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Herding behavior in strategic asset allocations : evidence from Turkish equity mutual funds
Sarıoğlu, Serra Eren; Baş, Nazlı Kalfa - In: The empirical economics letters : a monthly … 17 (2018) 8, pp. 1027-1040
Persistent link: https://www.econbiz.de/10012006586
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Portfolio complexity and herd behavior : evidence from the German mutual fund market
Franck, Alexander; Walter, Andreas - 2012 - This draft: February 2012
We examine the herd behavior among equity funds in Germany based on a large sample of funds from 2000 to 2009. We show … that a large portion of the detected herding can be explained by identical trading among funds of the same investment … company. However, we also find statistically significant stock herding among funds belonging to different fund families. In …
Persistent link: https://www.econbiz.de/10009664998
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Portfolio complexity and herd behavior : evidence from the German mutual fund market
Franck, Alexander; Walter, Andreas - In: Kredit und Kapital 45 (2012) 3, pp. 343-371
Persistent link: https://www.econbiz.de/10009667514
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Purchase and redemption decisions of mutual fund investors and the role of fund families
Jank, Stephan; Wedow, Michael - 2010
This paper investigates the purchases and redemptions of a large cross-sectional sample of German equity funds. We find that investors punish bad performance by selling their shares, but also have a tendency to sell winners. Investors in large fund families show higher sales and redemption...
Persistent link: https://www.econbiz.de/10008666514
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Purchase and redemption decisions of mutual fund investors and the role of fund families
Jank, Stephan; Wedow, Michael - In: The European journal of finance 19 (2013) 1/2, pp. 127-144
Persistent link: https://www.econbiz.de/10009733290
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Aktienindexfonds : Produktidee und Umsetzung
Budinsky, Ralf - 2002 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001684273
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Performance, Stock Selection and Market Timing of the German Equity Mutual Fund Industry
Cuthbertson, Keith - 2010
We investigate the performance of the German equity mutual fund industry over 20 years (monthly data 1990-2009) using the false discovery rate (FDR) to examine both model selection and performance measurement. When using the Fama-French three factor (3F) model (with no market timing) we find at...
Persistent link: https://www.econbiz.de/10013138161
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Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families
Jank, Stephan - 2016
This paper investigates the purchases and redemptions of a large cross-sectional sample of German equity funds. We find that investors punish bad performance by selling their shares, but also have a tendency to sell winners. Investors in large fund families show higher sales and redemption...
Persistent link: https://www.econbiz.de/10012989248
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Purchase and redemption decisions of mutual fund investors and the role of fund families
Jank, Stephan; Wedow, Michael - 2010
This paper investigates the purchases and redemptions of a large cross-sectional sample of German equity funds. We find that investors punish bad performance by selling their shares, but also have a tendency to sell winners. Investors in large fund families show higher sales and redemption...
Persistent link: https://www.econbiz.de/10003967206
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Purchase and Redemption Decisions of Mutual Fund Investors and the Role of Fund Families
Jank, Stephan - 2010
This paper investigates the purchases and redemptions of a large cross-sectional sample of German equity funds. We find that investors punish bad performance by selling their shares, but also have a tendency to sell winners. Investors in large fund families show higher sales and redemption...
Persistent link: https://www.econbiz.de/10013141827