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The performance of overconfident fund managers
Chow, Edward H.; Lin, Hsiao-Mei; Lin, Yo-Min; Weng, Yin-Che - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 21-30
Persistent link: https://www.econbiz.de/10009313088
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Measuring the mutual fund industry risk management and performance sustainability : quantile regression model
Lee, Joe-ming - 2013
We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied extreme values have been generated...
Persistent link: https://www.econbiz.de/10009776201
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Small-cap equity mutual fund managers as liquidity providers
Shawky, Hany A.; Tian, Jianbo - In: Journal of empirical finance 18 (2011) 5, pp. 802-814
Persistent link: https://www.econbiz.de/10009492066
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"Benchmarking" the benchmarks : how do risk-adjusted returns of Australian mutual funds and indexes measure up?
Costa, Bruce A.; Jakob, Keith; Niblock, Scott J.; … - In: The journal of asset management 16 (2015) 6, pp. 386-400
Persistent link: https://www.econbiz.de/10011416630
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A study on the performance of select open-ended diversified equity funds in India
Das, Samyabrata - In: Research bulletin / The Institute of Cost Accountants … 37 (2013), pp. 47-62
Persistent link: https://www.econbiz.de/10011419511
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Do mutual fund managers manipulate?
Qian, Meifen; Yu, Bin - In: Applied economics letters 22 (2015) 10/12, pp. 967-971
Persistent link: https://www.econbiz.de/10011285965
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Investing in mutual funds
Amporn Soongswang; Yosawee Sanohdontree - In: International journal of applied business and economic … 13 (2015) 2, pp. 605-618
Persistent link: https://www.econbiz.de/10011376753
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The performance of diversified emerging market equity funds
Basu, Anup K.; Huang-Jones, Jason - In: Journal of international financial markets, … 35 (2015), pp. 116-131
Persistent link: https://www.econbiz.de/10011474764
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Performance Evaluation of Chinese Actively Managed Stock Mutual Funds
Chi, Yeguang - 2013
alpha. Results from bootstrap simulations indicate that most Chinese active stock mutual fund managers have skill. A … substantial amount of their outperformance can be attributed to the fund managers' stock picking abilities. Using a Chinese … generates significant abnormal returns. Furthermore, I find evidence that stock fund managers trade in accordance with insiders …
Persistent link: https://www.econbiz.de/10013081605
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Global Equity Fund Performance : An Attribution Approach
Gallagher, David R. - 2017
We use portfolio holdings data to examine the performance of 143 global equity funds over the period 2002 to 2012. We find that the average global equity manager outperforms their benchmark by 1.2% to 1.4% per annum before fees. Attribution analysis reveals that the prime source of excess return...
Persistent link: https://www.econbiz.de/10012969806