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Incomplete continuous-time securities markets with stochastic income volatility

Christensen, Peter Ove; Larsen, Kasper - In: Review of asset pricing studies 4 (2014) 2, pp. 247-285

Persistent link: https://www.econbiz.de/10010476898

Investor attention, index performance, and return predictability

Vozlyublennaia, Nadia - In: Journal of banking & finance 41 (2014), pp. 17-35

Persistent link: https://www.econbiz.de/10010407999

Stock returns, mutual fund flows and spillover shocks

Narayan, Paresh Kumar; Narayan, Seema; Prabheesh, K. P. - In: Pacific-Basin finance journal 29 (2014), pp. 146-162

Persistent link: https://www.econbiz.de/10010493980

Asset return predictability in a heterogeneous agent equilibrium model

Carlson, Murray; Chapman, David A.; Kaniel, Ron; Yan, Hong - 2015

Persistent link: https://www.econbiz.de/10010482998

Characteristic-based mean-variance portfolio choice

Hjalmarsson, Erik; Manchev, Petar - In: Journal of banking & finance 36 (2012) 5, pp. 1392-1402

Persistent link: https://www.econbiz.de/10009615809

Price and earnings momentum, transaction costs, and an innovative practitioner technique

Tajaddini, Reza; Crack, Timothy Falcon; Roberts, Helen - In: International review of finance 15 (2015) 4, pp. 555-597

Persistent link: https://www.econbiz.de/10011498803

Essays on the interaction of investor clienteles and mutual fund behavior

Sorhage, Christoph - 2016

This thesis consists of three essays on the interaction of investor clienteles and mutual fund behavior. The first essay (Cici, Kempf, and Sorhage 2015, Do Financial Advisors Provide Tangible Benefits for Investors? Evidence from Tax-Motivated Mutual Fund Flowsʺ) adds to the literature on fund...

Persistent link: https://www.econbiz.de/10011475213