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Diversification opportunities through fixed-income managed funds in Eastern Europe
Grose, Chris - In: Journal of emerging market finance 12 (2013) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10010380768
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Investing bond funds in bear stock markets
Ni, Yensen; Huang, Paoyu; Shyong, Chwen-tzy - In: Investment management and financial innovations 11 (2014) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10010392576
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Can global bond fund managers generate alpha using currency volatility?
Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133
Persistent link: https://www.econbiz.de/10011312444
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Return chasing in bond funds
Fulkerson, Jon A.; Jordan, Bradford D.; Riley, Timothy B. - In: The journal of fixed income 22 (2013) 4, pp. 90-103
Persistent link: https://www.econbiz.de/10009745213
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Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2014 - June 4, 2014, First Draft: September 3, 2013
The validity of the price marks placed on bonds for valuation purposes is important for a diverse group of stakeholders, including investors, mutual fund managers, dealers, pricing services, and financial regulators. We analyze the dispersion of monthend price marks simultaneously placed on...
Persistent link: https://www.econbiz.de/10010379247
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Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - 2014
in price dispersion. TRACE-associated decreases in crossfund bond mark dispersion provide indirect support for …
Persistent link: https://www.econbiz.de/10010373710
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Measuring bond mutual fund performance with portfolio characteristics
Moneta, Fabio - In: Journal of empirical finance 33 (2015), pp. 223-242
Persistent link: https://www.econbiz.de/10011556885
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Timing ability of government bond fund managers : evidence from portfolio holdings
Huang, Jing-Zhi; Wang, Ying - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 2091-2109
Persistent link: https://www.econbiz.de/10010403571
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Return Chasing in Bond Funds
Fulkerson, Jon A. - 2013
We make use of a unique dataset of SEC Form N-SAR filings to examine the gross flows of U.S. bond funds. We find that …, we see that, like equity funds, bond fund investors chase returns. Most of the return chasing is done by inflows. Funds … nearly 0.6% in assets per month. Next, we find that positive net flows cause bond funds to diversify their holdings …
Persistent link: https://www.econbiz.de/10013090042
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Active Share and Bond Mutual Funds
Choi, Jaewon - 2020
performance, risk management, and flows of bond mutual funds. Measuring active share at both the issue and issuer level, the … average bond fund has an issue-level (issuer-level) active share of over 90% (60%). Funds with higher issuer-level active … share persistently earn higher alphas, which helps explain the relatively slow growth of passively managed bond funds …
Persistent link: https://www.econbiz.de/10012839159