The Short and Long Term Performance Persistence in the Central European Banking Industry
Download full text from publisher
References listed on IDEAS
- Huij, Joop & Verbeek, Marno, 2007. "Cross-sectional learning and short-run persistence in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 973-997, March.
- Daniel Capocci, 2002. "An Analysis of Hedge Fund Performance," Finance 0210001, EconWPA.
- Brown, Stephen J & Goetzmann, William N, 1995. " Performance Persistence," Journal of Finance, American Finance Association, vol. 50(2), pages 679-698, June.
- Polwitoon, Sirapat & Tawatnuntachai, Oranee, 2006. "Diversification benefits and persistence of US-based global bond funds," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2767-2786, October.
- Carhart, Mark M, 1997. " On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- Carpenter, Jennifer N. & Lynch, Anthony W., 1999.
"Survivorship bias and attrition effects in measures of performance persistence,"
Journal of Financial Economics,
Elsevier, vol. 54(3), pages 337-374, December.
- Jennifer Carpenter & Anthony Lynch, 1998. "Survivorship Bias and Attrition Effects in Measures of Performance Persistence," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-077, New York University, Leonard N. Stern School of Business-.
- Agarwal, Vikas & Naik, Narayan Y., 2000. "Multi-Period Performance Persistence Analysis of Hedge Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(03), pages 327-342, September.
- Michelle Clark Neely & David C. Wheelock, 1997. "Why does bank performance vary across states?," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 27-40.
- Ian Tonks, 2005.
"Performance Persistence of Pension-Fund Managers,"
The Journal of Business,
University of Chicago Press, vol. 78(5), pages 1917-1942, September.
- Tonks, Ian, 2002. "Performance Persistence of Pension Fund Managers," Royal Economic Society Annual Conference 2002 175, Royal Economic Society.
- Tonks, Ian, 2002. "Performance persistence of pension fund managers," LSE Research Online Documents on Economics 24942, London School of Economics and Political Science, LSE Library.
- Berger, Allen N. & Bonime, Seth D. & Covitz, Daniel M. & Hancock, Diana, 2000.
"Why are bank profits so persistent? The roles of product market competition, informational opacity, and regional/macroeconomic shocks,"
Journal of Banking & Finance,
Elsevier, vol. 24(7), pages 1203-1235, July.
- Allen N. Berger & Seth D. Bonime & Daniel M. Covitz & Diana Hancock, 1999. "Why are bank profits so persistent: the roles of product market competition, informational opacity, and regional/macroeconomic shocks," Finance and Economics Discussion Series 1999-28, Board of Governors of the Federal Reserve System (U.S.).
- Goddard, John & Liu, Hong & Molyneux, Philip & Wilson, John O.S., 2011. "The persistence of bank profit," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2881-2890, November.
- William Droms & David Walker, 2006. "Performance persistence of fixed income mutual funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(3), pages 347-355, September.
- Prather, Laurie & Bertin, William J. & Henker, Thomas, 2004. "Mutual fund characteristics, managerial attributes, and fund performance," Review of Financial Economics, Elsevier, vol. 13(4), pages 305-326.
- Dariusz Filip, 2011. "Performance Persistence of Equity Funds in Hungary," Contemporary Economics, University of Finance and Management in Warsaw, vol. 5(1), March.
- Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2008. "UK mutual fund performance: Skill or luck?," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 613-634, September.
- Deaves, Richard, 2004. "Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 673-694, March.
- Philpot, James & Hearth, Douglas & Rimbey, James, 2000. "Performance persistence and management skill in nonconventional bond mutual funds," Financial Services Review, Elsevier, vol. 9(3), pages 247-258, 00.
- Mariarosaria Agostino & Leone Leonida & Francesco Trivieri, 2005. "Profits persistence and ownership: evidence from the Italian banking sector," Applied Economics, Taylor & Francis Journals, vol. 37(14), pages 1615-1621.
- Steri, Roberto & Giorgino, Marco & Viviani, Diego, 2009. "The Italian hedge funds industry: An empirical analysis of performance and persistence," Journal of Multinational Financial Management, Elsevier, vol. 19(1), pages 75-91, February.
- Collinet, Lance & Firer, Colin, 2003. "Characterising persistence of performance amongst South African general equity unit trusts," Omega, Elsevier, vol. 31(6), pages 523-538, December.
- Bao, Jack & Edmans, Alex, 2009. "Do Investment Banks Have Skill? Performance Persistence of M&A Advisors," Working Paper Series 2009-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Capocci, Daniel & Hubner, Georges, 2004. "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 55-89, January.
- Martina Bers & Jeff Madura, 2000. "Why Does Performance Persistence Vary Among Closed-End Funds?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 17(2), pages 127-147, August.
- Fletcher, Jonathan & Forbes, David, 2002. "An exploration of the persistence of UK unit trust performance," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 475-493, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Juan Antonio Azkunaga & Leire San-Jose & Sara Urionabarrenetxea, 2013. "The impact of financial globalization and financialization on the economy in the current crisis through banking corporate governance," Contemporary Economics, University of Finance and Management in Warsaw, vol. 7(3), September.
- Dariusz Filip, 2013. "Returns and Persistence of Investment Fund Performance in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 2013(3), pages 324-342.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wyz:journl:id:224. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Marcin Staniewski). General contact details of provider: http://edirc.repec.org/data/vizjapl.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.