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On the Empirical Evidence of Mutual Fund Strategic Risk Taking
Nijman, Theo; Werker, Bas J.M.; Goriaev, A.P. - Tilburg University, Center for Economic Research - 2001
fund performance in the first semester of a year influences risk-taking in the second semester.However, we show that …
Persistent link: https://www.econbiz.de/10011091074
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The Dynamics of the Impact of Past Performance on Mutual Fund Flows
Nijman, Theo; Werker, Bas J.M.; Goriaev, A.P. - Tilburg University, Center for Economic Research - 2002
impact of past performance on flows.We model the flow-performance relationship at the monthly frequency, allowing for … dependence of the sensitivity of flows to past performance on size and age of the fund.The dynamics of the impact of past … performance is modelled using polynomial lag structures.Performance from 6 to 8 months ago seems to have thestrongest impact on …
Persistent link: https://www.econbiz.de/10011092674
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Performance analysis of international mutual funds incorporating market frictions
ter Horst, Jenke; Nijman, Theo; de Roon, F.A. - Tilburg University, Center for Economic Research - 1998
Persistent link: https://www.econbiz.de/10011090489
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Estimating short-run persistence in mutual fund performance
ter Horst, Jenke; Verbeek, M.J.C.M. - Tilburg University, Center for Economic Research - 1997
Persistent link: https://www.econbiz.de/10011092210
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Impact of audit fees on earnings management and financial risk : an analysis of corporate finance practices
Daryaei, Abbas Ali; Askarany, Davood; Fattahi, Yasin - In: Risks : open access journal 12 (2024) 8, pp. 1-22
This study employs a robust quantitative ex post facto research design to investigate the complex relationship between audit fees and earnings management. The financial information of 164 firms admitted to the Tehran Stock Exchange (TSE) was used from 2010 to 2019 (pre-COVID period) to achieve...
Persistent link: https://www.econbiz.de/10015065831
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Economic performance in Africa : the role of fragile financial system
Inekwe, John Nkwoma - In: The world economy : the leading journal on … 45 (2022) 6, pp. 1910-1936
Persistent link: https://www.econbiz.de/10013347679
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Risk adjusted performance measures and capital allocation
Shaw, David - In: Balance Sheet 11 (2003) 1, pp. 46-61
Risk adjusted performance measurement can be a difficult and expensive goal to get right or improve even with everyone … supportive within the institution. If this measurement is combined with existing profitability performance measurement and … risk and profitability/performance can be achieved.  …
Persistent link: https://www.econbiz.de/10014689128
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Evaluation Periods and Asset Prices in a Market Experiment
Potters, Jan; Gneezy, U.; Kapteyn, A. - Tilburg University, Center for Economic Research - 2002
We test whether the frequency of feedback information about the performance of an investment portfolio and the …
Persistent link: https://www.econbiz.de/10011092646
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Wealth effects of mergers and acquisitions for US firms: using alternative pricing models
KYEI-MENSAH, JUSTICE - 2011
This empirical study employs a different methodology to examine the change in wealth associated with mergers and acquisitions (M&As) for US firms. Specifically, we employ the standard CAPM, the Fama-French three-factor model and the Carhart four-factor models within the OLS and GJR-GARCH...
Persistent link: https://www.econbiz.de/10009474832
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Listed property trusts and downside systematic risk sensitivity
Lee, Chyi Lin; Robinson, Jon; Reed, Richard - 2008
Purpose : This paper aims to identify and examine the determinants of downside systematic risk in Australian listed property trusts (LPTs). Design/methodology/approach : Capital asset pricing model (CAPM) and lower partial moment-CAPM (LPM-CAPM) are employed to compute both systematic risk and...
Persistent link: https://www.econbiz.de/10009484103