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Cross-cultural overconfidence and biased self-attribution
Acker, Daniella; Duck, Nigel W. - In: The journal of socio-economics 37 (2008) 5, pp. 1815-1824
Persistent link: https://www.econbiz.de/10003771291
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On the reliability of I/B/E/S earnings announcement dates and forecasts
Acker, Daniella; Duck, Nigel W. - 2009
Persistent link: https://www.econbiz.de/10003898735
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The effect of extreme markets on the benefits of international portfolio diversification
Acker, Daniella; Duck, Nigel W. - In: Multinational finance journal : MF ; quarterly … 13 (2009) 3/4, pp. 155-188
Persistent link: https://www.econbiz.de/10008654499
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Inflation illusion and the US dividend yield : some further evidence
Acker, Daniella; Duck, Nigel W. - In: Journal of international money and finance 33 (2013), pp. 235-254
Persistent link: https://www.econbiz.de/10009730725
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Do investors suffer from money illusion? : a direct test of the Modigliani-Cohn hypothesis
Acker, Daniella; Duck, Nigel W. - In: Review of finance : journal of the European Finance … 17 (2013) 2, pp. 565-596
Persistent link: https://www.econbiz.de/10009715195
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Political risk, investor attention and the Scottish Independence referendum
Acker, Daniella; Duck, Nigel W. - In: Finance research letters 13 (2015), pp. 163-171
Persistent link: https://www.econbiz.de/10011552473
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Inflation illusion and the dividend yield : evidence from the UK
Acker, Daniella; Duck, Nigel W. - In: The European journal of finance 20 (2014) 10/12, pp. 1230-1245
Persistent link: https://www.econbiz.de/10010465887
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Estimating betas and stock-return correlations from monthly data : a warning note
Acker, Daniella; Duck, Nigel W. - 2004
Persistent link: https://www.econbiz.de/10002038837
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A tournament model of fund management
Acker, Daniella; Duck, Nigel W. - 2001
Persistent link: https://www.econbiz.de/10001653382
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A Tournament Model of Fund Management
Acker, Daniella; Duck, Nigel W. - In: Journal of Business Finance & Accounting 33 (2006-11) 9-10, pp. 1460-1483
We develop a tournament model of portfolio management and test it on UK investment trusts. Our model extends the literature by analysing middle-ranking funds who aim to beat a benchmark; spanning two periods; focusing on 'extreme' portfolios; and using a signal-extraction framework. We predict...
Persistent link: https://www.econbiz.de/10005312577