitri - 2024

We study the impact of green investors on stock prices in a dynamic equilibrium model where investors are green, passive or active. Green investors track an index that progressively excludes the stocks of the brownest firms; passive investors hold a value-weighted index of all stocks; and active...

Persistent link: https://www.econbiz.de/10014486513

Managing ownership by management

Franks, Julian R.; Mayer, Colin P.; Miyajima, Hideaki; … - 2024

Persistent link: https://www.econbiz.de/10014529545

Fund flows and underlying returns : the case of ETFs

Staer, Arsenio - In: International journal of business 22 (2017) 4, pp. 275-304

Persistent link: https://www.econbiz.de/10011760203

On the informational efficiency of Saudi exchange-traded funds listed at home and away from home

Al-Nassar, Nassar S. - In: Cogent economics & finance 9 (2021) 1, pp. 1-23

limits to arbitrage, thereby impeding efficiency in the market. …

Persistent link: https://www.econbiz.de/10013183860

Hedge fund's performance black box : an exposé on fixed income arbitrage returns

Baeuml, Matthias - 2009

Persistent link: https://www.econbiz.de/10003893111

Premiums and discounts in ETFs : an analysis of the arbitrage mechanism in domestic and international funds

Hilliard, Jitka - In: Global finance journal 25 (2014) 2, pp. 91-107

Persistent link: https://www.econbiz.de/10010400984

Derivative Segment Exposure of Arbitrage Mutual Funds

Manda, Vijaya Kittu - 2020

– the Securities and Exchange Board of India (SEBI) are making Arbitrage funds get attention. Low risk, attractive tax … their arbitrage schemes with a minimum of 65 percent exposure to equity and equity-equivalent exposure to explore arbitrage … opportunities in the stock market for hedging or portfolio balancing. This paper examines if the fund managers of Indian arbitrage …

Persistent link: https://www.econbiz.de/10012825502