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¿Utilizan los gestores españoles de fondos de inversión información privada en sus labores de gestión?

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Author Info
FERRUZ AGUDO, LUIS () (Facultad de Ciencias Económicas y Empresariales, Departamento de Contabilidad y Finanzas. Universidad de Zaragoza. Telf.: 976 76 10 00, Fax: 976 76 17 91)
VARGAS MAGALLÓN, MARÍA () (Departamento de Contabilidad y Finanzas. Facultad de Ciencias Económicas. Universidad de Zaragoza.)
NIEVAS LÓPEZ, J.
Abstract

With this work we analyse the performance of a group of Spanish investment funds based on the CAPM and on the conditional model proposed by Ferson and Schadt. Prior to the empirical application of this second model, rigorous econometric multicollinearity analyses of the model variables are performed as well as analyses of their order of integration in order to implement non-spurious and adequate regressions. We obtain a higher performance based on the conditional model, which is also better specified, enabling us to confirm, therefore, the use of private information by Spanish funds managers. Mediante este trabajo analizamos la performance de un grupo de fondos de inversión españoles basándonos en el modelo CAPM y en el modelo condicional propuesto por Ferson y Schadt. Antes de la aplicación empírica de este segundo modelo, se han realizado rigurosos análisis econométricos de multicolinealidad de las variables del modelo así como análisis de su orden de integración para llevar a cabo regresiones no espurias y adecuadas. Obtenemos una mejor performance basándonos en el modelo condicional, el cual está además mejor especificado, permitiéndonos confirmar, por consiguiente, el uso de información privada por los gestores de fondos españoles.

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Article provided by Estudios de Economía Aplicada in its journal Estudios de Economía Aplicada.

Volume (Year): 26 (2008)
Issue (Month): (Septiembre)
Pages: 257-278
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Handle: RePEc:lrk:eeaart:26_3_5

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Find related papers by JEL classification:
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions

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  1. Ferson, Wayne & Siegel, Andrew F. & Xu, Pisun (Tracy), 2006. "Mimicking Portfolios with Conditioning Information," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 41(03), pages 607-635, September. [Downloadable!]
  2. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February. [Downloadable!] (restricted)
  3. Wayne E. Ferson & Campbell R. Harvey, 1999. "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers 7009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Ferson, Wayne E & Korajczyk, Robert A, 1995. "Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?," Journal of Business, University of Chicago Press, vol. 68(3), pages 309-49, July. [Downloadable!] (restricted)
  5. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May. [Downloadable!] (restricted)
  6. Bauer, Rob & Koedijk, Kees & Otten, Roger, 2005. "International evidence on ethical mutual fund performance and investment style," Journal of Banking & Finance, Elsevier, vol. 29(7), pages 1751-1767, July. [Downloadable!] (restricted)
  7. Luis Ferruz Agudo & María Vargas Magallón & José L. Sarto, 2006. "Evaluation of performance and conditional information: the case of Spanish mutual funds," Applied Financial Economics, Taylor and Francis Journals, vol. 16(11), pages 803-817, July. [Downloadable!] (restricted)
  8. Matthew I. Spiegel & Harry Mamaysky & Hong Zhang, 2003. "Estimating the Dynamics of Mutual Fund Alphas and Betas," Yale School of Management Working Papers ysm353, Yale School of Management. [Downloadable!]
  9. Grauer, Robert R & Hakansson, Nils H, 2001. " Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model," Review of Quantitative Finance and Accounting, Springer, vol. 17(3), pages 237-65, November. [Downloadable!] (restricted)
  10. Harvey, Campbell R., 2001. "The specification of conditional expectations," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 573-637, December. [Downloadable!] (restricted)
  11. Ferson, Wayne & Khang, Kenneth, 2002. "Conditional performance measurement using portfolio weights: evidence for pension funds," Journal of Financial Economics, Elsevier, vol. 65(2), pages 249-282, August. [Downloadable!] (restricted)
  12. Kevin Q. Wang, 2003. "Asset Pricing with Conditioning Information: A New Test," Journal of Finance, American Finance Association, vol. 58(1), pages 161-196, 02. [Downloadable!] (restricted)
  13. Jonathan Fletcher, 2002. "Examination of Conditional Asset Pricing in UK Stock Returns," The Financial Review, Eastern Finance Association, vol. 37(3), pages 447-468, 08. [Downloadable!] (restricted)
  14. Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A, 1998. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 11(1), pages 111-42.
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  15. Kenbata Bangassa, 2000. "Conditional Performance Evaluation: Empirical Evidence From UK Investment Trusts," Research Papers 2000_21, University of Liverpool Management School. [Downloadable!]
  16. Wayne E. Ferson, 2001. "The Efficient Use of Conditioning Information in Portfolios," Journal of Finance, American Finance Association, vol. 56(3), pages 967-982, 06. [Downloadable!] (restricted)
  17. Wayne Ferson & Kenneth Khang, 2002. "Conditional Performance Measurement Using Portfolio Weights: Evidence for Pension Funds," NBER Working Papers 8790, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  18. Lewellen, Jonathan & Nagel, Stefan, 2003. "The Conditional CAPM Does Not Explain Asset-pricing Anomalies," Working papers 4427-03, Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  19. Florinda Silva & Maria do Céu Cortez & Manuel Rocha Armada, 2003. "Conditioning Information and European Bond Fund Performance," European Financial Management, Blackwell Publishing Ltd, vol. 9(2), pages 201-230. [Downloadable!] (restricted)
  20. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July. [Downloadable!] (restricted)
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  21. Ferson, Wayne E & Schadt, Rudi W, 1996. " Measuring Fund Strategy and Performance in Changing Economic Conditions," Journal of Finance, American Finance Association, vol. 51(2), pages 425-61, June. [Downloadable!] (restricted)
  22. Rogér Otten & Dennis Bams, 2004. "How to measure mutual fund performance: economic versus statistical relevance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 44(2), pages 203-222. [Downloadable!] (restricted)
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