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A direct and full-information estimation of the distribution of skill in the mutual fund industry

Andrikogiannopoulou, Angie; Papakonstantinou, Filippos - 2014

-sectional distribution of skill in the mutual fund industry. We model this distribution as a three-component mixture of a point mass at zero … approaches and enables information-sharing across funds in a data-driven manner. We find that the skill distribution is non …

Persistent link: https://www.econbiz.de/10010412658

Realism, skill, and incentives : current and future trends in investment management and investment performance

Mason, Andrew; Agyei-Ampomah, Sam; Skinner, Frank S. - In: International review of financial analysis 43 (2016), pp. 31-40

Persistent link: https://www.econbiz.de/10011623699

The relation between accounting informantion-based firm risk proxies and cost of equity capital across countries

Kang, Tony; Kohlbeck, Mark; Yoo, Yong - In: Pacific accounting review 27 (2015) 1, pp. 69-94

Persistent link: https://www.econbiz.de/10010532565

What values more? : agency costs or accrual quality

Saini, Jagjit S.; Arugaslan, Onur; DeMello, James - In: Journal of financial reporting & accounting : JFRA 15 (2017) 1, pp. 22-38

Persistent link: https://www.econbiz.de/10011724539

ESG, accruals quality, and the cost of debt : the international evidence

Chen, Sheng-Hung; Pham, Ca-Van - In: Journal of financial studies : JFS : the official … 31 (2023) 4, pp. 101-164

Persistent link: https://www.econbiz.de/10014474471

Essays on empirical asset pricing

Nteventzis, Dimitrios - 2022

) to distinguish between "skill" and "luck". We find that long-term out-performance remains elusive, with only 1% of the …

Persistent link: https://www.econbiz.de/10013450825

Information risk, stock returns, and the cost of capital in China

Safdar, Raheel; Chen, Yan - In: China finance review international 6 (2016) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10011722598

Information risk, stock returns, and asset pricing : evidence from China

Safdar, Raheel; Chen, Yan - In: Accounting research journal 30 (2017) 4, pp. 379-394

Persistent link: https://www.econbiz.de/10011813072

Accruals quality and cost of capital : evidence from the Chinese stock market

Hong, Philip K.; Ma, Tao; Zhang, Guochang - In: Journal of international accounting research 18 (2019) 1, pp. 71-95

Persistent link: https://www.econbiz.de/10012212919

Skill acquisition and information sales

Huang, Shiyang; Xiong, Yan; Yang, Liyan - 2017

Persistent link: https://www.econbiz.de/10011721542