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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

Criterios de decisión de inversión en fondos monetarios

Andreu, Laura; Ortiz, Cristina; Luis Sarto, José - In: El trimestre económico 77 (2010) 308, pp. 873-899

Persistent link: https://www.econbiz.de/10008734048

Criterios de decisión de inversión en fondos monetarios

Andreu, Laura; Ortiz, Cristina; Luis Sarto, José - In: El trimestre económico 77 (2010), pp. 873-899

Persistent link: https://www.econbiz.de/10008745734

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

New evidence of quarterly return patterns in the Spanish stock market

Ortiz, Cristina; Ortiz de Zárate, José María; … - In: Applied economics letters 22 (2015) 13/15, pp. 1025-1029

Persistent link: https://www.econbiz.de/10011312221

Mutual fund trading and portfolio disclosures

Ortiz, Cristina; Ramírez, Gloria; Vicente, Luis - In: Journal of financial services research : JFSR 48 (2015) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10011414096

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

Performance persistence in Spanish funds

Vicente, Luis; Ferruz Agudo, Luis - In: Applied financial economics 15 (2005) 18, pp. 1305-1313

Persistent link: https://www.econbiz.de/10003229124

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

Sharpe's style analysis applied to Spanish domestic equity funds (1996 - 2002)

Ferruz Agudo, Luis; Vicente, Luis - In: European review of economics and finance 4 (2005) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10002984108