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Impact of COVID-19 on mutual fund performance in Saudi Arabia

Alqadhib, Haidar; Kulendran, Nada; Seelanatha, Lalith - In: Cogent economics & finance 10 (2022) 1, pp. 1-22

This study aims to measure the performance of actively-managed Saudi Arabia mutual funds during the COVID-19 outbreak and examines the potential impact of COVID-19 growth on the measured performance. The authors apply the Fama and French five-factor model to measure the risk-adjusted performance...

Persistent link: https://www.econbiz.de/10013461187

Do the managers of global real estate mutual funds have skills?

MacGregor, Bryan D.; Schulz, Rainer; Zhao, Yuan - In: Journal of real estate research : JRER ; a publication … 44 (2022) 4, pp. 491-522

Persistent link: https://www.econbiz.de/10013490725

Do big data mutual funds outperform?

Zhang, Junsheng; Peng, Zezhi; Zeng, Yamin; Yang, Haisheng - In: Journal of international financial markets, … 88 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014483184

Avoiding idiosyncratic volatility : flow sensitivity to individual stock returns

Di Maggio, Marco; Franzoni, Francesco; Kogan, Shimon; … - 2023

Persistent link: https://www.econbiz.de/10014483227

Bootstrap analysis of mutual fund performance

Huang, Haitao; Jiang, Lei; Leng, Xuan; Peng, Liang - In: Journal of econometrics 235 (2023) 1, pp. 239-255

Persistent link: https://www.econbiz.de/10014434393

Machine-learning the skill of mutual fund managers

Kaniel, Ron; Lin, Zihan; Pelger, Markus; Nieuwerburgh, … - In: Journal of financial economics 150 (2023) 1, pp. 94-138

Persistent link: https://www.econbiz.de/10014421127

Mutual fund manager turnover : an empirical investigation of performance

Ghalke, Avinash; Kulkarni, Shripad - In: International journal of managerial finance : IJMF 18 (2022) 5, pp. 869-887

Persistent link: https://www.econbiz.de/10013375488

The effect of investor service costs on mutual fund performance

Jiang, George J.; Yao, Tong; Zaynutdinova, Gulnara R. - In: The financial review : the official publication of the … 58 (2023) 1, pp. 91-115

Persistent link: https://www.econbiz.de/10014305695

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

Analyzing the ability of investment managers in equity mutual funds during the COVID-19 pandemic in Indonesia

Sri Kusyani Arimbi; Achsani, Noer Azam; Bandono, Bayu - In: International journal of finance & banking studies : JJFBS 12 (2023) 1, pp. 93-103

Persistent link: https://www.econbiz.de/10014308028