IDEAS home Printed from https://ideas.repec.org/r/bla/jfinan/v23y1968i2p389-416.html
   My bibliography  Save this item

The Performance Of Mutual Funds In The Period 1945–1964

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. David M. Ritzwoller & Joseph P. Romano, 2019. "Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences," Papers 1908.01406, arXiv.org, revised Apr 2021.
  2. Abdelbari El Khamlichi & Kamel Laaradh & Mohamed Arouri & Frédéric Teulon, 2014. "Performance Persistence of Islamic Equity Mutual Funds," Working Papers 2014-115, Department of Research, Ipag Business School.
  3. Walter Briec & Kristiaan Kerstens & Octave Jokung, 2007. "Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach," Management Science, INFORMS, vol. 53(1), pages 135-149, January.
  4. William L. Beedles, 1991. "Size, Liquidity, and the Cost of Equity," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 1(1), pages 29-44, Spring.
  5. Christiane Goodfellow & Dirk Schiereck & Steffen Wippler, 2013. "Are behavioural finance equity funds a superior investment? A note on fund performance and market efficiency," Journal of Asset Management, Palgrave Macmillan, vol. 14(2), pages 111-119, April.
  6. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2015. "Gender, style diversity, and their effect on fund performance," Research in International Business and Finance, Elsevier, vol. 35(C), pages 57-74.
  7. Mohammad Reza TAVAKOLI BAGHDADABAD & Afsaneh NOORI HOUSHYAR, 2014. "Productivity and Efficiency Evaluation of US Mutual Funds," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 64(2), pages 120-143, March.
  8. Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Oxford University Press, vol. 10(4), pages 791-833.
  9. Shaikh, Slam Ahmed, 2016. "Analysis & Test of Market Efficiency: A Case Study of KSE," MPRA Paper 68743, University Library of Munich, Germany.
  10. Doan, Bao & Papageorgiou, Nicolas & Reeves, Jonathan J. & Sherris, Michael, 2018. "Portfolio management with targeted constant market volatility," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 134-147.
  11. Puneet Handa, 2006. "Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954–2002)," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2423-2468, September.
  12. Amporn SOONGSWANG & Yosawee SANOHDONTREE, 2011. "Equity Mutual Fund: Performances, Persistence and Fund Rankings," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(6), pages 1-27, October.
  13. Mahfooz Alam & Valeed Ahmad Ansari, 0. "Mutual fund managers’ market timing abilities: Indian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 0, pages 1-13.
  14. Fredj Jawadi & Nabila Jawadi & Waël Louhichi, 2014. "Does Islamic Finance Outperform Conventional Finance ? Further Evidence from the recent financial crisis," Working Papers 2014-279, Department of Research, Ipag Business School.
  15. Thierry Post & Yi Fang & Miloš Kopa, 2015. "Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance," Management Science, INFORMS, vol. 61(7), pages 1615-1629, July.
  16. Ignashkina, Anna & Rinne, Kalle & Suominen, Matti, 2022. "Short-term reversals, returns to liquidity provision and the costs of immediacy," Journal of Banking & Finance, Elsevier, vol. 138(C).
  17. Barth, Daniel, 2014. "The costs and beliefs impliedby direct stock ownership," Working Paper Series 1657, European Central Bank.
  18. Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
  19. Christine Moorman & Simone Wies & Natalie Mizik & Fredrika J. Spencer, 2012. "Firm Innovation and the Ratchet Effect Among Consumer Packaged Goods Firms," Marketing Science, INFORMS, vol. 31(6), pages 934-951, November.
  20. Chay, J. B. & Trzcinka, Charles A., 1999. "Managerial performance and the cross-sectional pricing of closed-end funds," Journal of Financial Economics, Elsevier, vol. 52(3), pages 379-408, June.
  21. Christian Walkshäusl & Sebastian Lobe, 2010. "Fundamental indexing around the world," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 117-127, August.
  22. J. Austin Murphy, 1990. "Using The Capm As A General Framework For Asset Pricing Analysis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 13(3), pages 233-241, September.
  23. Dimitrios, Kousenidis & Eirini, Lazaridou & Trifon, Papapanagiotou, 2019. "The asymmetric performance of industry concentrated funds," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
  24. Kuzmina, Olga, 2020. "A model-free identification of relative risk," Economics Letters, Elsevier, vol. 190(C).
  25. Chordia, Tarun, 1996. "The structure of mutual fund charges," Journal of Financial Economics, Elsevier, vol. 41(1), pages 3-39, May.
  26. Zawadowski, Ádám, 2017. "Kezelési költségük határozza-e meg a Magyarországon forgalmazott részvénypiaci befektetési alapok teljesítményét? [Do fees determine the performance of stock mutual funds sold in Hungary?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1186-1201.
  27. Fletcher, Jonathan, 2011. "Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 375-385.
  28. El Mehdi, Imen Khanchel & Mghaieth, Asma, 2017. "Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 595-611.
  29. Peng Huang & C. James Hueng, 2009. "Interest-rate risk factor and stock returns: a time-varying factor-loadings model," Applied Financial Economics, Taylor & Francis Journals, vol. 19(22), pages 1813-1824.
  30. Angelidis, Timotheos & Giamouridis, Daniel & Tessaromatis, Nikolaos, 2013. "Revisiting mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1759-1776.
  31. Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2020. "Do actively managed mutual funds exploit stock market mispricing?," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
  32. Nanda, Vikram & Narayanan, M. P. & Warther, Vincent A., 2000. "Liquidity, investment ability, and mutual fund structure," Journal of Financial Economics, Elsevier, vol. 57(3), pages 417-443, September.
  33. Solórzano-Taborga, Pablo & Alonso-Conde, Ana Belén & Rojo-Suárez, Javier, 2018. "Efficiency and Persistence of Spanish Absolute Return Funds || Eficiencia y persistencia de los fondos de retorno absolutos españoles," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 25(1), pages 186-214, Junio.
  34. Jiong Gong & Ping Jiang & Shu Tian, 2016. "Contractual mutual fund governance: the case of China," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 543-567, April.
  35. Andrew Clare & Mariana Clare, 2019. "An examination of ex ante fund performance: identifying indicators of future performance," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 175-195, May.
  36. H. Pierre Hsieh & Imen Tebourbi & Wen‐Min Lu & Nai‐Yu Liu, 2020. "Mutual fund performance: The decision quality and capital magnet efficiencies," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(5), pages 861-872, July.
  37. Brandouy, Olivier & Briec, Walter & Kerstens, Kristiaan & Van de Woestyne, Ignace, 2010. "Portfolio performance gauging in discrete time using a Luenberger productivity indicator," Journal of Banking & Finance, Elsevier, vol. 34(8), pages 1899-1910, August.
  38. Sanjeev Bhojraj & Young Jun Cho & Nir Yehuda, 2012. "Mutual Fund Family Size and Mutual Fund Performance: The Role of Regulatory Changes," Journal of Accounting Research, Wiley Blackwell, vol. 50(3), pages 647-684, June.
  39. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "The price of ethics and stakeholder governance: The performance of socially responsible mutual funds," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 302-322, June.
  40. Francis In & Sangbae Kim & Philip I Ji, 2014. "On timing ability in Australian managed funds," Australian Journal of Management, Australian School of Business, vol. 39(1), pages 93-106, February.
  41. Michael Pinelis & David Ruppert, 2020. "Machine Learning Portfolio Allocation," Papers 2003.00656, arXiv.org, revised Nov 2021.
  42. Artamonov, Nikita & Voronina, Anna & Emelyanov, Nikita & Kurbatskii, Aleksei, 2020. "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 58, pages 55-75.
  43. Jeffrey R. Brown & Nellie Liang & Scott Weisbenner, 2007. "Individual Account Investment Options and Portfolio Choice: Behavioral Lessons from 401(k) Plans," NBER Chapters, in: Public Policy and Retirement, Trans-Atlantic Public Economics Seminar (TAPES), pages 1992-2013, National Bureau of Economic Research, Inc.
  44. Pendaraki, K. & Zopounidis, C. & Doumpos, M., 2005. "On the construction of mutual fund portfolios: A multicriteria methodology and an application to the Greek market of equity mutual funds," European Journal of Operational Research, Elsevier, vol. 163(2), pages 462-481, June.
  45. Eduardo Roca & Victor Wong, 2008. "An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach," Applied Financial Economics, Taylor & Francis Journals, vol. 18(7), pages 583-597.
  46. Tanos, Barbara Abou, 2022. "Culture and mutual funds’ performance," Finance Research Letters, Elsevier, vol. 46(PB).
  47. Kryzanowski, Lawrence & Mohsni, Sana, 2015. "Earnings forecasts and idiosyncratic volatilities," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 107-123.
  48. Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018. "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series 18-66, Swiss Finance Institute.
  49. Witkowska Dorota, 2012. "Measurement of the Efficiency of Mutual Funds Operating on the Pan-European Market," Folia Oeconomica Stetinensia, Sciendo, vol. 12(2), pages 126-146, December.
  50. Butt, Prof. Khursheed A & Pandow, Bilal Ahmad, 2013. "An analysis into the Stock Selectivity skill of Indian Fund Managers," MPRA Paper 83500, University Library of Munich, Germany, revised 2013.
  51. Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 1997. "Performance and market share: Evidence from the German mutual fund industry," CFS Working Paper Series 1997/01, Center for Financial Studies (CFS).
  52. Emmanuel Mamatzakis & Mike G. Tsionas, 2021. "Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model," Annals of Operations Research, Springer, vol. 299(1), pages 1203-1233, April.
  53. Basu, Anup K. & Huang-Jones, Jason, 2015. "The performance of diversified emerging market equity funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 116-131.
  54. Luis Miguel Doncel & Pilar Grau-Carles & Jorge Sainz, 2009. "On the long-term behavior of mutual fund returns," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 653-660.
  55. José Alvarez & Laura Andreu & Cristina Ortiz & José Sarto, 2014. "A nonparametric approach to market timing: evidence from Spanish mutual funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(1), pages 119-132, January.
  56. Greg Filbeck & Dianna Preece & Xin Zhao, 2013. "Top performing banks: the benefits to investors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 37(4), pages 560-583, October.
  57. Andreu, Laura & Puetz, Alexander, 2017. "Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?," Journal of Business Research, Elsevier, vol. 75(C), pages 138-146.
  58. Maria Teresa Medeiros Garcia & Gonçalo Liberal, 2019. "The impact of hedge fund indices on portfolio performance," Working Papers REM 2019/85, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  59. Carole Comerton‐Forde & David R. Gallagher & Joyce Lai & Terry Walter, 2011. "Broker recommendations and Australian small‐cap equity fund management," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(4), pages 893-922, December.
  60. Felix Kreidl & Hendrik Scholz, 2021. "Exploiting the dividend month premium: evidence from Germany," Journal of Asset Management, Palgrave Macmillan, vol. 22(4), pages 253-266, July.
  61. Dan Daugaard, 2020. "Emerging new themes in environmental, social and governance investing: a systematic literature review," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1501-1530, June.
  62. Ryan Bartens & Shakill Hassan, 2010. "Value, size and momentum portfolios in real time: the cross section of South African stocks," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 181-202, August.
  63. Alexandra Niessen-Ruenzi & Stefan Ruenzi, 2019. "Sex Matters: Gender Bias in the Mutual Fund Industry," Management Science, INFORMS, vol. 65(7), pages 3001-3025, July.
  64. Sorhage, Christoph, 2015. "Outsourcing of mutual funds' non-core competencies," CFR Working Papers 14-04 [rev.2], University of Cologne, Centre for Financial Research (CFR).
  65. Li, Xin & Paulson, Nicholas, 2014. "Is Farm Management Skill Persistent?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170170, Agricultural and Applied Economics Association.
  66. Zarutskie, Rebecca, 2010. "The role of top management team human capital in venture capital markets: Evidence from first-time funds," Journal of Business Venturing, Elsevier, vol. 25(1), pages 155-172, January.
  67. De Moor, Lieven & Dhaene, Geert & Sercu, Piet, 2015. "On comparing zero-alpha tests across multifactor asset pricing models," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 235-240.
  68. S. S. S. Kumar, 2018. "Sensex and Nifty Indices: Are They the Right Benchmarks for Mutual Funds in India?," Jindal Journal of Business Research, , vol. 7(1), pages 1-12, June.
  69. Abhay Kaushik & Douglas E. Brinckman & Clarence C. Rose, 2013. "Performance Evaluation and Fund Selection Criteria for Mutual Funds over the Period 2000-2011," Accounting and Finance Research, Sciedu Press, vol. 2(3), pages 111-111, August.
  70. João Paulo Vieito & Wing-Keung Wong & Zhen-Zhen Zhu, 2016. "Could the global financial crisis improve the performance of the G7 stocks markets?," Applied Economics, Taylor & Francis Journals, vol. 48(12), pages 1066-1080, March.
  71. Thomas Delcey, 2019. "Samuelson vs Fama on the Efficient Market Hypothesis: The Point of View of Expertise [Samuelson vs Fama sur l’efficience informationnelle des marchés financiers : le point de vue de l’expertise]," Post-Print hal-01618347, HAL.
  72. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," EconStor Preprints 260612, ZBW - Leibniz Information Centre for Economics.
  73. Cici, Gjergji & Gehde-Trapp, Monika & Göricke, Marc-André & Kempf, Alexander, 2014. "What they did in their previous life: The investment value of mutual fund managers' experience outside the financial sector," CFR Working Papers 14-11, University of Cologne, Centre for Financial Research (CFR).
  74. Tergiman, Chloe & Villeval, Marie Claire, 2021. "The Way People Lie in Markets: Detectable vs. Deniable Lies," IZA Discussion Papers 14931, Institute of Labor Economics (IZA).
  75. Belghitar, Yacine & Clark, Ephraim & Deshmukh, Nitin, 2014. "Does it pay to be ethical? Evidence from the FTSE4Good," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 54-62.
  76. Jha, Ranjini & Korkie, Bob & Turtle, Harry J., 2009. "Measuring performance in a dynamic world: Conditional mean-variance fundamentals," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1851-1859, October.
  77. Harris, Lawrence E. & Hartzmark, Samuel M. & Solomon, David H., 2015. "Juicing the dividend yield: Mutual funds and the demand for dividends," Journal of Financial Economics, Elsevier, vol. 116(3), pages 433-451.
  78. Juan Carlos Matallín‐Sáez & Amparo Soler‐Domínguez & Salvador Navarro‐Montoliu & Diego Víctor de Mingo‐López, 2022. "Investor behavior and the demand for conventional and socially responsible mutual funds," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(1), pages 46-59, January.
  79. Ayub, Usman & Shah, Syed Zulfiqar Ali & Abbas, Qaisar, 2015. "Robust analysis for downside risk in portfolio management for a volatile stock market," Economic Modelling, Elsevier, vol. 44(C), pages 86-96.
  80. Gabriel Frahm & Ferdinand Huber, 2019. "The Outperformance Probability of Mutual Funds," JRFM, MDPI, vol. 12(3), pages 1-29, June.
  81. Pernagallo, Giuseppe & Torrisi, Benedetto, 2020. "Blindfolded monkeys or financial analysts: Who is worth your money? New evidence on informational inefficiencies in the U.S. stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
  82. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
  83. Felix Holzmeister & Martin Holmén & Michael Kirchler & Matthias Stefan & Erik Wengström, 2019. "Delegation Decisions in Finance," Working Papers 2019-21, Faculty of Economics and Statistics, University of Innsbruck.
  84. Dehong Gu, 1996. "Capital Asset Pricing And Agricultural Assets In England And Wales," Journal of Agricultural Economics, Wiley Blackwell, vol. 47(1‐4), pages 99-108, January.
  85. Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
  86. Miran Hossain & Benjamin A. Jansen & Jon Taylor, 2020. "Do Analysts Cater to Investor Information Demand?," Working Papers 202003, Middle Tennessee State University, Department of Economics and Finance.
  87. J. Ernstberger & H. Haupt & O. Vogler, 2011. "The role of sorting portfolios in asset-pricing models," Applied Financial Economics, Taylor & Francis Journals, vol. 21(18), pages 1381-1396.
  88. Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022. "A meta-measure of performance related to both investors and investments characteristics," Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
  89. Murthi, B. P. S. & Choi, Yoon K. & Desai, Preyas, 1997. "Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach," European Journal of Operational Research, Elsevier, vol. 98(2), pages 408-418, April.
  90. Baik, Bok & Kang, Jun-Koo & Kim, Jin-Mo, 2010. "Local institutional investors, information asymmetries, and equity returns," Journal of Financial Economics, Elsevier, vol. 97(1), pages 81-106, July.
  91. Hany Shawky & Ronald Forbes & Alan Frankle, 1983. "Liquidity Services and Capital Market Equilibrium: The Case for Money Market Mutual Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 141-152, June.
  92. Pat Wilson & John Okunev & Guy Ta, 1994. "Are Real Estate and Securities Markets Integrated? Some Australian Evidence," Working Paper Series 42, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  93. Yuan Hu & Abootaleb Shirvani & W. Brent Lindquist & Frank J. Fabozzi & Svetlozar T. Rachev, 2020. "Option Pricing Incorporating Factor Dynamics in Complete Markets," JRFM, MDPI, vol. 13(12), pages 1-33, December.
  94. Nelson, James M., 2006. "The "CalPERS effect" revisited again," Journal of Corporate Finance, Elsevier, vol. 12(2), pages 187-213, January.
  95. Georges Hübner, 2005. "The Generalized Treynor Ratio," Review of Finance, European Finance Association, vol. 9(3), pages 415-435.
  96. Hunter, David & Kandel, Eugene & Kandel, Shmuel & Wermers, Russ, 2014. "Mutual fund performance evaluation with active peer benchmarks," Journal of Financial Economics, Elsevier, vol. 112(1), pages 1-29.
  97. Andreu, Laura & Pütz, Alexander, 2016. "Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?," CFR Working Papers 12-01 [rev.2], University of Cologne, Centre for Financial Research (CFR).
  98. Lai, Ming-Ming & Lau, Siok-Hwa, 2010. "Evaluating mutual fund performance in an emerging Asian economy: The Malaysian experience," Journal of Asian Economics, Elsevier, vol. 21(4), pages 378-390, August.
  99. Josef Lakonishok & Andrei Shleifer & Robert W. Vishny, 1992. "The Structure and Performance of the Money Management Industry," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 23(1992 Micr), pages 339-391.
  100. Turtle, H.J. & Zhang, Chengping, 2012. "Time-varying performance of international mutual funds," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 334-348.
  101. Mahfooz Alam & Valeed Ahmad Ansari, 2020. "Mutual fund managers’ market timing abilities: Indian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 21(4), pages 342-354, July.
  102. 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.
  103. Sebastian Bunnenberg & Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2019. "Jensen's alpha and the market‐timing puzzle," Review of Financial Economics, John Wiley & Sons, vol. 37(2), pages 234-255, April.
  104. David J. Collison & George Cobb & David M. Power & Lorna A. Stevenson, 2008. "The financial performance of the FTSE4Good indices," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 15(1), pages 14-28, January.
  105. Xing Chen & Bert Scholtens, 2018. "The urge to act: A comparison of active and passive socially responsible investment funds in the United States," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 25(6), pages 1154-1173, November.
  106. Eun-chong Kim & Han-wook Jeong & Nak-young Lee, 2019. "Global Asset Allocation Strategy Using a Hidden Markov Model," JRFM, MDPI, vol. 12(4), pages 1-15, November.
  107. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015. "Money Doctors," Journal of Finance, American Finance Association, vol. 70(1), pages 91-114, February.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 69721, Harvard University OpenScholar.
    • Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2014. "Money Doctors," Scholarly Articles 12965657, Harvard University Department of Economics.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 228501, Harvard University OpenScholar.
    • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012. "Money Doctors," NBER Working Papers 18174, National Bureau of Economic Research, Inc.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money Doctors," Working Papers 464, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money doctors," Economics Working Papers 1355, Department of Economics and Business, Universitat Pompeu Fabra.
  108. Shaikh, Salman, 2013. "Investment Decisions by Analysts: A Case Study of KSE," MPRA Paper 53802, University Library of Munich, Germany.
  109. Gehde-Trapp, Monika & Klingler, Linda, 2022. "The effect of sentiment on institutional investors: A gender analysis," CFR Working Papers 22-08, University of Cologne, Centre for Financial Research (CFR).
  110. Sawicki, Julia & Ong, Fred, 2000. "Evaluating managed fund performance using conditional measures: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 505-528, July.
  111. David R. Gallagher, 2001. "Attribution of investment performance: an analysis of Australian pooled superannuation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(1‐2), pages 41-62, July.
  112. Canepa, Alessandra & Ibnrubbian, Abdullah, 2014. "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 538-550.
  113. Guiso, Luigi & Sodini, Paolo, 2013. "Household Finance: An Emerging Field," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1397-1532, Elsevier.
  114. Kanis Saengchote, 2020. "Profitability, Investment and Asset Pricing: Reconciling the Valuation and the q-Theory Approaches in the Thai Stock Market," PIER Discussion Papers 124, Puey Ungphakorn Institute for Economic Research.
  115. Amir Rezaee, 2006. "La mesure de performance de la gestion indicielle française," Working Papers halshs-00008393, HAL.
  116. Choi, Paul Moon Sub & Choi, Joung Hwa & Chung, Chune Young, 2020. "Do individual traders undermine firm valuation?," Finance Research Letters, Elsevier, vol. 36(C).
  117. Rodríguez, Yeny E. & Gómez, Juan M. & Contreras, Javier, 2021. "Diversified behavioral portfolio as an alternative to Modern Portfolio Theory," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  118. Shomesh E. Chaudhuri & Andrew W. Lo, 2019. "Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons," Management Science, INFORMS, vol. 65(9), pages 4440-4450, September.
  119. Chambers, David & Esteves, Rui, 2014. "The first global emerging markets investor: Foreign & Colonial Investment Trust 1880–1913," Explorations in Economic History, Elsevier, vol. 52(C), pages 1-21.
  120. Fletcher, Jonathan, 1999. "The evaluation of the performance of UK American unit trusts," International Review of Economics & Finance, Elsevier, vol. 8(4), pages 455-466, November.
  121. Ho, Catherine Soke Fun & Abd Rahman, Nurul Afiqah & Yusuf, Noor Hafizha Muhamad & Zamzamin, Zaminor, 2014. "Performance of global Islamic versus conventional share indices: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 110-121.
  122. Zaleczna Magdalena & Wolski Rafał, 2010. "Polish Pension Funds Investment - is There A Place For Real Property in A Portfolio?," Folia Oeconomica Stetinensia, Sciendo, vol. 9(1), pages 151-166, January.
  123. Soumya Guha Deb & Pradip Banerjee, 2015. "Equity Performance of Zero-debt Firms vis-Ã -vis Their Leveraged Counterparts," Global Business Review, International Management Institute, vol. 16(5), pages 800-811, October.
  124. Cong Chen & Carole Comerton-Forde & David R. Gallagher & Terry S. Walter, 2010. "Investment manager skill in small-cap equities," Australian Journal of Management, Australian School of Business, vol. 35(1), pages 23-49, April.
  125. Fisher, Mark & Jensen, Mark J., 2019. "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, vol. 210(1), pages 187-202.
  126. Ioannis E. Tsolas, 2022. "Performance Evaluation of Utility Exchange-Traded Funds: A Super-Efficiency Approach," JRFM, MDPI, vol. 15(7), pages 1-10, July.
  127. Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
  128. Smimou, Kamal, 2006. "Estimation of Canadian commodity market risk premiums under price limits: Two-phase fuzzy approach," Omega, Elsevier, vol. 34(5), pages 477-491, October.
  129. Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2012. "Decomposing Performance," Working Papers on Finance 1216, University of St. Gallen, School of Finance, revised Nov 2015.
  130. Subrata Roy, 2016. "Another Look in Conditioning Alphas on Economic Information: Indian Evidence," Global Business Review, International Management Institute, vol. 17(1), pages 191-213, February.
  131. Tao, Ran & Su, Chi-Wei & Xiao, Yidong & Dai, Ke & Khalid, Fahad, 2021. "Robo advisors, algorithmic trading and investment management: Wonders of fourth industrial revolution in financial markets," Technological Forecasting and Social Change, Elsevier, vol. 163(C).
  132. Dariusz Filip & Tomasz Rogala, 2021. "Analysis of Polish mutual funds performance: a Markovian approach," Statistics in Transition New Series, Polish Statistical Association, vol. 22(1), pages 115-130, March.
  133. Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
  134. Kadan, Ohad & Liu, Fang, 2014. "Performance evaluation with high moments and disaster risk," Journal of Financial Economics, Elsevier, vol. 113(1), pages 131-155.
  135. Debaere, Peter & Evans, Richard B., 2015. "Outsourcing vs. Integration in the Mutual Fund Industry: An Incomplete Contracting Perspective," CEPR Discussion Papers 10599, C.E.P.R. Discussion Papers.
  136. Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 969-1010, Elsevier.
  137. Gregory Price & Warren Whatley, 2021. "Did profitable slave trading enable the expansion of empire?: The Asiento de Negros, the South Sea Company and the financial revolution in Great Britain," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), vol. 15(3), pages 675-718, September.
  138. Yuan Hu & Abootaleb Shirvani & W. Brent Lindquist & Frank J. Fabozzi & Svetlozar T. Rachev, 2020. "Option Pricing Incorporating Factor Dynamics in Complete Markets," Papers 2011.08343, arXiv.org.
  139. Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher, 2015. "Performance implications of active management of institutional mutual funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 1-27, March.
  140. Liston, Daniel Perez, 2016. "Sin stock returns and investor sentiment," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 63-70.
  141. M Dharani, 2011. "Equanimity of Risk and Return Relationship between Shariah Index and General Index in India," Journal of Economics and Behavioral Studies, AMH International, vol. 2(5), pages 213-222.
  142. Choi, Paul Moon Sub & Choi, Joung Hwa, 2018. "Is individual trading priced in stocks?," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 76-92.
  143. Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2010. "Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methodical Differences," Review of Finance, European Finance Association, vol. 15(2), pages 441-474.
  144. Blanchard, Michel & Bernard, philippe, 2013. "The performance of mutual funds on French stock market:Do star funds’ managers exist or do funds have to hire chimpanzees?," MPRA Paper 46896, University Library of Munich, Germany.
  145. Darolles, Serge & Vaissié, Mathieu, 2012. "The alpha and omega of fund of hedge fund added value," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1067-1078.
  146. Gallagher, David R. & Jarnecic, Elvis, 2004. "International equity funds, performance, and investor flows: Australian evidence," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 81-95, February.
  147. Wermers, Russ, 2006. "Performance evaluation with portfolio holdings information," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 207-230, August.
  148. Alessandro Carretta & Gianluca Mattarocci, 2009. "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 5, pages 69-88, Palgrave Macmillan.
  149. Alexander Kempf & Christoph Merkle & Alexandra Niessen†Ruenzi, 2014. "Low Risk and High Return – Affective Attitudes and Stock Market Expectations," European Financial Management, European Financial Management Association, vol. 20(5), pages 995-1030, November.
  150. Matallin-Saez Juan Carlos, 2008. "The Dynamics of Mutual Funds and Market Timing Measurement," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(4), pages 1-37, December.
  151. Marie Briere & Ariane Szafarz, 2015. "Factor-Based v. Industry-Based Asset Allocation: The Contest," Working Papers CEB 15-035, ULB -- Universite Libre de Bruxelles.
  152. William Goetzmann & Jonathan Ingersoll & Zoran Ivkovich, 1998. "Monthly Measurement of Daily Timers," Yale School of Management Working Papers ysm88, Yale School of Management, revised 01 Oct 2000.
  153. Bill Ding & Hany A. Shawky, 2007. "The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions," European Financial Management, European Financial Management Association, vol. 13(2), pages 309-331, March.
  154. Laurent Barras & Olivier Scaillet & Russ Wermers, 2010. "False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas," Journal of Finance, American Finance Association, vol. 65(1), pages 179-216, February.
  155. Lauren Cohen & Andrea Frazzini & Christopher Malloy, 2008. "The Small World of Investing: Board Connections and Mutual Fund Returns," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 951-979, October.
  156. Jun Gao & Sheng Zhu & Niall O’Sullivan & Meadhbh Sherman, 2019. "The Role of Economic Uncertainty in UK Stock Returns," JRFM, MDPI, vol. 12(1), pages 1-16, January.
  157. Parvez Ahmed & Sudhir Nanda, 2005. "Performance of Enhanced Index and Quantitative Equity Funds," The Financial Review, Eastern Finance Association, vol. 40(4), pages 459-479, November.
  158. Feng, Xunan & Johansson, Anders C., 2015. "Can mutual funds pick stocks in China? Evidence from the IPO market," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 170-186.
  159. Victor DeMiguel & Javier Gil-Bazo & Francisco J. Nogales & André A. P. Santos, 2021. "Can Machine Learning Help to Select Portfolios of Mutual Funds?," Working Papers 1245, Barcelona School of Economics.
  160. Soyer, Emre & Hogarth, Robin M., 2012. "The illusion of predictability: How regression statistics mislead experts," International Journal of Forecasting, Elsevier, vol. 28(3), pages 695-711.
  161. Burton G. Malkiel, 2013. "Asset Management Fees and the Growth of Finance," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 97-108, Spring.
  162. Davis, Frederick & Khadivar, Hamed & Walker, Thomas J., 2021. "Institutional trading in firms rumored to be takeover targets," Journal of Corporate Finance, Elsevier, vol. 66(C).
  163. Huber, Christoph & Huber, Jürgen & Hueber, Laura, 2019. "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," Journal of Banking & Finance, Elsevier, vol. 109(C).
  164. Stephen J. Brown & William N. Goetzmann, 2001. "Hedge Funds With Style," NBER Working Papers 8173, National Bureau of Economic Research, Inc.
  165. Joëlle Miffre, 2004. "The Conditional Price of Basis Risk: An Investigation Using Foreign Exchange Instruments," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(7‐8), pages 1043-1068, September.
  166. Elam, Emmett & Vaught, Dan, 1987. "Trading a Portfolio of Commodity Futures Using a 10-Day Channel Strategy," 1987 Annual Meeting, August 2-5, East Lansing, Michigan 269965, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  167. Nathaniel Light & Ivan Stetsyuk, 2022. "Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm," Journal of Asset Management, Palgrave Macmillan, vol. 23(3), pages 256-275, May.
  168. William J. Hippler & M. Kabir Hassan & Luca Pezzo, 2021. "Partial adjustment towards performance‐based mutual fund returns: Evidence from U.S.‐based equity funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5864-5883, October.
  169. PANAGIOTIS Anastasiadis & EFTHIMIOS Katsaros & ANASTASIOS-TAXIARCHIS KOUTSIOUKIS, 2020. "Performance-Risk Nexus Of Global Low-Rated Etfs During The Qe-Tapering Period," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 15(1), pages 194-211, April.
  170. Rida Ahroum & Boujemâa Achchab, 2021. "Harvesting Islamic risk premium with long–short strategies: A time scale decomposition using the wavelet theory," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 430-444, January.
  171. Michael Puhle, 2019. "The Performance and Asset Allocation of German Robo-Advisors," Society and Economy, Akadémiai Kiadó, Hungary, vol. 41(3), pages 331-351, September.
  172. Nicolaj Siggelkow, 2003. "Why Focus? A Study Of Intra‐Industry Focus Effects," Journal of Industrial Economics, Wiley Blackwell, vol. 51(2), pages 121-150, June.
  173. Meena Sharma & Manish Didwania & D. Suresh Kumar, 2019. "Performance Evaluation of Banks Sponsored Mutual Funds: An Analytical Study," Paradigm, , vol. 23(2), pages 197-218, December.
  174. Joseph D. Prusa & Ryan T. Sagul & Taghi M. Khoshgoftaar, 2019. "Extracting Knowledge from Technical Reports for the Valuation of West Texas Intermediate Crude Oil Futures," Information Systems Frontiers, Springer, vol. 21(1), pages 109-123, February.
  175. Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018. "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 81-106.
  176. Joanna Olbryś, 2010. "Three-factor market-timing models with Fama and French’s spread variables," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 20(2), pages 91-106.
  177. Jang Ho Kim & Woo Chang Kim & Do-Gyun Kwon & Frank J. Fabozzi, 2018. "Robust equity portfolio performance," Annals of Operations Research, Springer, vol. 266(1), pages 293-312, July.
  178. Prather, Larry J. & Middleton, Karen L., 2006. "Timing and selectivity of mutual fund managers: An empirical test of the behavioral decision-making theory," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 249-273, June.
  179. Simar, Léopold & Vanhems, Anne, 2012. "Probabilistic characterization of directional distances and their robust versions," Journal of Econometrics, Elsevier, vol. 166(2), pages 342-354.
  180. Hao Jiang & Marno Verbeek & Yu Wang, 2014. "Information Content When Mutual Funds Deviate from Benchmarks," Management Science, INFORMS, vol. 60(8), pages 2038-2053, August.
  181. Erdal Atukeren & Aylin Seçkin, 2007. "On the valuation of psychic returns to art market investments," Economics Bulletin, AccessEcon, vol. 26(5), pages 1-12.
  182. Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020. "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 218-240.
  183. repec:dau:papers:123456789/13099 is not listed on IDEAS
  184. Benson, Karen L. & Faff, Robert W., 2003. "A performance analysis of Australian international equity trusts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(1), pages 69-84, February.
  185. Seung-Hyun Moon & Yourim Yoon, 2022. "Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs," Mathematics, MDPI, vol. 10(7), pages 1-20, March.
  186. Jonathan Fletcher, 2011. "An Examination of Dynamic Trading Stategies in UK and US Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(9-10), pages 1290-1310, November.
  187. Maximilian Koestner & Benjamin Loos & Steffen Meyer & Andreas Hackethal, 2017. "Do individual investors learn from their mistakes?," Journal of Business Economics, Springer, vol. 87(5), pages 669-703, July.
  188. Cohen, Randolph B. & Gompers, Paul A. & Vuolteenaho, Tuomo, 2002. "Who underreacts to cash-flow news? evidence from trading between individuals and institutions," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 409-462.
  189. Jonathan Peillex & Sabri Boubaker & Breeda Comyns, 2021. "Does It Pay to Invest in Japanese Women? Evidence from the MSCI Japan Empowering Women Index," Journal of Business Ethics, Springer, vol. 170(3), pages 595-613, May.
  190. Wolski Rafal, 2020. "Co-Integration Test of Selected Indexes on the Share Market and Index of Housing Real Estate Prices," Real Estate Management and Valuation, Sciendo, vol. 28(1), pages 100-111, March.
  191. Deepika Krishnan & Raju G, 2018. "Performance Analysis of Volatile Strategy under Indian Options Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 9(1), pages 87-94, January.
  192. Galagedera, Don U.A., 2019. "Modelling social responsibility in mutual fund performance appraisal: A two-stage data envelopment analysis model with non-discretionary first stage output," European Journal of Operational Research, Elsevier, vol. 273(1), pages 376-389.
  193. Briec, Walter & Kerstens, Kristiaan, 2009. "Multi-horizon Markowitz portfolio performance appraisals: A general approach," Omega, Elsevier, vol. 37(1), pages 50-62, February.
  194. Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012. "Fuzzy risk adjusted performance measures: Application to hedge funds," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 702-712.
  195. Jiang Luo & Avanidhar Subrahmanyam, 2019. "The affect heuristic and stock ownership : A theoretical perspective," Review of Financial Economics, John Wiley & Sons, vol. 37(1), pages 6-37, January.
  196. Zhou, Zhongbao & Jin, Qianying & Xiao, Helu & Wu, Qian & Liu, Wenbin, 2018. "Estimation of cardinality constrained portfolio efficiency via segmented DEA," Omega, Elsevier, vol. 76(C), pages 28-37.
  197. T. G. Saji & Ratheesh K. Nair, 2017. "Investor-centric strategies for Indian mutual fund industry: inferring from the behavior of individual investors," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 44(3), pages 209-225, September.
  198. Daniel Barth, 2018. "The Costs and Beliefs Implied by Direct Stock Ownership," Management Science, INFORMS, vol. 64(11), pages 5263-5288, November.
  199. Laura Andreu & Laurens Swinkels, 2012. "Performance evaluation of balanced pension plans," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 819-830, March.
  200. Chu, Patrick Kuok Kun, 2010. "The price linkages between the equity fund price levels and the stock markets: Evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (MPF)," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 281-288, September.
  201. Medovikov, Ivan, 2016. "When does the stock market listen to economic news? New evidence from copulas and news wires," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 27-40.
  202. Bianchi, Daniele & Babiak, Mykola, 2022. "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, vol. 138(C).
  203. Jordan, Bradford D. & Riley, Timothy B., 2015. "Volatility and mutual fund manager skill," Journal of Financial Economics, Elsevier, vol. 118(2), pages 289-298.
  204. Martin Gold, 2010. "Fiduciary Finance," Books, Edward Elgar Publishing, number 13813.
  205. Hanna, J. Douglas & Ready, Mark J., 2005. "Profitable predictability in the cross section of stock returns," Journal of Financial Economics, Elsevier, vol. 78(3), pages 463-505, December.
  206. Cunha, Felipe Arias Fogliano de Souza & Meira, Erick & Orsato, Renato J. & Klotzle, Marcelo Cabus & Lucena, André F.P., 2021. "Do low-carbon investments in emerging economies pay off? Evidence from the Brazilian stock market," International Review of Financial Analysis, Elsevier, vol. 74(C).
  207. Huck, Nicolas, 2019. "Large data sets and machine learning: Applications to statistical arbitrage," European Journal of Operational Research, Elsevier, vol. 278(1), pages 330-342.
  208. Dariusz Filip, 2021. "A Review of Main Strands on the Flow-Performance Relationship of Mutual Funds," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 7(3), pages 245-256, July.
  209. John Hua Fan & Adrian Fernandez‐Perez & Ana‐Maria Fuertes & Joëlle Miffre, 2020. "Speculative pressure," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 575-597, April.
  210. Frank Coggins & Marie‐Claude Beaulieu & Michel Gendron, 2009. "Mutual Fund Daily Conditional Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 32(2), pages 95-122, June.
  211. Muhammad Sali Maheen, 2021. "Impact of COVID-19 on the performance of emerging market mutual funds: evidence from India," Future Business Journal, Springer, vol. 7(1), pages 1-8, December.
  212. Kerstens, Kristiaan & Mounir, Amine & Van de Woestyne, Ignace, 2011. "Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function," European Journal of Operational Research, Elsevier, vol. 210(1), pages 81-94, April.
  213. Nicolas Brisset, 2018. "Models as speech acts: the telling case of financial models," Journal of Economic Methodology, Taylor & Francis Journals, vol. 25(1), pages 21-41, January.
  214. Chen, Li-Wen & Adams, Andrew & Taffler, Richard, 2013. "What style-timing skills do mutual fund “stars” possess?," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 156-173.
  215. Angela Frino & Richard Heaney & David Service, 2005. "Do Past Performance and Past Cash Flows Explain Current Cash Flows into Retail Superannuation Funds in Australia?," Australian Journal of Management, Australian School of Business, vol. 30(2), pages 229-244, December.
  216. Miguel, António F. & Chen, Yihao, 2021. "Do machines beat humans? Evidence from mutual fund performance persistence," International Review of Financial Analysis, Elsevier, vol. 78(C).
  217. Isoé N. Schneider & Daniel Knebel Baggio & João S. Tusi da Silveira & Maria M. Baccin Brizolla, 2020. "Assessing Market Timing Performance of Brazilian Multi-Asset Pension Funds using the Battese and Coelli's Stochastic Frontier Model (1995)," Economics Bulletin, AccessEcon, vol. 40(1), pages 50-60.
  218. Shafiqur Rahman & Cheng-Few Lee & Yaqing Xiao, 2017. "The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US: an empirical investigation," Review of Quantitative Finance and Accounting, Springer, vol. 49(1), pages 91-116, July.
  219. Carl R. Chen & Steve Stockum, 1986. "Selectivity, Market Timing, And Random Beta Behavior Of Mutual Funds: A Generalized Model," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 87-96, March.
  220. Jaspersen, Stefan, 2021. "Mutual Fund Bets on Market Power," CFR Working Papers 16-07, University of Cologne, Centre for Financial Research (CFR).
  221. Servaes, Henri & Sigurdsson, Kari, 2022. "The Costs and Benefits of Performance Fees in Mutual Funds," Journal of Financial Intermediation, Elsevier, vol. 50(C).
  222. Kooli, Maher & Stetsyuk, Ivan, 2021. "Are hedge fund managers skilled?," Global Finance Journal, Elsevier, vol. 49(C).
  223. Janusz Brzeszczyński & Graham McIntosh, 2014. "Performance of Portfolios Composed of British SRI Stocks," Journal of Business Ethics, Springer, vol. 120(3), pages 335-362, March.
  224. Miles Livingston & Edward S. O'Neal, 1996. "Mutual Fund Brokerage Commissions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 19(2), pages 273-292, June.
  225. Omneya Abdelsalam & Meryem Duygun & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2014. "Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence of Islamic and Socially Responsible Funds," Working Papers 2014/19, Economics Department, Universitat Jaume I, Castellón (Spain).
  226. Hammami, Yacine & Oueslati, Abdelmonem, 2017. "Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 15-31.
  227. Joseph Gerakos & Juhani T. Linnainmaa & Adair Morse, 2016. "Asset Managers: Institutional Performance and Smart Betas," NBER Working Papers 22982, National Bureau of Economic Research, Inc.
  228. Jonathan Fletcher & Andrew Marshall, 2014. "Investor Heterogeneity and the Cross-section of U.K. Investment Trust Performance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 67-89, February.
  229. Piao, Xiaorui & Mei, Bin & Zhang, Weiyi, 2017. "Long-term event study of timber real estate investment trust conversions," Forest Policy and Economics, Elsevier, vol. 78(C), pages 1-9.
  230. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2018. "Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?," BAFFI CAREFIN Working Papers 1884, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  231. Peng, Liang & Einmahl, John, 2021. "Improved regression inference using a second overlapping regression model," Other publications TiSEM c529c2b9-0eee-440e-b015-8, Tilburg University, School of Economics and Management.
  232. Hendriock, Mario, 2020. "Implied cost of capital and mutual fund performance," CFR Working Papers 20-11, University of Cologne, Centre for Financial Research (CFR).
  233. Zhongzhi Lawrence He, 2018. "Generalized Information Ratio," Papers 1803.01381, arXiv.org, revised Apr 2018.
  234. Viktoriya Lantushenko & Edward Nelling, 2020. "Active Management in Real Estate Mutual Funds," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 247-274, August.
  235. Wayne E. Ferson & Jerchern Lin, 2013. "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers 19349, National Bureau of Economic Research, Inc.
  236. Carmen‐Pilar Marti‐Ballester, 2020. "Examining the behavior of renewable‐energy fund investors," Business Strategy and the Environment, Wiley Blackwell, vol. 29(6), pages 2624-2634, September.
  237. Cujean, Julien, 2020. "Idea sharing and the performance of mutual funds," Journal of Financial Economics, Elsevier, vol. 135(1), pages 88-119.
  238. Thomas S. Coe, 2002. "International Portfolio Diversification: A Comparison of ADRs and Closed-End Country Funds," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 1(1), pages 31-46, May.
  239. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.
  240. Guo, J., 2012. "Quantitative investment strategies and portfolio management," Other publications TiSEM 4d5766f2-94ab-412e-ba8e-5, Tilburg University, School of Economics and Management.
  241. Thomas Gramespacher & Armin Bänziger, 2019. "The Bias in Two-Pass Regression Tests of Asset-Pricing Models in Presence of Idiosyncratic Errors with Cross-Sectional Dependence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(02), pages 1-17, June.
  242. Ladislav Kristoufek & Paulo Ferreira, 2018. "Capital asset pricing model in Portugal: Evidence from fractal regressions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(3), pages 173-183, November.
  243. Chakravarty, Sugato & Ray, Rina, 2020. "On short-term institutional trading skill, behavioral biases, and liquidity need," Journal of Corporate Finance, Elsevier, vol. 65(C).
  244. Park, Cheol & Choi, Paul Moon Sub & Choi, Joung Hwa, 2019. "Is individual trading priced in the preferred stock discount?," Emerging Markets Review, Elsevier, vol. 38(C), pages 326-346.
  245. Hassan, Abul & Antoniou, Antonios & Paudyal, D Krishna, 2005. "Impact Of Ethical Screening On Investment Performance: The Case Of The Dow Jones Islamic Index," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 12, pages 68-97.
  246. Richard H. Thaler, 2016. "Behavioral Economics: Past, Present, and Future," American Economic Review, American Economic Association, vol. 106(7), pages 1577-1600, July.
  247. Ioannis E. Tsolas, 2019. "Utility Exchange Traded Fund Performance Evaluation. A Comparative Approach Using Grey Relational Analysis and Data Envelopment Analysis Modelling," IJFS, MDPI, vol. 7(4), pages 1-9, November.
  248. Branch, Ben & Yang, Taewon, 2006. "A test of risk arbitrage profitability," International Review of Financial Analysis, Elsevier, vol. 15(1), pages 39-56.
  249. Ramiro Losada López, 2016. "Managerial ability, risk preferences and the incentives for active management," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
  250. Jonathan Fletcher & Andrew Marshall, 2005. "The Performance of UK International Unit Trusts," European Financial Management, European Financial Management Association, vol. 11(3), pages 365-386, June.
  251. Indro, D. C. & Jiang, C. X. & Patuwo, B. E. & Zhang, G. P., 1999. "Predicting mutual fund performance using artificial neural networks," Omega, Elsevier, vol. 27(3), pages 373-380, June.
  252. Bao, Te & Diks, Cees & Li, Hao, 2018. "A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction," Economic Modelling, Elsevier, vol. 68(C), pages 611-621.
  253. Jeroen Derwall & Kees Koedijk, 2009. "Socially Responsible Fixed‐Income Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(1‐2), pages 210-229, January.
  254. Kathryn A. Holmes & Robert W. Faff, 2004. "Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(3‐4), pages 539-578, April.
  255. Yangyang Chen & Jun Huang & Ting Li & Jeffrey Pittman, 2022. "It's a Small World: The Importance of Social Connections with Auditors to Mutual Fund Managers’ Portfolio Decisions," Journal of Accounting Research, Wiley Blackwell, vol. 60(3), pages 901-963, June.
  256. Jacobs, Heiko & Müller, Sebastian & Weber, Martin, 2014. "How should individual investors diversify? An empirical evaluation of alternative asset allocation policies," Journal of Financial Markets, Elsevier, vol. 19(C), pages 62-85.
  257. Berkowitz, Jason P. & Schorno, Patrick J. & Shapiro, Dmitry A., 2017. "Characteristics of mutual funds with extreme performance," Review of Financial Economics, Elsevier, vol. 34(C), pages 50-60.
  258. Blake, David & Caulfield, Tristan & Ioannidis, Christos & Tonks, Ian, 2014. "Improved inference in the evaluation of mutual fund performance using panel bootstrap methods," Journal of Econometrics, Elsevier, vol. 183(2), pages 202-210.
  259. Singh, Sandeep & Dresnack, William H., 1997. "Market knowledge in managed municipal bond portfolios," Financial Services Review, Elsevier, vol. 6(3), pages 185-196.
  260. Clifford, Christopher P. & Jordan, Bradford D. & Riley, Timothy B., 2014. "Average funds versus average dollars: Implications for mutual fund research," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 249-260.
  261. Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2020. "An optimization–diversification approach to portfolio selection," Journal of Global Optimization, Springer, vol. 76(2), pages 245-265, February.
  262. Takahashi, Hidetomo, 2010. "The influence of academic interactions on stock selection and performance: Evidence from Japan," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 361-366, August.
  263. Francisco A Delgado & Cathy S Goldberg & Carol M. Graham, 2020. "Alphas: A Case study in International Institutional Mutual Funds," Accounting and Finance Research, Sciedu Press, vol. 9(4), pages 1-10, November.
  264. Xiaoyi Shen & Albert K. Tsui & Zhaoyong Zhang, 2019. "Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?," Risks, MDPI, vol. 7(4), pages 1-16, October.
  265. Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017. "The Cross-Section of Risk and Return," NBER Working Papers 24164, National Bureau of Economic Research, Inc.
  266. Loban, Lidia & Sarto, José Luis & Vicente, Luis, 2020. "Eurozone regulation bias in the active share measure," International Review of Financial Analysis, Elsevier, vol. 72(C).
  267. Scott Bennett & David R. Gallagher & Graham Harman & Geoffrey J. Warren & Yuki Xi, 2018. "A new perspective on performance persistence: evidence using portfolio holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 91-125, March.
  268. Richard Heaney & Terry Hallahan & Thomas Josev & Heather Mitchell, 2007. "Time-Changing Alpha? The Case of Australian International Mutual Funds," Australian Journal of Management, Australian School of Business, vol. 32(1), pages 95-112, June.
  269. Fletcher, Jonathan & Hillier, Joe, 2002. "On the usefulness of linear factor models in predicting expected returns in mean-variance analysis," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 449-466.
  270. Brown, Stewart L., 1996. "Churning: Excessive trading in retail securities accounts," Financial Services Review, Elsevier, vol. 5(1), pages 43-56.
  271. Jeroen Derwall & Kees Koedijk, 2009. "Socially Responsible Fixed-Income Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(1-2), pages 210-229.
  272. Qiang Bu, 2020. "Investor Sentiment and Mutual Fund Alpha," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 21(1), pages 57-65, January.
  273. Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021. "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 57-81.
  274. Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
  275. Dang, Ha V. & Lin, Mi, 2016. "Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 247-260.
  276. Jonas Gusset & Heinz Zimmermann, 2014. "Why not use SDF rather than beta models in performance measurement?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 28(4), pages 307-336, November.
  277. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
  278. K. Jeremy Ko & Jared Williams, 2017. "The Effects of Regulating Hidden Add‐On Costs," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(1), pages 39-74, February.
  279. David R. Gallagher, 2007. "The role of index funds in retirement asset allocation," Chapters, in: Hazel Bateman (ed.), Retirement Provision in Scary Markets, chapter 4, Edward Elgar Publishing.
  280. John Weirstrass Muteba Mwamba, 2017. "An Empirical Evaluation of Hedge Fund Managerial Skills using Bayesian Techniques," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 13(1), pages 63-82.
  281. Wolfgang Breuer & Marc Gurtler, 2006. "Performance Evaluation, Portfolio Selection, and HARA Utility," The European Journal of Finance, Taylor & Francis Journals, vol. 12(8), pages 649-669.
  282. Fellner, Gerlinde & Guth, Werner & Maciejovsky, Boris, 2004. "Illusion of expertise in portfolio decisions: an experimental approach," Journal of Economic Behavior & Organization, Elsevier, vol. 55(3), pages 355-376, November.
  283. Jungmu Kim & Youngkyung Ok & Yuen Jung Park, 2020. "Institutional Investors’ Trading Response to Stock Market Anomalies: Evidence from Korea," Sustainability, MDPI, vol. 12(4), pages 1-17, February.
  284. Michael E. Drew & Jon D. Stanford & Damien Hoffman, 2002. "Assets Under Management And Superannuation Fund Performance: A Third Note For Trustees," Economic Papers, The Economic Society of Australia, vol. 21(1), pages 80-91, March.
  285. Darren D. Lee & John Hua Fan & Victor S. H. Wong, 2021. "No more excuses! Performance of ESG‐integrated portfolios in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2407-2450, April.
  286. Vidal-García, Javier & Vidal, Marta & Boubaker, Sabri & Uddin, Gazi Salah, 2016. "The short-term persistence of international mutual fund performance," Economic Modelling, Elsevier, vol. 52(PB), pages 926-938.
  287. Brown, Stephen J. & Goetzmann, William N., 1997. "Mutual fund styles," Journal of Financial Economics, Elsevier, vol. 43(3), pages 373-399, March.
  288. Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020. "IQ from IP: Simplifying search in portfolio choice," Journal of Financial Economics, Elsevier, vol. 138(1), pages 118-137.
  289. Glode, Vincent, 2011. "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, vol. 99(3), pages 546-559, March.
  290. Moshe Levy, 2012. "On the Spurious Correlation Between Sample Betas and Mean Returns," Applied Mathematical Finance, Taylor & Francis Journals, vol. 19(4), pages 341-360, September.
  291. Krahnen, Jan Pieter & Schmid, Frank A. & Theissen, Erik, 2006. "Investment performance and market share: A study of the German mutual fund industry," CFS Working Paper Series 2006/06, Center for Financial Studies (CFS).
  292. Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2014. "Finance and the Preservation of Wealth," The Quarterly Journal of Economics, Oxford University Press, vol. 129(3), pages 1221-1254.
  293. J. Francisco Rubio & Neal Maroney & M. Kabir Hassan, 2018. "Can Efficiency of Returns Be Considered as a Pricing Factor?," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 25-54, June.
  294. Pierre Giot & Mikael Petitjean, 2011. "On the statistical and economic performance of stock return predictive regression models: an international perspective," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 175-193.
  295. Zia-ur-Rehman Rao & Muhammad Zubair Tauni & Tanveer Ahsan & Muhammad Umar, 2020. "Do mutual funds have consistency in their performance?," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 19(2), pages 139-153, May.
  296. Başçi, Eşref Savaş & Memiş, Fatih, 2014. "A Comparion of the Performances of Type A Mutual Funds Before and After 2008 Global Economic Crisis in Turkey," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 3-8.
  297. Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022. "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 276-295.
  298. Olbryś Joanna, 2012. "Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds," Folia Oeconomica Stetinensia, Sciendo, vol. 10(2), pages 60-80, January.
  299. Yan Li & Liangjun Su & Yuewu Xu, 2015. "A Combined Approach to the Inference of Conditional Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(2), pages 203-220, April.
  300. Francisco Climent & Paula Mollá & Pilar Soriano, 2020. "The Investment Performance of U.S. Islamic Mutual Funds," Sustainability, MDPI, vol. 12(9), pages 1-18, April.
  301. Jack W. Wilson & Charles P. Jones, 1981. "The Relationship Between Performance And Risk: Whence The Bias?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(2), pages 103-107, June.
  302. Trianti, Nikoletta, 2015. "Portfolio Management in Public Pension Reserve Funds/Gestión de carteras en los Fondos de Reserva de las Pensiones Públicas," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 33, pages 985-1008, Septiembr.
  303. Ugo Panizza, 2015. "Billions on the Sidewalk: Improving Savings by Reducing Investment Mistakes," IHEID Working Papers 18-2015, Economics Section, The Graduate Institute of International Studies.
  304. Konstantinov, Gueorgui S. & Fabozzi, Frank J., 2021. "Towards a dead end? EMU bond market exposure and manager performance," Journal of International Money and Finance, Elsevier, vol. 116(C).
  305. Sebastian Müller & Martin Weber, 2014. "Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?," European Financial Management, European Financial Management Association, vol. 20(2), pages 207-235, March.
  306. Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B., 2016. "Institutional investors and stock return anomalies," Journal of Financial Economics, Elsevier, vol. 119(3), pages 472-488.
  307. Berk, Jonathan B. & van Binsbergen, Jules H., 2015. "Measuring skill in the mutual fund industry," Journal of Financial Economics, Elsevier, vol. 118(1), pages 1-20.
  308. Md Ejaz Rana & Waheed Akhter, 2015. "Performance of Islamic and conventional stock indices: empirical evidence from an emerging economy," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-17, December.
  309. Cici, Gjergji & Jaspersen, Stefan & Kempf, Alexander, 2015. "Speed of information diffusion within fund families," CFR Working Papers 15-02 [rev.], University of Cologne, Centre for Financial Research (CFR).
  310. Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016. "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 31-40.
  311. Lawrence Kryzanowski & Abdul Rahman, 2008. "Portfolio performance ambiguity and benchmark inefficiency revisited," Journal of Asset Management, Palgrave Macmillan, vol. 9(5), pages 321-332, December.
  312. Mihály Ormos & Dusán Timotity, 2017. "Expected downside risk and asset prices: characteristics of emerging and developed European markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(3), pages 529-546, August.
  313. Cujean, Julien, 2018. "Idea Sharing and the Performance of Mutual Funds," CEPR Discussion Papers 13111, C.E.P.R. Discussion Papers.
  314. Gallo, John G. & Lockwood, Larry J. & Bhargava, Rahul, 2010. "Performance of separately managed international equity accounts: How important are country momentum effects?," Global Finance Journal, Elsevier, vol. 21(3), pages 239-252.
  315. Fletcher, Jonathan & Hillier, Joe, 2002. "An examination of the economic significance of stock return predictability in UK stock returns," International Review of Economics & Finance, Elsevier, vol. 11(4), pages 373-392.
  316. repec:pri:cepsud:91malkiel is not listed on IDEAS
  317. Bauer, Rob & Otten, Roger & Rad, Alireza Tourani, 2006. "Ethical investing in Australia: Is there a financial penalty?," Pacific-Basin Finance Journal, Elsevier, vol. 14(1), pages 33-48, January.
  318. Dorfleitner, Gregor & Fischer, Lukas & Lung, Carina & Willmertinger, Philipp & Stang, Nico & Dietrich, Natalie, 2018. "To follow or not to follow – An empirical analysis of the returns of actors on social trading platforms," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 160-171.
  319. Evans, Richard Burtis & Prado, Melissa Porras & Zambrana, Rafael, 2020. "Competition and cooperation in mutual fund families," Journal of Financial Economics, Elsevier, vol. 136(1), pages 168-188.
  320. Edelen, Roger M., 1999. "Investor flows and the assessed performance of open-end mutual funds," Journal of Financial Economics, Elsevier, vol. 53(3), pages 439-466, September.
  321. J. Alsubaiei, Bader & Calice, Giovanni & Vivian, Andrew, 2021. "Sovereign CDS and mutual funds: Global evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
  322. Babalos, Vassilios & Mamatzakis, Emmanuel C. & Matousek, Roman, 2015. "The performance of US equity mutual funds," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 217-229.
  323. Tao Chen & Karen H. Y. Wong & Masayuki Susai, 2016. "Active Management and Price Efficiency of Exchange-traded Funds," Prague Economic Papers, Prague University of Economics and Business, vol. 2016(1), pages 3-18.
  324. François-Éric Racicot & William F. Rentz & Alfred L. Kahl, 2017. "Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(1), pages 75-90, February.
  325. Gus De Franco & Hai Lu & Florin P. Vasvari, 2007. "Wealth Transfer Effects of Analysts' Misleading Behavior," Journal of Accounting Research, Wiley Blackwell, vol. 45(1), pages 71-110, March.
  326. Perez Katarzyna, 2014. "Polish Absolute Return Funds And Stock Funds. Short And Long Term Performance Comparison," Folia Oeconomica Stetinensia, Sciendo, vol. 14(2), pages 179-197, December.
  327. Alexander Puetz & Stefan Ruenzi, 2011. "Overconfidence Among Professional Investors: Evidence from Mutual Fund Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 38(5-6), pages 684-712, June.
  328. Reiter-Gavish, Liron & Qadan, Mahmoud & Yagil, Joseph, 2021. "Financial advice: Who Exactly Follows It?," Research in Economics, Elsevier, vol. 75(3), pages 244-258.
  329. Kavita Arora, 2015. "Risk-adjusted Performance Evaluation of Indian Mutual Fund Schemes," Paradigm, , vol. 19(1), pages 79-94, June.
  330. Filbeck, Greg & Foster, Benjamin & Preece, Dianna & Zhao, Xin, 2017. "Does diversity improve profits and shareholder returns? Evidence from top rated companies for diversity by DiversityInc," Advances in accounting, Elsevier, vol. 37(C), pages 94-102.
  331. Roland Rothenstein, 2018. "Quantification of market efficiency based on informational-entropy," Papers 1812.02371, arXiv.org.
  332. Brahmadev Panda & Rudra Prasanna Mahapatra & Samson Moharana, 2015. "Myth of Equity Mutual Fund Performance," Vision, , vol. 19(3), pages 200-209, September.
  333. Dritsakis, Nikolaos & Grose, Christos & Kalyvas, Lampros, 2006. "Performance aspects of Greek bond mutual funds," International Review of Financial Analysis, Elsevier, vol. 15(2), pages 189-202.
  334. Andreu, Laura & Serrano, Miguel & Vicente, Luis, 2019. "Efficiency of mutual fund managers: A slacks-based manager efficiency index," European Journal of Operational Research, Elsevier, vol. 273(3), pages 1180-1193.
  335. Talpsepp, Tõnn & Liivamägi, Kristjan & Vaarmets, Tarvo, 2020. "Academic abilities, education and performance in the stock market," Journal of Banking & Finance, Elsevier, vol. 117(C).
  336. Wagner, Niklas & Winter, Elisabeth, 2013. "A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 69-85.
  337. Mihály Ormos & Dávid Zibriczky, 2014. "Entropy-Based Financial Asset Pricing," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-21, December.
  338. Lehmann, Bruce & Timmermann, Allan, 2007. "Performance measurement and evaluation," LSE Research Online Documents on Economics 24505, London School of Economics and Political Science, LSE Library.
  339. Jacek Lipiec, 2016. "Does Warsaw stock exchange value corporate social responsibility?," Social Responsibility Journal, Emerald Group Publishing, vol. 12(3), pages 613-624, August.
  340. Jones, Christopher S. & Shanken, Jay, 2005. "Mutual fund performance with learning across funds," Journal of Financial Economics, Elsevier, vol. 78(3), pages 507-552, December.
  341. Racicot, François-Éric & Rentz, William F., 2018. "Does Illiquidity Matter? An Errors-in-Variables Perspective/¿Es importante la iliquidez? Un análisis desde el enfoque de errores en variables," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 36, pages 251-262, Enero.
  342. Amaral, Fatima & Reis, Pedro & Pinto, Pedro, 2019. "Evaluating investment fund performance in Portugal," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), vol. 15(2).
  343. Chen, Rui & Ren, Jinjuan, 2022. "Do AI-powered mutual funds perform better?," Finance Research Letters, Elsevier, vol. 47(PA).
  344. Kalima, Bwalya & Gopane, Thabo, 2022. "Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 85-98.
  345. Becker, Connie & Ferson, Wayne & Myers, David H. & Schill, Michael J., 1999. "Conditional market timing with benchmark investors," Journal of Financial Economics, Elsevier, vol. 52(1), pages 119-148, April.
  346. Bers, Martina K., 1998. "Causal relations among stock returns, inflation: Persistence of international mutual fund performance," Global Finance Journal, Elsevier, vol. 9(2), pages 225-240.
  347. Julia Darby & Jun Gao & Siobhan Lucey & Sheng Zhu, 2019. "Is heightened political uncertainty priced in stock returns? Evidence from the 2014 Scottish independence referendum," Working Papers 1913, University of Strathclyde Business School, Department of Economics.
  348. Sílvia Bou Ysàs & Magda Cayón Costa, 2013. "Active Strategies, Randomness and Ability in Investment Fund’s Performance Evaluation: a Behavioral Approach," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 3(2), pages 1-5, April.
  349. Ayadi, Mohamed A. & Kryzanowski, Lawrence, 2005. "Portfolio performance measurement using APM-free kernel models," Journal of Banking & Finance, Elsevier, vol. 29(3), pages 623-659, March.
  350. 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.
  351. Massimiliano Caporin & Grégory M. Jannin & Francesco Lisi & Bertrand B. Maillet, 2014. "A Survey On The Four Families Of Performance Measures," Journal of Economic Surveys, Wiley Blackwell, vol. 28(5), pages 917-942, December.
  352. Gbenga Ibikunle & Tom Steffen, 2017. "European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers," Journal of Business Ethics, Springer, vol. 145(2), pages 337-355, October.
  353. Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
  354. Ana C. Díaz†Mendoza & Germán López†Espinosa & Miguel A. Martínez, 2014. "The Efficiency of Performance†Based Fee Funds," European Financial Management, European Financial Management Association, vol. 20(4), pages 825-855, September.
  355. Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2016. "Ethical strategy focus and mutual fund management: performance and persistence," Working Papers 2016/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  356. Jonathan Fletcher & Andrew Marshall, 2008. "Is international trust performance predictable over time? A note," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(1), pages 123-132, March.
  357. Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2017. "Precision about manager skill, mutual fund flows, and performance persistence," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 222-237.
  358. Martin H. Schmidt, 2017. "Trading strategies based on past returns: evidence from Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 31(2), pages 201-256, May.
  359. Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2015. "Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis," Research in International Business and Finance, Elsevier, vol. 34(C), pages 324-337.
  360. Cogneau, Philippe & Hübner, Georges, 2015. "The prediction of fund failure through performance diagnostics," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 224-241.
  361. repec:dau:papers:123456789/12058 is not listed on IDEAS
  362. Markus Natter, 2018. "Options‐based benchmark indices—A review of performance and (in)appropriate measures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 271-288, February.
  363. Masset, Philippe & Weisskopf, Jean-Philippe & Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric, 2021. "Analyzing the risks of an illiquid and global asset: The case of fine wine," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 1-25.
  364. Wenguang Lin & Gary C. Sanger, 2019. "An alternative fundamental weighting scheme based on enterprise value multiple," Journal of Asset Management, Palgrave Macmillan, vol. 20(2), pages 146-156, March.
  365. Harjoto, Maretno A. & Hoepner, Andreas G.F. & Li, Qian, 2022. "A stakeholder resource-based view of corporate social irresponsibility: Evidence from China," Journal of Business Research, Elsevier, vol. 144(C), pages 830-843.
  366. W. Briec & K. Kerstens & J. B. Lesourd, 2004. "Single-Period Markowitz Portfolio Selection, Performance Gauging, and Duality: A Variation on the Luenberger Shortage Function," Journal of Optimization Theory and Applications, Springer, vol. 120(1), pages 1-27, January.
  367. Wang, Haoyu & Di, Junpeng & Yang, Zhaojun & Han, Qing, 2020. "Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
  368. Mark C. Hutchinson & Liam A. Gallagher, 2010. "Convertible Bond Arbitrage: Risk and Return," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 206-241, January.
  369. Parshakov, Petr, 2015. "Estimation of skill of Russian mutual fund managers," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 37(1), pages 57-66.
  370. Raza, Muhammad Wajid & Mohsin, Hassan Mohammad, 2014. "Portfolio Tilting Hunt for Positive Alpha Through Style Tilts," MPRA Paper 70622, University Library of Munich, Germany, revised 01 Sep 2014.
  371. Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2016. "A review of behavioural and management effects in mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 162-176.
  372. Premachandra, I.M. & Zhu, Joe & Watson, John & Galagedera, Don U.A., 2012. "Best-performing US mutual fund families from 1993 to 2008: Evidence from a novel two-stage DEA model for efficiency decomposition," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3302-3317.
  373. Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014. "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 31(C), pages 57-73.
  374. Khaled O. Alotaibi & Christine Helliar & Nongnuch Tantisantiwong, 2022. "Competing Logics in the Islamic Funds Industry: A Market Logic Versus a Religious Logic," Journal of Business Ethics, Springer, vol. 175(1), pages 207-230, January.
  375. Livingston, Miles & Yao, Ping & Zhou, Lei, 2019. "The volatility of mutual fund performance," Journal of Economics and Business, Elsevier, vol. 104(C), pages 1-1.
  376. Manuel Ammann & Michael Steiner, 2009. "The Performance of Actively and Passively Managed Swiss Equity Funds," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 145(I), pages 1-36, March.
  377. Jacob A. Bikker & Jeroen J. Meringa, 2022. "Have scale effects on cost margins of pension fund investment portfolios disappeared?," Applied Economics, Taylor & Francis Journals, vol. 54(39), pages 4501-4518, August.
  378. Musdalifah Azis & Maryam Nadir & dan Ike Purnamasari, 2017. "Optimazed Mutual Funds Investment Portfolio Through Good Corporate Governance And Financial Banking Performance," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 189-197.
  379. Martin Rohleder & Dominik Schulte & Marco Wilkens, 2017. "Management of flow risk in mutual funds," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 31-56, January.
  380. Berger, Dave & Turtle, H.J., 2012. "Cross-sectional performance and investor sentiment in a multiple risk factor model," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1107-1121.
  381. Omneya Abdelsalam & Meryem Duygun & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2017. "Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence in Islamic Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 51(3), pages 363-384, June.
  382. Vieito, João Paulo & Wong, Wing-Keung & Chow, Sheung Chi, 2016. "Stock Market Liberalizations and Efficiency: The Case of Latin America," MPRA Paper 68949, University Library of Munich, Germany.
  383. Carmen‐Pilar Marti‐Ballester, 2019. "The role of mutual funds in the sustainable energy sector," Business Strategy and the Environment, Wiley Blackwell, vol. 28(6), pages 1107-1120, September.
  384. Kim, Sangbae & In, Francis, 2012. "False discoveries in volatility timing of mutual funds," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2083-2094.
  385. Sanaullah & Muhammad Shahbaz Khan & Dr. Amna Noor & Salleh Khan, 2021. "An Investigation of Market Timing Ability of Mutual Fund Managers in Pakistan," iRASD Journal of Management, International Research Association for Sustainable Development (iRASD), vol. 3(1), pages 56-68, june.
  386. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
  387. Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim, 2020. "Trading out of sight: An analysis of cross-trading in mutual fund families," Journal of Financial Economics, Elsevier, vol. 135(2), pages 359-378.
  388. Hassan, M. Kabir & Girard, Eric, 2010. "Faith-Based Ethical Investing: The Case Of Dow Jones Islamic Indexes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 17, pages 1-31.
  389. Luis Vicente & Luis Ferruz, 2005. "Performance persistence in Spanish equity funds," Applied Financial Economics, Taylor & Francis Journals, vol. 15(18), pages 1305-1313.
  390. Daraio, Cinzia & Simar, Leopold, 2006. "A robust nonparametric approach to evaluate and explain the performance of mutual funds," European Journal of Operational Research, Elsevier, vol. 175(1), pages 516-542, November.
  391. Azhar Mohamad, 2017. "Seeking Negative Alphas Through Shorting," Global Business Review, International Management Institute, vol. 18(6), pages 1488-1506, December.
  392. Nijman, T.E. & de Roon, F.A., 2001. "Testing for mean-variance spanning : A survey," Other publications TiSEM 0159f80a-c61b-4519-b004-a, Tilburg University, School of Economics and Management.
  393. Abel, Ernest & Fletcher, Jonathan, 2004. "An empirical examination of UK emerging market unit trust performance," Emerging Markets Review, Elsevier, vol. 5(4), pages 389-408, December.
  394. Habib, Michel A. & Johnsen, D. Bruce, 2013. "Moral Hazard in Mutual Fund Management: The Quality-Assuring Role of Fees," Working Papers 13-08, University of Pennsylvania, Wharton School, Weiss Center.
  395. Bilal Ahmad Pandow & Khurshid Ahmad Butt, 2017. "Risk and Return Analysis of Mutual Fund Industry in India," Journal of Banking and Financial Dynamics, Sophia, vol. 1(1), pages 54-65.
  396. Dahm, Laura K. & Sorhage, Christoph, 2015. "Milk or wine: Mutual funds' (dis)economies of life," CFR Working Papers 15-05, University of Cologne, Centre for Financial Research (CFR).
  397. Göricke, Marc-André, 2016. "Do generalists profit from the fund families' specialists? Evidence from mutual fund families offering sector funds," CFR Working Papers 16-09, University of Cologne, Centre for Financial Research (CFR).
  398. Babalos, Vassilios & Caporale, Guglielmo Maria & Philippas, Nikolaos, 2012. "Efficiency evaluation of Greek equity funds," Research in International Business and Finance, Elsevier, vol. 26(2), pages 317-333.
  399. Christoffersen, Susan E.K. & Geczy, Christopher C. & Musto, David K. & Reed, Adam V., 2005. "Crossborder dividend taxation and the preferences of taxable and nontaxable investors: Evidence from Canada," Journal of Financial Economics, Elsevier, vol. 78(1), pages 121-144, October.
  400. Francis In & Sangbae Kim, 2012. "An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8431, July.
  401. Iordanis Karagiannidis, 2012. "The effect of management team characteristics on risk‐taking and style extremity of mutual fund portfolios," Review of Financial Economics, John Wiley & Sons, vol. 21(3), pages 153-158, September.
  402. Greg Filbeck & Xin Zhao & Ryan Knoll, 2017. "An analysis of working capital efficiency and shareholder return," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 265-288, January.
  403. Gupta-Mukherjee, Swasti, 2013. "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1286-1305.
  404. Ikhlaas Gurrib & Firuz Kamalov & Elgilani Elshareif, 2021. "Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?," International Journal of Energy Economics and Policy, Econjournals, vol. 11(1), pages 41-51.
  405. Rahul Roy & Santhakumar Shijin, 2018. "A six-factor asset pricing model," Post-Print hal-01878923, HAL.
  406. Prince K Sarpong, 2014. "Against the Herd: Contrarian Investment Strategies on the Johannesburg Stock Exchange," Journal of Economics and Behavioral Studies, AMH International, vol. 6(2), pages 120-129.
  407. Gil Bazo, Javier & Martínez Sedano, Miguel Ángel, 2004. "The Black Box of Mutual Fund Fees," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
  408. Trabelsi, Mohamed Ali, 2010. "Choix de portefeuille: comparaison des différentes stratégies [Portfolio selection: comparison of different strategies]," MPRA Paper 82946, University Library of Munich, Germany, revised 01 Dec 2010.
  409. Wolfgang Bessler & Thomas Conlon & Diego Víctor de Mingo‐López & Juan Carlos Matallín‐Sáez, 2022. "Mutual fund performance and changes in factor exposure," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 17-52, March.
  410. Tsolas, Ioannis E., 2014. "Precious metal mutual fund performance appraisal using DEA modeling," Resources Policy, Elsevier, vol. 39(C), pages 54-60.
  411. Sepideh Kaffash & Marianna Marra, 2017. "Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds," Annals of Operations Research, Springer, vol. 253(1), pages 307-344, June.
  412. O'Sullivan, Don & Hutchinson, Mark C. & O'Connell, Vincent, 2009. "Empirical evidence of the stock market's (mis)pricing of customer satisfaction," International Journal of Research in Marketing, Elsevier, vol. 26(2), pages 154-161.
  413. Bianchi, Robert J. & Fan, John Hua & Zhang, Tingxi, 2021. "Investable commodity premia in China," Journal of Banking & Finance, Elsevier, vol. 127(C).
  414. Liam Gallagher & Mark Hutchinson & John O’Brien, 2018. "Does Convertible Arbitrage Risk Exposure Vary Through Time?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 21(04), pages 1-25, December.
  415. Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2017. "Actively managed mutual funds holding passive investments: What do ETF positions tell us about mutual fund ability?," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 48-64.
  416. Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019. "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, vol. 41(C), pages 79-89.
  417. Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni, 2014. "The impact of skill and management structure on Serie A Clubs’ performance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 14107, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  418. Iuliia N. Naidenova & Petr A. Parshakov & Marina A. Zavertiaeva & Eduardo Tome, 2015. "Look For People, Not For Alpha: Mutual Funds Success And Managerial Intellectual Capital," HSE Working papers WP BRP 42/FE/2015, National Research University Higher School of Economics.
  419. Khorana, Ajay, 1996. "Top management turnover An empirical investigation of mutual fund managers," Journal of Financial Economics, Elsevier, vol. 40(3), pages 403-427, March.
  420. Bosch-Badia, Maria Teresa & Montllor-Serrats, Joan & Tarrazon-Rodon, Maria-Antonia, 2014. "Unveiling the embedded coherence in divergent performance rankings," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 154-165.
  421. Chih-Chiang Wu, 2011. "Measuring mutual fund asymmetric performance in changing market conditions: evidence from a Bayesian threshold model," Applied Financial Economics, Taylor & Francis Journals, vol. 21(16), pages 1185-1204.
  422. Joel M. Dickson & John B. Shoven, 1995. "Taxation and Mutual Funds: An Investor Perspective," NBER Chapters, in: Tax Policy and the Economy, Volume 9, pages 151-180, National Bureau of Economic Research, Inc.
  423. Eugene F. Fama, 2014. "Two Pillars of Asset Pricing," American Economic Review, American Economic Association, vol. 104(6), pages 1467-1485, June.
  424. 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.
  425. Larrymore, Norris L. & Rodriguez, Javier, 2007. "Active fund management: Global asset allocation funds," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 244-256, July.
  426. Huang, Rong & Pilbeam, Keith & Pouliot, William, 2021. "Do actively managed US mutual funds produce positive alpha?," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 472-492.
  427. Pi‐Hsia Hung & Donald Lien & Yun‐Ju Chien, 2020. "Portfolio concentration and fund manager performance," Review of Financial Economics, John Wiley & Sons, vol. 38(3), pages 423-451, July.
  428. Du, Ding & Huang, Zhaodan & Blanchfield, Peter J., 2009. "Do fixed income mutual fund managers have managerial skills?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 378-397, May.
  429. Jonathan Fletcher & Patricia Ntozi‐Obwale, 2008. "Arbitrage Bounds and UK Unit Trust Performance," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3‐4), pages 580-600, April.
  430. Korteweg, Arthur & Sorensen, Morten, 2017. "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, vol. 124(3), pages 535-562.
  431. He, Xue-Zhong & Shi, Lei, 2017. "Index portfolio and welfare analysis under heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 64-79.
  432. Lu, Xun & Su, Liangjun, 2015. "Jackknife model averaging for quantile regressions," Journal of Econometrics, Elsevier, vol. 188(1), pages 40-58.
  433. Ormos, Mihály & Erdős, Péter, 2011. "Borok mint alternatív befektetési lehetőségek [Wines as an alternative investment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 158-172.
  434. Park, Hyuna, 2015. "Emerging market hedge funds in the United States," Emerging Markets Review, Elsevier, vol. 22(C), pages 25-42.
  435. Hayat, Raphie & Kraeussl, Roman, 2011. "Risk and return characteristics of Islamic equity funds," Emerging Markets Review, Elsevier, vol. 12(2), pages 189-203, June.
  436. Ormos, Mihály & Erdős, Péter & Zibriczky, Dávid, 2010. "Egyenes-e a tőkepiaci árazási modell (CAPM) karakterisztikus és értékpapír-piaci egyenese? [Is CAPMs characteristic, security-market line a straight one?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(3), pages 201-221.
  437. Boris Georgiev, 2014. "Constrained Mean-Variance Portfolio Optimization with Alternative Return Estimation," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 42(1), pages 91-107, March.
  438. Lettau, Martin & Ludvigson, Sydney & Manoel, Paulo, 2018. "Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?," CEPR Discussion Papers 13395, C.E.P.R. Discussion Papers.
  439. Anjum, Sohail & Qayyum, Unbreen & Qureshi, Madeeha Gohar, 2019. "Aggregate performance evaluation of US Equity Mutual Funds - Explaining the performance of Growth Funds vs. Value Funds," MPRA Paper 100043, University Library of Munich, Germany.
  440. Pontiff, Jeffrey, 1995. "Closed-end fund premia and returns Implications for financial market equilibrium," Journal of Financial Economics, Elsevier, vol. 37(3), pages 341-370, March.
  441. Joëlle Miffre, 2007. "Country-specific ETFs: An efficient approach to global asset allocation," Journal of Asset Management, Palgrave Macmillan, vol. 8(2), pages 112-122, July.
  442. Erdős, Péter & Ormos, Mihály, 2012. "Pricing of collectibles: Baedeker guidebooks," Economic Modelling, Elsevier, vol. 29(5), pages 1968-1978.
  443. Chung, Richard & Kryzanowski, Lawrence, 1997. "Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions," International Review of Financial Analysis, Elsevier, vol. 6(3), pages 257-262.
  444. Ingo Fender, 2003. "Institutional asset managers: industry trends, incentives and implications for market efficiency," BIS Quarterly Review, Bank for International Settlements, September.
  445. Imran Hussain Shah & Hans Matthias Wanovits & Richard Hatfield, 2021. "Uncovering investment management performance using SPIVA data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3676-3695, July.
  446. Korn, Olaf & Möller, Philipp M. & Schwehm, Christian, 2019. "Drawdown measures: Are they all the same?," CFR Working Papers 19-04, University of Cologne, Centre for Financial Research (CFR).
  447. Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018. "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, vol. 130(3), pages 663-692.
  448. Darren D. Lee & Jacquelyn E. Humphrey & Karen L. Benson & Jason Y. K. Ahn, 2010. "Socially responsible investment fund performance: the impact of screening intensity," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(2), pages 351-370, June.
  449. Stefán B. Gunnlaugsson, 2018. "Trading Rules On A Small Stock Market," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 46-55, March.
  450. Galatis Nikolaos & Nitsi Ekaterini & Theloura Chrysoula, 2020. "Investigating Financial Performance of Low-and High-Rated ETFs During the QE-Tapering," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 11(1), pages 107-123, April.
  451. Mevlüt CAMGÖZ & K. Ahmet KÖSE & Belkıs SEVAL, 2018. "Risk and Return Characteristics of Islamic Indices: An Empirical Approach," Istanbul Business Research, Istanbul University Business School, vol. 47(2), pages 124-153, November.
  452. Byrne, Joseph P & Ibrahim, Boulis Maher & Zong, Xiaoyu, 2020. "Asset Prices and Capital Share Risks: Theory and Evidence," MPRA Paper 101781, University Library of Munich, Germany.
  453. Grose, Chris & Dasilas, Apostolos & Alexakis, Christos, 2014. "Performance persistence in fixed interest funds: With an eye on the post-debt crisis period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 155-182.
  454. Wong, M. C. S., 1997. "Fund management performance, trend-chasing technical analysis and investment horizons: a case study," Omega, Elsevier, vol. 25(1), pages 57-63, February.
  455. Onkal, Dilek & Muradoglu, Gulnur, 1995. "Effects of feedback on probabilistic forecasts of stock prices," International Journal of Forecasting, Elsevier, vol. 11(2), pages 307-319, June.
  456. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
  457. Pouliot, William, 2016. "Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry," Economic Modelling, Elsevier, vol. 58(C), pages 523-534.
  458. Nakai, Miwa & Yamaguchi, Keiko & Takeuchi, Kenji, 2016. "Can SRI funds better resist global financial crisis? Evidence from Japan," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 12-20.
  459. Juan C. Matallín‐Sáez, 2006. "Seasonality, Market Timing and Performance Amongst Benchmarks and Mutual Fund Evaluation," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(9‐10), pages 1484-1507, November.
  460. Chia-Cheng Chen & Chun-Hung Chen & Ting-Yin Liu, 2020. "Investment Performance of Machine Learning: Analysis of S&P 500 Index," International Journal of Economics and Financial Issues, Econjournals, vol. 10(1), pages 59-66.
  461. Francisco Barillas & Jay Shanken, 2017. "Which Alpha?," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1316-1338.
  462. Kathryn A. Holmes & Robert W. Faff, 2004. "Stability, Asymmetry and Seasonality of Fund Performance: An Analysis of Australian Multi‐sector Managed Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(3‐4), pages 539-578, April.
  463. Christopher Hrdlicka, 2022. "Trading Volume and Time Varying Betas [Alpha or beta in the eye of the beholder: what drives hedge fund flows?]," Review of Finance, European Finance Association, vol. 26(1), pages 79-116.
  464. Bialkowski, Jedrzej & Otten, Roger, 2011. "Emerging market mutual fund performance: Evidence for Poland," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 118-130, August.
  465. B. Michael Gilroy & Heike Schreckenberg & Volker Seiler, 2013. "Water as an Asset Class (Revised Version)," Working Papers CIE 55, Paderborn University, CIE Center for International Economics.
  466. Jason P. Berkowitz & Patrick J. Schorno & Dmitry A. Shapiro, 2017. "Characteristics of mutual funds with extreme performance," Review of Financial Economics, John Wiley & Sons, vol. 34(1), pages 50-60, September.
  467. Alexander, Gordon J. & Baptista, Alexandre M., 2010. "Active portfolio management with benchmarking: A frontier based on alpha," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2185-2197, September.
  468. Kirk-Reeve, Samuel & Gehricke, Sebastian A. & Ruan, Xinfeng & Zhang, Jin E., 2021. "National air pollution and the cross-section of stock returns in China," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  469. Luis Raúl Rodríguez-Reyes & Angel Samaniego & Mireya Pasillas, 2021. "Strategies in Retirement Fund Selection in the Mexican Retirement Market 1997-2018," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(TNEA), pages 1-16, Septiembr.
  470. Habib, Michel A. & Johnsen, D. Bruce, 2016. "The quality-assuring role of mutual fund advisory fees," International Review of Law and Economics, Elsevier, vol. 46(C), pages 1-19.
  471. Miller, Edward M. & Prather, Larry J., 2000. "Exploitable patterns in retirement annuity returns: evidence from TIAA/CREF," Financial Services Review, Elsevier, vol. 9(3), pages 219-230, 00.
  472. Prather, Larry J. & Middleton, Karen L., 2002. "Are N+1 heads better than one?: The case of mutual fund managers," Journal of Economic Behavior & Organization, Elsevier, vol. 47(1), pages 103-120, January.
  473. Detzler, Miranda Lam, 1999. "The performance of global bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 23(8), pages 1195-1217, August.
  474. Martin Rohleder & Dominik Schulte & Janik Syryca & Marco Wilkens, 2018. "Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading," Financial Management, Financial Management Association International, vol. 47(2), pages 309-347, June.
  475. Mark C. Hutchinson & Liam A. Gallagher, 2010. "Convertible Bond Arbitrage: Risk and Return," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(1‐2), pages 206-241, January.
  476. Hallahan, Terrence A. & Faff, Robert W., 1999. "An examination of Australian equity trusts for selectivity and market timing performance," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 387-402, November.
  477. Chen, XiaoHua & Lai, Yun-Ju, 2015. "On the concentration of mutual fund portfolio holdings: Evidence from Taiwan," Research in International Business and Finance, Elsevier, vol. 33(C), pages 268-286.
  478. Francisco José López-Arceiz & Ana José Bellostas-Pérezgrueso & José Mariano Moneva, 2018. "Evaluation of the Cultural Environment’s Impact on the Performance of the Socially Responsible Investment Funds," Journal of Business Ethics, Springer, vol. 150(1), pages 259-278, June.
  479. Martin Eling, 2009. "Does Hedge Fund Performance Persist? Overview and New Empirical Evidence," European Financial Management, European Financial Management Association, vol. 15(2), pages 362-401, March.
  480. Wang, Yaping & Paek, Miyoun & Ko, Kwangsoo, 2019. "The performance of Chinese equity funds: An extension of DGTW model," Japan and the World Economy, Elsevier, vol. 51(C), pages 1-1.
  481. Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2017. "Predictability and diversification benefits of investing in commodity and currency futures," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 52-66.
  482. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Jean-Luc Prigent & Donald Keenan & Mahdi Mokrane, 2017. "Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion," THEMA Working Papers 2017-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  483. Najand, Mohammad & Prather, Larry J., 1999. "The risk level discriminatory power of mutual fund investment objectives: Additional evidence," Journal of Financial Markets, Elsevier, vol. 2(3), pages 307-328, August.
  484. Holzmeister, Felix & Holmén, Martin & Kirchler, Michael & Stefan, Matthias & Wengström, Erik, 2019. "Delegated Decision-Making in Finance," OSF Preprints 3umdf, Center for Open Science.
  485. Jan Bastin, 2015. "Volatility Effect: An Application on the German Stock Market [Efekt nízkého rizika: Aplikace na německý akciový trh]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2015(1), pages 36-54.
  486. Babalos, Vassilios & Kostakis, Alexandros & Philippas, Nikolaos, 2009. "Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry," Journal of Multinational Financial Management, Elsevier, vol. 19(4), pages 256-272, October.
  487. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Working Papers 111, Princeton University, Department of Economics, Center for Economic Policy Studies..
  488. Patricia Fraser, 1995. "Returns and firm size: A note on the UK experience 1970-1991," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 331-334.
  489. Costanza Torricelli & Maria Cesira Urzì Brancati & Luca Mirtoleni, 2014. "The impact of skill and management structure on Serie A Clubs’ performance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0046, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  490. Roger Ibbotson & Amita Patel, 2002. "Do Winners Repeat with Style?," Yale School of Management Working Papers ysm253, Yale School of Management, revised 01 Feb 2003.
  491. Wolski Rafał, 2009. "The Influence of Negative Beta Assets on the Empirical SML in the Polish Capital Market," Folia Oeconomica Stetinensia, Sciendo, vol. 8(1), pages 140-153, January.
  492. Asal, Maher, 2016. "Testing for the presence of skill in Swedish mutual fund performance: Evidence from a bootstrap analysis," Journal of Economics and Business, Elsevier, vol. 88(C), pages 22-35.
  493. Zabiulla, 2012. "Macro Forecasting Abilities of Mutual Fund Managers in the Indian Capital Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 3(2), pages 06-11, May.
  494. Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
  495. Ashok Chakravarti, 2012. "Institutions, Economic Performance and the Visible Hand," Books, Edward Elgar Publishing, number 14751.
  496. Tiago Gonçalves & Diego Pimentel & Cristina Gaio, 2021. "Risk and Performance of European Green and Conventional Funds," Sustainability, MDPI, vol. 13(8), pages 1-17, April.
  497. Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk Exposure and Performance," Other publications TiSEM 1ff75080-22db-4909-9f13-a, Tilburg University, School of Economics and Management.
  498. 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.
  499. Hugo Inzirillo & R'emi Genet, 2021. "Performance vs Persistence : Assess the alpha to identify outperformers," Papers 2111.06886, arXiv.org, revised Nov 2021.
  500. Terry L Zivney & Donald J. Thompson II, 1989. "The Effect Of Market Proxy Rebalancing Policies On Detecting Abnormal Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(4), pages 293-299, December.
  501. Miguel A. Ferreira & Aneel Keswani & António F. Miguel & Sofia B. Ramos, 2013. "The Determinants of Mutual Fund Performance: A Cross-Country Study," Review of Finance, European Finance Association, vol. 17(2), pages 483-525.
  502. Ahmad, Shabbir & Alsharif, Danyah, 2019. "A Comparative Performance Evaluation of Islamic and Conventional Mutual Funds in Saudi Arabia," MPRA Paper 94808, University Library of Munich, Germany.
  503. Hitesh Doshi & Redouane Elkamhi & Mikhail Simutin, 2015. "Managerial Activeness and Mutual Fund Performance," The Review of Asset Pricing Studies, Oxford University Press, vol. 5(2), pages 156-184.
  504. Stafylas, Dimitrios & Anderson, Keith & Uddin, Moshfique, 2018. "Hedge fund performance attribution under various market conditions," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 221-237.
  505. Wolski Rafal & Załęczna Magdalena, 2017. "Closed-End Real Estate Funds in Comparison with other Investment Opportunities in Poland," Real Estate Management and Valuation, Sciendo, vol. 25(1), pages 19-31, March.
  506. Marquez, Robert & Nanda, Vikram & Yavuz, M. Deniz, 2010. "Private Equity Fund Returns: Do Managers Actually Leave Money on the Table?," Working Papers 10-24, University of Pennsylvania, Wharton School, Weiss Center.
  507. Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2017. "Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?," Working Papers on Finance 1717, University of St. Gallen, School of Finance, revised Mar 2020.
  508. Daniel R. Cavagnaro & Berk A. Sensoy & Yingdi Wang & Michael S. Weisbach, 2016. "Measuring Institutional Investors’ Skill from Their Investments in Private Equity," NBER Working Papers 22547, National Bureau of Economic Research, Inc.
  509. Sen, Kaustav, 2009. "Earnings surprise and sophisticated investor preferences in India," Journal of Contemporary Accounting and Economics, Elsevier, vol. 5(1), pages 1-19.
  510. José Manuel Cueto & Aurea Grané & Ignacio Cascos, 2020. "Models for Expected Returns with Statistical Factors," JRFM, MDPI, vol. 13(12), pages 1-17, December.
  511. Mohammad Najand & John Griffith & David C Marlett, 2007. "Do life insurance stocks provide superior returns?," Journal of Asset Management, Palgrave Macmillan, vol. 8(1), pages 52-57, May.
  512. Alex Frino & David R. Gallagher, 2002. "Is Index Performance Achievable? An Analysis of Australian Equity Index Funds," Abacus, Accounting Foundation, University of Sydney, vol. 38(2), pages 200-214, June.
  513. Erdal Atukeren & Aylin Seckin, 2009. "An analysis of the price dynamics between the Turkish and the international paintings markets," Applied Financial Economics, Taylor & Francis Journals, vol. 19(21), pages 1705-1714.
  514. Kolev, Gueorgui I., 2012. "Underperformance by female CEOs: A more powerful test," Economics Letters, Elsevier, vol. 117(2), pages 436-440.
  515. Raul Leote de Carvalho & Xiao Lu & Pierre Moulin, 2014. "An integrated risk-budgeting approach for multi-strategy equity portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 15(1), pages 24-47, February.
  516. Ortas, Eduardo & Moneva, José M. & Salvador, Manuel, 2012. "Does socially responsible investment equity indexes in emerging markets pay off? Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 13(4), pages 581-597.
  517. Mihaly Ormos & David Zibriczky, 2015. "Entropy-Based Financial Asset Pricing," Papers 1501.01155, arXiv.org.
  518. Xiong Xiong & Chunchun Luo & Ye Zhang & Shen Lin, 2019. "Do stock bulletin board systems (BBS) contain useful information? A viewpoint of interaction between BBS quality and predicting ability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1385-1411, March.
  519. Ji, Xiangfeng & Chen, Xueqi & Mirza, Nawazish & Umar, Muhammad, 2021. "Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone," Resources Policy, Elsevier, vol. 74(C).
  520. R. Shanmugham & Zabiulla, 2012. "Pricing Efficiency of Nifty BeES in Bullish and Bearish Markets," Global Business Review, International Management Institute, vol. 13(1), pages 109-121, February.
  521. Capocci, Daniel & Hubner, Georges, 2004. "Analysis of hedge fund performance," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 55-89, January.
  522. Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2015. "Scale and skill in active management," Journal of Financial Economics, Elsevier, vol. 116(1), pages 23-45.
  523. Leyla ÖZDEMÝR, 2016. "Tendency to Violence of Young People in Their Adolescence Period and Precautions to be Taken," Journal of Social and Administrative Sciences, KSP Journals, vol. 3(4), pages 282-289, December.
  524. Lorenzo Casavecchia & Gerhard Hambusch & Justin Hitchen, 2022. "The impact of analyst forecast errors on fundamental indexation: the Australian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 400-418, September.
  525. Banker, Rajiv & Chen, Janice Y.S. & Klumpes, Paul, 2016. "A trade-level DEA model to evaluate relative performance of investment fund managers," European Journal of Operational Research, Elsevier, vol. 255(3), pages 903-910.
  526. Benefield, Justin D. & Anderson, Randy I. & Zumpano, Leonard V., 2009. "Performance differences in property-type diversified versus specialized real estate investment trusts (REITs)," Review of Financial Economics, Elsevier, vol. 18(2), pages 70-79, April.
  527. Asif Shamim & Atif Mumtaz & Bilawal Ali, 2020. "An empirical study to explore the risk adjusted performance of mutual funds: A case of Pakistan," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-26, March.
  528. Ioannis D Vrontos & Loukia Meligkotsidou & Spyridon D Vrontos, 2011. "Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility," Journal of Asset Management, Palgrave Macmillan, vol. 12(4), pages 292-307, September.
  529. Dominika Paula Gałkiewicz, 2015. "Loss Potential and Disclosures Related to Credit Derivatives – A Cross-Country Comparison of Corporate Bond Funds under U.S. and German Regulation," SFB 649 Discussion Papers SFB649DP2015-017, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  530. William L. Beedles, 1984. "The Anomalous And Asymmetric Nature Of Equity Returns: An Empirical Synthesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(2), pages 151-160, June.
  531. Jeff Madura & Martina K. Bers, 2002. "The performance persistence of foreign closed‐end funds," Review of Financial Economics, John Wiley & Sons, vol. 11(4), pages 263-285.
  532. Morey, Matthew R., 2003. "Should you carry the load? A comprehensive analysis of load and no-load mutual fund out-of-sample performance," Journal of Banking & Finance, Elsevier, vol. 27(7), pages 1245-1271, July.
  533. Matallín-Sáez, Juan Carlos & Soler-Domínguez, Amparo & Tortosa-Ausina, Emili, 2016. "On the robustness of persistence in mutual fund performance," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 192-231.
  534. Hassine, Marlène & Roncalli, Thierry, 2013. "Measuring Performance of Exchange Traded Funds," MPRA Paper 44298, University Library of Munich, Germany.
  535. Timotej Jagric & Boris Podobnik & Sebastian Strasek & Vita Jagric, 2007. "Risk-Adjusted Performance of Mutual Funds: Some Tests," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 5(2), pages 233-244.
  536. Jelena Stankevičienė & Ieva Petronienė, 2019. "Bond Mutual Funds vs. Bond Exchange Traded Funds: Evaluation of Risk Adjusted Performance," Administrative Sciences, MDPI, vol. 9(2), pages 1-14, April.
  537. David R. Gallagher & Adrian Looi & Matt Pinnuck, 2010. "Are active fund managers collectors of private information or fast interpreters of public information?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 50(3), pages 635-662, September.
  538. Michael G. Ferri & H. Dennis Oberhelman & Rodney L. Roenfeldt, 1984. "Market Timing And Mutual Fund Portfolio Composition," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(2), pages 143-150, June.
  539. Erdos, Péter & Ormos, Mihály & Zibriczky, Dávid, 2011. "Non-parametric and semi-parametric asset pricing," Economic Modelling, Elsevier, vol. 28(3), pages 1150-1162, May.
  540. Wisniewski, Tomasz Piotr & Lambe, Brendan, 2013. "The role of media in the credit crunch: The case of the banking sector," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 163-175.
  541. Mohammad Reza Tavakoli Baghdadabad & Farid Habibi Tanha & Noreha Halid, 2013. "The efficiency evaluation of mutual fund managers based on DARA, CARA, IARA," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 14(4), pages 677-695, September.
  542. George Skiadopoulos, 2012. "Investing in commodities: Popular beliefs and misconceptions," Journal of Asset Management, Palgrave Macmillan, vol. 13(2), pages 77-83, April.
  543. Ferruz Agudo, Luis & Sarto Marzal, José Luis, 2004. "An analysis of Spanish investment fund performance: some considerations concerning Sharpe's ratio," Omega, Elsevier, vol. 32(4), pages 273-284, August.
  544. Renneboog, L.D.R. & Ter Horst, J.R. & Zhang, C., 2007. "Socially Responsible Investments : Methodology, Risk and Performance," Other publications TiSEM 684d2aba-7b82-4306-b6a0-d, Tilburg University, School of Economics and Management.
  545. Romacho, Joao Carlos & Cortez, Maria Ceu, 2006. "Timing and selectivity in Portuguese mutual fund performance," Research in International Business and Finance, Elsevier, vol. 20(3), pages 348-368, September.
  546. Eric C. Chang & Wilbur G. Lewellen, 1985. "An Arbitrage Pricing Approach To Evaluating Mutual Fund Performance," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(1), pages 15-30, March.
  547. Helseth, Marius Aleksander Emblem & Krakstad, Svein Olav & Molnár, Peter & Norlin, Karl-Martin, 2020. "Can policy and financial risk predict stock markets?," Journal of Economic Behavior & Organization, Elsevier, vol. 176(C), pages 701-719.
  548. Sergio Da Silva & Newton Da Costa, Jr & Joao Tusi & Andre Santos, 2005. "Evaluating Brazilian mutual funds with stochastic frontiers," Economics Bulletin, AccessEcon, vol. 13(2), pages 1-6.
  549. Agyei-Ampomah, Sam & Clare, Andrew & Mason, Andrew & Thomas, Stephen, 2015. "On luck versus skill when performance benchmarks are style-consistent," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 127-145.
  550. Ferson, Wayne & Mo, Haitao, 2016. "Performance measurement with selectivity, market and volatility timing," Journal of Financial Economics, Elsevier, vol. 121(1), pages 93-110.
  551. Nafis Alam, 2013. "A comparative performance analysis of conventional and Islamic exchange-traded funds," Journal of Asset Management, Palgrave Macmillan, vol. 14(1), pages 27-36, February.
  552. Sebastian Rathner, 2013. "The Influence of Primary Study Characteristics on the Performance Differential Between Socially Responsible and Conventional Investment Funds: A Meta-Analysis," Journal of Business Ethics, Springer, vol. 118(2), pages 349-363, December.
  553. Chen, Andrew N.K. & Wang, Shin-Yun & Yu, Po-Lung, 2014. "Evaluating multi-criteria ratings of financial investment options," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 46-58.
  554. María de la O González & Francisco Jareño & Camalea El Haddouti, 2019. "Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets," Sustainability, MDPI, vol. 11(17), pages 1-23, August.
  555. Farinos, Jose E. & Garcia, C. Jose & Ibanez, Ana M., 2007. "Is the long-run underperformance of seasoned equity issues irrational? Evidence from Spain," International Review of Financial Analysis, Elsevier, vol. 16(2), pages 183-199.
  556. Igor Kravchuk, 2022. "Performance of Equity Fund Investment Strategies in Poland," Sustainability, MDPI, vol. 14(20), pages 1-12, October.
  557. Chu, Patrick Kuok-Kun, 2011. "Relationship between macroeconomic variables and net asset values (NAV) of equity funds: Cointegration evidence and vector error correction model of the Hong Kong Mandatory Provident Funds (MPFs)," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(5), pages 792-810.
  558. Konstantina Pendaraki & Michael Doumpos & Constantin Zopounidis, 2003. "Assessing Equity Mutual Funds' Performance Using a Multicriteria Methodology: A Comparative Analysis," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 1(1), pages 85-104.
  559. Jeffrey Hobbs & Vivek Singh & Madhumita Chakraborty, 2021. "Institutional underperformance: Should managers listen to the sell-side before trading?," Review of Quantitative Finance and Accounting, Springer, vol. 57(1), pages 389-410, July.
  560. Marat Molyboga & Seungho Baek & John F. O. Bilson, 2017. "Assessing hedge fund performance with institutional constraints: evidence from CTA funds," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 547-565, December.
  561. António Afonso & Pedro Cardoso, 2017. "Exchange-traded Funds as an Alternative Investment Option: a Case Study," Working Papers REM 2017/22, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  562. Hobbs, Jeffrey & Singh, Vivek, 2015. "A comparison of buy-side and sell-side analysts," Review of Financial Economics, Elsevier, vol. 24(C), pages 42-51.
  563. Fulbert, Tchana Tchana & Georges, Tsafack, 2013. "The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance," MPRA Paper 43797, University Library of Munich, Germany.
  564. Thanh Huong Nguyen, 2019. "Information and Noise in Stock Markets: Evidence on the Determinants and Effects Using New Empirical Measures," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 7-2019.
  565. Marguerite Schneider, 2000. "When Financial Intermediaries are Corporate Owners: An Agency Model of Institutional Ownership," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 4(3), pages 207-237, September.
  566. Yoshikatsu Shinozawa, 2007. "The Effect of Organisational Form on Investment Products: an empirical analysis of the UK unit trust industry," Corporate Governance: An International Review, Wiley Blackwell, vol. 15(6), pages 1244-1259, November.
  567. deHaan, Ed & Song, Yang & Xie, Chloe & Zhu, Christina, 2021. "Obfuscation in mutual funds," Journal of Accounting and Economics, Elsevier, vol. 72(2).
  568. Sánchez-González, Carlos & Sarto, José Luis & Vicente, Luis, 2017. "The efficiency of mutual fund companies: Evidence from an innovative network SBM approach," Omega, Elsevier, vol. 71(C), pages 114-128.
  569. Andreu, Laura & Pütz, Alexander, 2015. "Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?," CFR Working Papers 12-01 [rev.], University of Cologne, Centre for Financial Research (CFR).
  570. Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P., 2016. "Do hedge funds dynamically manage systematic risk?," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 1-15.
  571. Victor Soucik & David E. Allen, 2006. "Benchmarking Australian fixed interest fund performance: finding the optimal factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 865-898, December.
  572. José Soares Fonseca, 2020. "Portfolio selection in euro area with CAPM and Lower Partial Moments models," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 19(1), pages 49-66, January.
  573. Nain, Amrita & Yao, Tong, 2013. "Mutual fund skill and the performance of corporate acquirers," Journal of Financial Economics, Elsevier, vol. 110(2), pages 437-456.
  574. Sebastian Lobe & Christian Walkshäusl, 2016. "Vice versus virtue investing around the world," Review of Managerial Science, Springer, vol. 10(2), pages 303-344, March.
  575. Izabela Pruchnicka-Grabias, 2014. "The Influence Of Confidence Level, Correlation And Volatility On Value At Risk. Six Case Studies," Interdisciplinary Management Research, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, Croatia, vol. 10, pages 565-581.
  576. Chris Bilson & Angela Frino & Richard Heaney, 2005. "Australian retail fund performance persistence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(1), pages 25-42, March.
  577. Martijn Cremers & Antti Petajisto, 2006. "How Active is Your Fund Manager? A New Measure That Predicts Performance," Yale School of Management Working Papers amz2370, Yale School of Management, revised 01 May 2009.
  578. Dariusz Filip, 2017. "Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(6), pages 512-538, October.
  579. Dong‐Hyun Ahn & H. Henry Cao & Stéphane Chrétien, 2009. "Portfolio Performance Measurement: a No Arbitrage Bounds Approach," European Financial Management, European Financial Management Association, vol. 15(2), pages 298-339, March.
  580. Hung, Pi-Hsia & Lien, Donald & Kuo, Ming-Sin, 2020. "Window dressing in equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 338-354.
  581. Geetesh Bhardwaj & Gary Gorton & K. Rouwenhorst, 2008. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," Yale School of Management Working Papers amz2429, Yale School of Management.
  582. Vassilios Babalos & Michael Doumpos & Nikolaos Philippas & Constantin Zopounidis, 2015. "Towards a Holistic Approach for Mutual Fund Performance Appraisal," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 35-53, June.
  583. Cici, Gjergji & Dahm, Laura K. & Kempf, Alexander, 2014. "Trading efficiency of fund families: Impact on fund performance and investment behavior," CFR Working Papers 14-14, University of Cologne, Centre for Financial Research (CFR).
  584. Naqvi, Bushra & Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Porada-Rochoń, Małgorzata & Itani, Rania, 2021. "Is there a green fund premium? Evidence from twenty seven emerging markets," Global Finance Journal, Elsevier, vol. 50(C).
  585. Gaowen Kong & Dongmin Kong, 2015. "Institutional Investors' Trading in Speculation: Evidence from China," South African Journal of Economics, Economic Society of South Africa, vol. 83(4), pages 617-631, December.
  586. Syouching Lai & Hungchih Li, 2007. "The performance evaluation for fund of funds by comparing asset allocation of mean-variance model or genetic algorithms to that of fund managers," Applied Financial Economics, Taylor & Francis Journals, vol. 18(6), pages 485-501.
  587. Zeno Adams & Roland Füss & Volker Wohlschieß, 2012. "Investment choice and performance potential in the mutual fund industry," Journal of Asset Management, Palgrave Macmillan, vol. 13(2), pages 84-101, April.
  588. Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007. "Análise do Desempenho Recente de Fundos de Investimento no Brasil [Recent Performance Analysis of Mutual Funds in Brazil]," MPRA Paper 2994, University Library of Munich, Germany.
  589. Gozde ÜNAL & Ömer FARUK TAN, 2015. "Performance evaluation of a-type Turkish mutuals funds in the era of quantitative easing," Yildiz Social Science Review, Yildiz Technical University, vol. 1(2), pages 35-46.
  590. Rahul Roy & Santhakumar Shijin, 2018. "A six-factor asset pricing model," Papers 1810.07790, arXiv.org.
  591. J.A. Bikker, 2013. "Is there an optimal pension fund size? A scale-economy analysis of administrative and investment costs," Working Papers 13-06, Utrecht School of Economics.
  592. EL AMRI Henda & HAMZA Taher, 2017. "Are There Causal Relationships Between Islamic Versus Conventional Equity Indices? International Evidence," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 12(1), pages 40-60, April.
  593. Loerke, Petra & Niedermayer, Andras, 2018. "On the effect of aggregate uncertainty on certification intermediaries’ incentives to distort ratings," European Economic Review, Elsevier, vol. 108(C), pages 20-48.
  594. Moreno, David & Rodríguez, Rosa, 2009. "The value of coskewness in mutual fund performance evaluation," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1664-1676, September.
  595. Javier Vidal-García & Marta Vidal & Duc Khuong Nguyen, 2016. "Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market," Review of Quantitative Finance and Accounting, Springer, vol. 47(2), pages 213-247, August.
  596. Shujing Li & Jiaping Qiu, 2014. "Financial Product Differentiation over the State Space in the Mutual Fund Industry," Management Science, INFORMS, vol. 60(2), pages 508-520, February.
  597. Vassilios Babalos & Guglielmo Maria Caporale & Nikolaos Philippas, 2013. "Measuring Alpha in the Fund Management Industry: Do Female Managers Perform Better?," Discussion Papers of DIW Berlin 1300, DIW Berlin, German Institute for Economic Research.
  598. Gang Hu & J. Ginger Meng & Mark E. Potter, 2008. "Opinion Divergence Among Professional Investment Managers," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(5‐6), pages 679-703, June.
  599. Han, Miao & Zhang, Dayong & Bi, Xiaogang & Huang, Wei, 2019. "Subsidized overexpansion of Chinese firms," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 69-79.
  600. Kingsley Fong & David R. Gallagher & Adrian D. Lee, 2008. "Benchmarking benchmarks: measuring characteristic selectivity using portfolio holdings data," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(5), pages 761-781, December.
  601. Yarovaya, Larisa & Mirza, Nawazish & Abaidi, Jamila & Hasnaoui, Amir, 2021. "Human Capital efficiency and equity funds’ performance during the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 584-591.
  602. Peng, Liang & Einmahl, John, 2021. "Improved regression inference using a second overlapping regression model," Discussion Paper 2021-029, Tilburg University, Center for Economic Research.
  603. Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020. "IQ from IP: simplifying search in portfolio choice," LSE Research Online Documents on Economics 101133, London School of Economics and Political Science, LSE Library.
  604. Greg Filbeck & Dianna Preece, 2003. "Fortune’s Best 100 Companies to Work for in America: Do They Work for Shareholders?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 771-797, June.
  605. Mark Hutchinson & Liam Gallagher, 2008. "Simulating convertible bond arbitrage portfolios," Applied Financial Economics, Taylor & Francis Journals, vol. 18(15), pages 1247-1262.
  606. David A. Sauer, 1997. "The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund," Review of Financial Economics, John Wiley & Sons, vol. 6(2), pages 137-149.
  607. Elton, Edwin J. & Gruber, Martin J., 2013. "Mutual Funds," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1011-1061, Elsevier.
  608. Drags Mînjina & Petre Brezeanu, 2013. "Testing the Efficient Markets Hypothesis on the Romanian Capital Market," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(15), pages 151-158, December.
  609. Filbeck, Greg, 2001. "Mother Jones: Do better places to work imply better places to invest?," Review of Financial Economics, Elsevier, vol. 10(1), pages 57-70.
  610. Chenkai Xu & Hongwei Lin & Xuansu Fang, 2020. "Manifold Feature Index: A novel index based on high-dimensional data simplification," Papers 2006.11119, arXiv.org.
  611. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
  612. Boldin, Michael & Cici, Gjergji, 2010. "The index fund rationality paradox," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 33-43, January.
  613. Farah Naz & Hafsa Khan & Muhammad Ishfaq Ahmad & Ramiz Ur Rehman & Muhammad Akram Naseem, 2019. "Productivity and efficiency analysis of Pakistani mutual funds using Malmquist index approach," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(03), pages 1-21, September.
  614. Vintilă Georgeta & Păunescu Radu Alin, 2015. "Econometric Tests of the CAPM Model for a Portfolio Composed of Companies Listed on Nasdaq and Dow Jones Components," Scientific Annals of Economics and Business, Sciendo, vol. 62(3), pages 453-480, November.
  615. Lars Norden, 2010. "Individual home bias, portfolio churning and performance," The European Journal of Finance, Taylor & Francis Journals, vol. 16(4), pages 329-351.
  616. Henn Overbeck, Jacqueline & Meier, Iwan, 2005. "Performance Analysis of Hedge Fonds," Working papers 2005/06, Faculty of Business and Economics - University of Basel.
  617. Michael Donadelli, 2013. "On the Dynamics of Industrial Stock Market Excess Returns," Working Papers CASMEF 1301, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  618. Marie-Claude Beaulieu & Habiba Mrissa Bouden, 2020. "Does idiosyncratic risk matter in IPO long-run performance?," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 935-981, October.
  619. James R. Cummings & David Gallagher, 2016. "Effect of fund size on the performance of Australian superannuation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 695-725, September.
  620. Hoechle, Daniel & Zimmermann, Heinz, 2007. "A Generalization of the Calendar Time Portfolio Approach and the Performance of Private Investors," Working papers 2007/14, Faculty of Business and Economics - University of Basel.
  621. Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
  622. Fulkerson, Jon A. & Riley, Timothy B., 2019. "Portfolio concentration and mutual fund performance," Journal of Empirical Finance, Elsevier, vol. 51(C), pages 1-16.
  623. Johann Pfitzinger, 2021. "An Interpretable Neural Network for Parameter Inference," Papers 2106.05536, arXiv.org.
  624. Varma, Jayanth R., 1990. "Mastershares: Enigmatic Performance," IIMA Working Papers WP1990-12-01_00982, Indian Institute of Management Ahmedabad, Research and Publication Department.
  625. Pandow, Bilal, 2017. "Persistent Performance of Fund Managers: An analysis of selection and timing skills," MPRA Paper 82975, University Library of Munich, Germany.
  626. George Matysiak & Gerald Brown, 1997. "A time-varying analysis of abnormal performance of UK property companies," Applied Financial Economics, Taylor & Francis Journals, vol. 7(4), pages 367-377.
  627. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7‐8), pages 979-1007, July.
  628. Francisco Barillas & Jay Shanken, 2018. "Comparing Asset Pricing Models," Journal of Finance, American Finance Association, vol. 73(2), pages 715-754, April.
  629. Justin D. Benefield & Randy I. Anderson & Leonard V. Zumpano, 2009. "Performance differences in property‐type diversified versus specialized real estate investment trusts (REITs)," Review of Financial Economics, John Wiley & Sons, vol. 18(2), pages 70-79, April.
  630. Gina Nicolosi, 2009. "The Telling Trades of Mutual Funds," Financial Management, Financial Management Association International, vol. 38(4), pages 915-936, December.
  631. Carol Alexander & Michael Coulon & Yang Han & Xiaochun Meng, 2021. "Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules," Papers 2101.12693, arXiv.org.
  632. Laura Fabregat-Aibar & M. Glòria Barberà-Mariné & Antonio Terceño & Laia Pié, 2019. "A Bibliometric and Visualization Analysis of Socially Responsible Funds," Sustainability, MDPI, vol. 11(9), pages 1-17, May.
  633. Junjie Wu & George Lodorfos & Aftab Dean & Georgios Gioulmpaxiotis, 2017. "The Market Performance of Socially Responsible Investment during Periods of the Economic Cycle – Illustrated Using the Case of FTSE," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 38(2), pages 238-251, March.
  634. Naqvi, Bushra & Rizvi, S.K.A. & Mirza, Nawazish & Reddy, Krishna, 2018. "Religion based investing and illusion of Islamic Alpha and Beta," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 82-106.
  635. Ioannis E. Tsolas, 2020. "The Determinants of the Performance of Precious Metal Mutual Funds," JRFM, MDPI, vol. 13(11), pages 1-10, November.
  636. Basso, Antonella & Funari, Stefania, 2001. "A data envelopment analysis approach to measure the mutual fund performance," European Journal of Operational Research, Elsevier, vol. 135(3), pages 477-492, December.
  637. Alexandros Kostakis, 2009. "Performance measures and incentives: loading negative coskewness to outperform the CAPM," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 463-486.
  638. Aspadarec Waldemar, 2013. "Investment performance of hedge funds," Folia Oeconomica Stetinensia, Sciendo, vol. 13(1), pages 174-185, December.
  639. Feng, Xunan & Zhou, Mingshan & Chan, Kam C., 2014. "Smart money or dumb money? A study on the selection ability of mutual fund investors in China," The North American Journal of Economics and Finance, Elsevier, vol. 30(C), pages 154-170.
  640. Čuljak, Maria & Tomić, Bojan & Žiković, Saša, 2022. "Benefits of sectoral cryptocurrency portfolio optimization," Research in International Business and Finance, Elsevier, vol. 60(C).
  641. Capocci, Daniel, 2006. "Neutrality of market neutral funds," Global Finance Journal, Elsevier, vol. 17(2), pages 309-333, December.
  642. Roberto Casarin & Andrea Piva & Loriana Pelizzon, 2008. "Italian Equity Funds: Efficiency and Performance Persistence," The IUP Journal of Financial Economics, IUP Publications, vol. 0(1), pages 7-28, March.
  643. Liu, Wenbin & Zhou, Zhongbao & Liu, Debin & Xiao, Helu, 2015. "Estimation of portfolio efficiency via DEA," Omega, Elsevier, vol. 52(C), pages 107-118.
  644. Lukas Benz & Martin Rohleder & Janik Syryca & Marco Wilkens, 2019. "Shedding light on the exposure of mutual funds: Which investments drive mutual fund characteristics?," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 534-551, December.
  645. Trabelsi, Mohamed Ali, 2006. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty : What approach?]," MPRA Paper 25442, University Library of Munich, Germany.
  646. Joanne Mar & Ron Bird & Lorenzo Casavecchia & Danny Yeung, 2009. "Fundamental Indexation: An Australian Investigation," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 1-20, June.
  647. Rob Bauer & Rogér Otten & Alireza Tourani Rad, 2006. "New Zealand mutual funds: measuring performance and persistence in performance," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(3), pages 347-363, September.
  648. Katja Funke & Georg Stadtmann, 2004. "Operations of a Pension Fund after the Asian Crisis: The Thai Experience," Asian Economic Journal, East Asian Economic Association, vol. 18(4), pages 439-470, December.
  649. Domian, Dale L. & Reichenstein, William, 1997. "Performance and persistence in money market fund returns," Financial Services Review, Elsevier, vol. 6(3), pages 169-183.
  650. Sebastian Krimm & Hendrik Scholz & Marco Wilkens, 2012. "The Sharpe ratio's market climate bias: Theoretical and empirical evidence from US equity mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 13(4), pages 227-242, August.
  651. Elton, Edwin J. & Gruber, Martin J. & Blake, Christopher R., 2007. "Participant reaction and the performance of funds offered by 401(k) plans," Journal of Financial Intermediation, Elsevier, vol. 16(2), pages 249-271, April.
  652. M. Imtiaz Mazumder & Edward M. Miller & Oscar A. Varela, 2010. "Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(7-8), pages 979-1007.
  653. Begüm Yurteri Kösedağlı & Gül Huyugüzel Kışla & A. Nazif Çatık, 2021. "The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-22, December.
  654. Suthawan Prukumpai, 2015. "Time-varying Industrial Portfolio Betas under the Regime-switching Model: Evidence from the Stock Exchange of Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 22(2), pages 54-76, December.
  655. Walkshäusl, Christian & Lobe, Sebastian, 2010. "Fundamental indexing around the world," Review of Financial Economics, Elsevier, vol. 19(3), pages 117-127, August.
  656. Kristjan Liivamägi & Tarvo Vaarmets & Tõnn Talpsepp, 2014. "Masters of the Stock Market," TUT Economic Research Series 16, Department of Finance and Economics, Tallinn University of Technology.
  657. Ana María Gómez-Bezares & Fernando Gómez-Bezares, 2020. "Catholic Social Thought and Sustainability. Ethical and Economic Alignment," JRFM, MDPI, vol. 14(1), pages 1-22, December.
  658. Roberto Liebscher & Thomas Mählmann, 2017. "Are Professional Investment Managers Skilled? Evidence from Syndicated Loan Portfolios," Management Science, INFORMS, vol. 63(6), pages 1892-1918, June.
  659. Chu Zhang, 2009. "Testing the APT with the Maximum Sharpe Ratio of Extracted Factors," Management Science, INFORMS, vol. 55(7), pages 1255-1266, July.
  660. Carmen Pilar Martí Ballester, 2020. "Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?," Ensayos de Economía 018307, Universidad Nacional de Colombia Sede Medellín.
  661. Ha Nguyen & Bin Liu & Nirav Y. Parikh, 2020. "Exploring the short-term momentum effect in the cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, vol. 17(2), pages 425-443, July.
  662. Majumder, Debasish, 2014. "Asset pricing for inefficient markets: Evidence from China and India," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 282-291.
  663. Wayne E. Ferson, 2013. "Ruminations on Investment Performance Measurement," European Financial Management, European Financial Management Association, vol. 19(1), pages 4-13, January.
  664. Gao, Jun & O’Sullivan, Niall & Sherman, Meadhbh, 2020. "An evaluation of Chinese securities investment fund performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 249-259.
  665. John Watson & James Delaney & Michael Dempsey & J. Wickramanayake, 2016. "Australian superannuation (pension) fund product ratings and performance: A guide for fund managers," Australian Journal of Management, Australian School of Business, vol. 41(2), pages 189-211, May.
  666. Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
  667. Florian Röder & Andreas Walter, 2019. "What Drives Investment Flows Into Social Trading Portfolios?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 42(2), pages 383-411, July.
  668. Dahlquist, Magnus & Odegaard, Bernt Arne, 2018. "A Review of Norges Bank's Active Management of the Government Pension Fund Global," UiS Working Papers in Economics and Finance 2018/1, University of Stavanger.
  669. Alexander Berglund & Massimo Guidolin & Manuela Pedio, 2020. "Monetary policy after the crisis: A threat to hedge funds' alphas?," Journal of Asset Management, Palgrave Macmillan, vol. 21(3), pages 219-238, May.
  670. Semen Son Turan, 2014. "Internet Search Volume and Stock Return Volatility: The Case of Turkish Companies," Information Management and Business Review, AMH International, vol. 6(6), pages 317-328.
  671. Spiegler, Ran, 2020. "A simple model of a money-management market with rational and extrapolative investors," European Economic Review, Elsevier, vol. 127(C).
  672. Bhabra, Harjeet S. & Hossain, Ashrafee T., 2017. "Impact of SOX on the returns to targets and acquirers in corporate tender offers," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 1-19.
  673. Kent Smetters & Xingtan Zhang, 2013. "A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks," NBER Working Papers 19500, National Bureau of Economic Research, Inc.
  674. Amparo Soler‐Domínguez & Juan Carlos Matallín‐Sáez & Diego Víctor de Mingo‐López & Emili Tortosa‐Ausina, 2021. "Looking for sustainable development: Socially responsible mutual funds and the low‐carbon economy," Business Strategy and the Environment, Wiley Blackwell, vol. 30(4), pages 1751-1766, May.
  675. M. Kabir Hassan & William J. Hippler III, 2014. "Partial Adjustment Toward Equilibrium Mutual Fund Allocations: Evidence from U.S.-based Equity Mutual Funds," NFI Working Papers 2014-WP-01, Indiana State University, Scott College of Business, Networks Financial Institute.
  676. Harjoto, Maretno A. & Hoepner, Andreas G.F. & Li, Qian, 2021. "Corporate social irresponsibility and portfolio performance: A cross-national study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
  677. David R. King & Rebecca J. Slotegraaf & Idalene Kesner, 2008. "Performance Implications of Firm Resource Interactions in the Acquisition of R&D-Intensive Firms," Organization Science, INFORMS, vol. 19(2), pages 327-340, April.
  678. Brown, David C. & Davies, Shaun William, 2017. "Moral hazard in active asset management," Journal of Financial Economics, Elsevier, vol. 125(2), pages 311-325.
  679. H. J. Turtle & Kainan Wang, 2017. "The Value In Fundamental Accounting Information," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(1), pages 113-140, March.
  680. Luca J. Liebi, 2020. "The effect of ETFs on financial markets: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 165-178, June.
  681. Muhammad Zeeshan & Jiabin Han & Alam Rehman & Kashif Saleem & Raza Ullah Shah & Amir Ishaque & Naveed Farooq & Arif Hussain, 2020. "Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality," International Journal of Economics and Financial Issues, Econjournals, vol. 10(4), pages 151-157.
  682. Wei Chen & Yuxi Gai & Pankaj Gupta, 2018. "Efficiency evaluation of fuzzy portfolio in different risk measures via DEA," Annals of Operations Research, Springer, vol. 269(1), pages 103-127, October.
  683. Morten Balling & Ernest Gnan, 2013. "The development of financial markets and financial theory: 50 years of interaction," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 5, pages 157-194, SUERF - The European Money and Finance Forum.
  684. Martijn Cremers & Joost Driessen & Pascal Maenhout & David Weinbaum, 2005. "Does Skin in the Game Matter? Director Incentives and Governance in the Mutual Fund Industry," Yale School of Management Working Papers amz2470, Yale School of Management, revised 01 Nov 2008.
  685. Martin Rohleder, 2015. "The Relation between Past Flows and Future Performance: Simple Investment Strategies in the Mutual Fund Sector," IJFS, MDPI, vol. 3(1), pages 1-28, February.
  686. Madura, Jeff & Bers, Martina K., 2002. "The performance persistence of foreign closed-end funds," Review of Financial Economics, Elsevier, vol. 11(4), pages 263-285.
  687. Monika Mościbrodzka, 2021. "Alternative investment funds – the evaluation of managers’ abilities in the light of the amendments to the Act on Investment Fund," Bank i Kredyt, Narodowy Bank Polski, vol. 52(6), pages 517-544.
  688. Mercedes Alda, 2016. "Manager Characteristics and Manager-Replacement: How Is Pension Fund Performance Affected?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 161-180, April.
  689. Patro, Dilip Kumar, 2001. "Measuring performance of international closed-end funds," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1741-1767, September.
  690. Del Guercio, Diane & Dann, Larry Y. & Partch, M. Megan, 2003. "Governance and boards of directors in closed-end investment companies," Journal of Financial Economics, Elsevier, vol. 69(1), pages 111-152, July.
  691. Fernando Avalos & Emmanuel C Mamatzakis, 2018. "Euro area unconventional monetary policy and bank resilience," BIS Working Papers 754, Bank for International Settlements.
  692. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Working Papers 111, Princeton University, Department of Economics, Center for Economic Policy Studies..
  693. Peláez, Rolando F., 2015. "Market-timing the business cycle," Review of Financial Economics, Elsevier, vol. 26(C), pages 55-64.
  694. A. Joseph Warburton, 2012. "Competition in Financial Services: Evidence from British Mutual Funds," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 9(4), pages 827-858, December.
  695. DeRoon, Frans A. & Nijman, Theo E., 2001. "Testing for mean-variance spanning: a survey," Journal of Empirical Finance, Elsevier, vol. 8(2), pages 111-155, May.
  696. Gharghori, Philip & Mudumba, Shifali & Veeraraghavan, Madhu, 2007. "How smart is money? An investigation into investor behaviour in the Australian managed fund industry," Pacific-Basin Finance Journal, Elsevier, vol. 15(5), pages 494-513, November.
  697. Payne, Thomas H. & Prather, Laurie & Bertin, William, 1999. "Value Creation and Determinants of Equity Fund Performance," Journal of Business Research, Elsevier, vol. 45(1), pages 69-74, May.
  698. Gourieroux, C. & Jouneau, F., 1999. "Econometrics of efficient fitted portfolios," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 87-118, January.
  699. Jacek Lipiec, 2014. "Capital Asset Pricing Model Testing at Warsaw Stock Exchange: Are Family Businesses the Remedy for Economic Recessions?," IJFS, MDPI, vol. 2(3), pages 1-14, July.
  700. Cesari, Riccardo & Panetta, Fabio, 2002. "The performance of Italian equity funds," Journal of Banking & Finance, Elsevier, vol. 26(1), pages 99-126, January.
  701. Marcella Lucchetta & Michael Donadelli, 2012. "Emerging Stock Premia: Do Industries Matter?," Working Papers 2012_22, Department of Economics, University of Venice "Ca' Foscari".
  702. Shan, Shan & Umar, Muhammad & Mirza, Nawazish, 2022. "Can robo advisors expedite carbon transitions? Evidence from automated funds," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
  703. Chang, Eric & Eun, Cheol S. & Kolodny, Richard, 1995. "International diversification through closed-end country funds," Journal of Banking & Finance, Elsevier, vol. 19(7), pages 1237-1263, October.
  704. Jordão, Gustavo A. & de Moura, Marcelo L., 2011. "Performance analysis of Brazilian hedge funds," Journal of Multinational Financial Management, Elsevier, vol. 21(3), pages 165-176, July.
  705. Keith Pilbeam & Hamish Preston, 2019. "An Empirical Investigation of the Performance of Japanese Mutual Funds: Skill or Luck?," IJFS, MDPI, vol. 7(1), pages 1-16, January.
  706. Chou, De-Wai & Huang, Pei-Ching & Lai, Christine W., 2016. "New mutual fund managers: Why do they alter portfolios?," Journal of Business Research, Elsevier, vol. 69(6), pages 2167-2175.
  707. Hentati-Kaffel, Rania & de Peretti, Philippe, 2015. "Generalized runs tests to detect randomness in hedge funds returns," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 608-615.
  708. Abhay Kaushik, 2012. "The impact of flow of funds and management style on abnormal performance," Journal of Asset Management, Palgrave Macmillan, vol. 13(5), pages 327-338, October.
  709. Marie Brière & Ariane Szafarz, 2021. "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 641-669, September.
  710. Allen, Douglas E. & McGoun, Elton G. & Kester, George W., 2000. "A sociological explanation of financial market growth," International Review of Financial Analysis, Elsevier, vol. 9(4), pages 421-432.
  711. Bruni, Renato & Cesarone, Francesco & Scozzari, Andrea & Tardella, Fabio, 2017. "On exact and approximate stochastic dominance strategies for portfolio selection," European Journal of Operational Research, Elsevier, vol. 259(1), pages 322-329.
  712. Azmi, Wajahat & Mohamad, Shamsher & Shah, Mohamed Eskandar, 2018. "Nonfinancial traits and financial smartness: International evidence from Shariah-compliant and Socially responsible funds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 201-217.
  713. Peter C. Dawson, 2015. "The capital asset pricing model in economic perspective," Applied Economics, Taylor & Francis Journals, vol. 47(6), pages 569-598, February.
  714. Narander Kumar Nigam & C. P. Gupta, 2021. "Correlation-based Diversification and Firm Performance: An Empirical Investigation of India," Global Business Review, International Management Institute, vol. 22(2), pages 442-458, April.
  715. Yanan Li & Wenjun Wang, 2022. "Company visits and mutual fund performance: new evidence on managerial skills," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 504-521, October.
  716. Gábor Bóta & Mihály Ormos, 2015. "Development of stock market pricing in Central and Eastern Europe through two decades after the transition," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 42(4), pages 685-708, November.
  717. Carlos Pestana Barros & Maria Teresa Medeiros Garcia, 2006. "Performance Evaluation of Pension Funds Management Companies with Data Envelopment Analysis," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 9(2), pages 165-188, September.
  718. Ellis, Craig A. & Parbery, Simon A., 2005. "Is smarter better? A comparison of adaptive, and simple moving average trading strategies," Research in International Business and Finance, Elsevier, vol. 19(3), pages 399-411, September.
  719. Ying Liao & Cuixia Li & Lei Jiang & Liang Peng, 2021. "Quantifying Diseconomies Of Scale For Mutual Funds," Annals of Economics and Finance, Society for AEF, vol. 22(1), pages 1-24, May.
  720. Abramov, Alexander (Абрамов, Александр) & Akshentseva, Kseniya (Акшенцева, Ксения) & Radygin, Alexander (Радыгин, Александр), 2015. "The effectiveness of mutual funds: theoretical approaches and the experience of Russia [Эффективность Паевых Инвестиционных Фондов: Теоретические Подходы И Опыт России]," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 60-86.
  721. Dariusz Filip, 2018. "The impact of fund attributes on performance: Empirical evidence for Polish equity funds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 465-488.
  722. Andreu, Laura & Matallín-Sáez, Juan Carlos & Sarto, José Luis, 2018. "Mutual fund performance attribution and market timing using portfolio holdings," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 353-370.
  723. Wagner, Moritz & Margaritis, Dimitris, 2017. "All about fun(ds) in emerging markets? The case of equity mutual funds," Emerging Markets Review, Elsevier, vol. 33(C), pages 62-78.
  724. Mercedes Alda & Luis Ferruz, 2012. "The Role of Fees in Pension Fund Performance. Evidence from Spain," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 62(6), pages 518-535, December.
  725. Joop Huij & Marno Verbeek, 2009. "On the Use of Multifactor Models to Evaluate Mutual Fund Performance," Financial Management, Financial Management Association International, vol. 38(1), pages 75-102, March.
  726. Sabastian Utz & Maximillian Wimmer, 2014. "Are they any good at all? A financial and ethical analysis of socially responsible mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 15(1), pages 72-82, February.
  727. Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017. "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 133-150.
  728. Fletcher, Jonathan & Basu, Devraj, 2016. "An examination of the benefits of dynamic trading strategies in U.K. closed-end funds," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 109-118.
  729. Gao, Jun & O’Sullivan, Niall & Sherman, Meadhbh, 2017. "Performance persistence in Chinese securities investment funds," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1467-1477.
  730. Tariq Haque & Abdullahi D. Ahmed, 2015. "The Relationship between Australian Mutual Fund Fees and Risk-Adjusted Performance in Differing Economic Conditions," Australian Economic Papers, Wiley Blackwell, vol. 54(1), pages 1-21, March.
  731. Bruce N. Lehmann & David M. Modest, 1985. "Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons," NBER Working Papers 1721, National Bureau of Economic Research, Inc.
  732. Joro, Tarja & Na, Paul, 2006. "Portfolio performance evaluation in a mean-variance-skewness framework," European Journal of Operational Research, Elsevier, vol. 175(1), pages 446-461, November.
  733. Meligkotsidou, Loukia & Vrontos, Ioannis D. & Vrontos, Spyridon D., 2009. "Quantile regression analysis of hedge fund strategies," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 264-279, March.
  734. Karagiannidis, Iordanis, 2012. "The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios," Review of Financial Economics, Elsevier, vol. 21(3), pages 153-158.
  735. Döpke, Jörg & Müller, Karsten & Tegtmeier, Lars, 2018. "The economic value of business cycle forecasts for potential investors – Evidence from Germany," Research in International Business and Finance, Elsevier, vol. 46(C), pages 445-461.
  736. Dan W. French & Glenn V. Henderson Jr., 1981. "Substitute Hedged Option Portfolios: Theory And Evidence," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(1), pages 21-31, March.
  737. Jose Olmo & William Pouliot, 2014. "Tests to Disentangle Breaks in Intercept from Slope in Linear Regression Models with Application to Management Performance in the Mutual Fund Industry," Discussion Papers 14-02, Department of Economics, University of Birmingham.
  738. Nicholas Moehle & Stephen Boyd & Andrew Ang, 2021. "Portfolio Performance Attribution via Shapley Value," Papers 2102.05799, arXiv.org.
  739. Hsu, Liwu & Kaufmann, Patrick & Srinivasan, Shuba, 2017. "How Do Franchise Ownership Structure and Strategic Investment Emphasis Influence Stock Returns and Risks?," Journal of Retailing, Elsevier, vol. 93(3), pages 350-368.
  740. Stuart Locke & Kartick Gupta, 2009. "Applicability of Contrarian Strategy in the Bombay Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 165-189, May.
  741. William L. Beedles & Peter Dodd & R. R. Officer, 1988. "Regularities in Australian Share Returns," Australian Journal of Management, Australian School of Business, vol. 13(1), pages 1-29, June.
  742. Brian J. Bushee & Theodore H. Goodman, 2007. "Which Institutional Investors Trade Based on Private Information About Earnings and Returns?," Journal of Accounting Research, Wiley Blackwell, vol. 45(2), pages 289-321, May.
  743. Łukasz Dopierała & Magdalena Mosionek-Schweda & Daria Ilczuk, 2020. "Does the Asset Allocation Policy Affect the Performance of Climate-Themed Funds? Empirical Evidence from the Scandinavian Mutual Funds Market," Sustainability, MDPI, vol. 12(2), pages 1-23, January.
  744. Akshatha Suvarna, 2022. "Timing and Selectivity Performance of Mutual Fund Managers: Application of Conditional Models to Indian Equity Diversified Mutual funds," Jindal Journal of Business Research, , vol. 11(1), pages 81-98, June.
  745. Marielle Jong & Dan diBartolomeo, 2021. "Multiple alpha sources and portfolio design," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 389-390, October.
  746. Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016. "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, vol. 36(C), pages 351-361.
  747. Akira Yamazaki, 2015. "Asset Pricing With Non-Geometric Type Of Dividends," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-38, December.
  748. Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano, 2016. "Does the earnings quality matter? Evidence from a quasi-experimental setting," Finance Research Letters, Elsevier, vol. 19(C), pages 146-157.
  749. Benoît Dewaele, 2013. "Portfolio Optimization for Hedge Funds through Time-Varying Coefficients," Working Papers CEB 13-032, ULB -- Universite Libre de Bruxelles.
  750. Rakowski, David & Shirley, Sara, 2020. "What drives the market for exchange-traded notes?," Journal of Banking & Finance, Elsevier, vol. 111(C).
  751. Muteba Mwamba, John, 2013. "Posterior outperformance, selectivity and market timing skills in hedge funds: do they persist altogether?," MPRA Paper 64388, University Library of Munich, Germany.
  752. Suresh Nallareddy & Maria Ogneva, 2017. "Accrual quality, skill, and the cross-section of mutual fund returns," Review of Accounting Studies, Springer, vol. 22(2), pages 503-542, June.
  753. Andreas Hoepner & Thereza Aguiar & Ravi Majithia, 2014. "The Level of Compliance with the International Code of Marketing of Breast-Milk Substitutes: Does it Matter to Stock Markets?," Journal of Business Ethics, Springer, vol. 119(3), pages 329-348, February.
  754. Braun, Benjamin, 2016. "Gross, greed, and ETFs: The case for a microfounded political economy of the investment chain," economic sociology. perspectives and conversations, Max Planck Institute for the Study of Societies, vol. 17(3), pages 6-13.
  755. Michel Blanchard & Philippe Bernard, 2017. "The performance of mutual funds on French stock market: Do star funds' managers exist or do funds have to hire chimpanzees?," Working Papers hal-01515492, HAL.
  756. Edel Barnes & M. Scott, 2008. "Active Versus Passive Investing - An Analysis of UK Equity Markets, 1991-2005," JRFM, MDPI, vol. 1(1), pages 1-29, December.
  757. Randy I. Anderson & Christopher M. Brockman & Christos Giannikos & Robert W. McLeod, 2004. "A Non-Parametric Examination of Real Estate Mutual Fund Efficiency," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 3(3), pages 225-238, December.
  758. Jackowicz, Krzysztof & Kowalewski, Oskar, 2012. "Crisis, internal governance mechanisms and pension fund performance: Evidence from Poland," Emerging Markets Review, Elsevier, vol. 13(4), pages 493-515.
  759. Robert F. Stambaugh, 2014. "Investment Noise and Trends," NBER Working Papers 20072, National Bureau of Economic Research, Inc.
  760. Fadillah Mansor & M. Ishaq Bhatti & Shafiqur Rahman & Hung Quang Do, 2020. "The Investment Performance of Ethical Equity Funds in Malaysia," JRFM, MDPI, vol. 13(9), pages 1-14, September.
  761. Benson, Karen L. & Faff, Robert W., 2004. "The relationship between exchange rate exposure, currency risk management and performance of international equity funds," Pacific-Basin Finance Journal, Elsevier, vol. 12(3), pages 333-357, June.
  762. Alda, Mercedes & Andreu, Laura & Sarto, José Luis, 2017. "Learning about individual managers’ performance in UK pension funds: The importance of specialization," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 654-667.
  763. Robert Faff & Annette Nguyen & Bonnie H.I. Ip & Philip Gharghori, 2012. "Return-based Style Analysis in Australian Funds," Multinational Finance Journal, Multinational Finance Journal, vol. 16(3-4), pages 155-188, September.
  764. Jay C. Hartzell & Tobias Mühlhofer & Sheridan D. Titman, 2010. "Alternative Benchmarks for Evaluating Mutual Fund Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(1), pages 121-154, March.
  765. Luo, Mancy, 2017. "Essays in financial intermediation and political economy," Other publications TiSEM 146f40d3-6c89-4c6d-8fea-1, Tilburg University, School of Economics and Management.
  766. S. Sudha, 2015. "Risk-return and Volatility analysis of Sustainability Index in India," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 17(6), pages 1329-1342, December.
  767. Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021. "Global factor premiums," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1128-1154.
  768. McCrae, Michael & Tippett, Mark, 1987. "Estimating rates of return on Australian superannuation funds," Insurance: Mathematics and Economics, Elsevier, vol. 6(3), pages 213-220, July.
  769. Hussein, Khaled A., 2004. "Ethical Investment: Empirical Evidence From Ftse Islamic Index," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 12, pages 22-40.
  770. De Marchi, Raffaele, 2006. "La persistance des performances des OPCVM actions françaises [The persistence of French equity mutual funds]," MPRA Paper 92549, University Library of Munich, Germany.
  771. Grauer, Robert R. & Hakansson, Nils H., 1995. "Stein and CAPM estimators of the means in asset allocation," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 35-66.
  772. Pinnuck, Matt, 2003. "An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(4), pages 811-828, December.
  773. Heng-Hsing Hsieh, 2013. "A Review of Performance Evaluation Measures for Actively-Managed Portfolios," Journal of Economics and Behavioral Studies, AMH International, vol. 5(12), pages 815-824.
  774. Angel Zhong, 2022. "Institutional trading in stock market anomalies in Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(1), pages 893-930, March.
  775. Casavecchia, Lorenzo & Ge, Chanyuan, 2019. "Jack of all trades versus specialists: Fund family specialization and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 69-85.
  776. Garcia, Maria Teresa Medeiros, 2010. "Efficiency evaluation of the Portuguese pension funds management companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(3), pages 259-266, July.
  777. Zhou, Zhongbao & Xiao, Helu & Jin, Qianying & Liu, Wenbin, 2018. "DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure," European Journal of Operational Research, Elsevier, vol. 269(1), pages 111-131.
  778. Eckbo, B. Espen & Masulis, Ronald W. & Norli, Oyvind, 2000. "Seasoned public offerings: resolution of the 'new issues puzzle'," Journal of Financial Economics, Elsevier, vol. 56(2), pages 251-291, May.
  779. Madanoglu, Melih & Lee, Kyuho & Castrogiovanni, Gary J., 2011. "Franchising and firm financial performance among U.S. restaurants," Journal of Retailing, Elsevier, vol. 87(3), pages 406-417.
  780. Ekholm, Anders G., 2012. "Portfolio returns and manager activity: How to decompose tracking error into security selection and market timing," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 349-358.
  781. Laurie Prather & William J. Bertin & Thomas Henker, 2004. "Mutual fund characteristics, managerial attributes, and fund performance," Review of Financial Economics, John Wiley & Sons, vol. 13(4), pages 305-326.
  782. Hammami, Yacine & Jilani, Faouzi & Oueslati, Abdelmonem, 2013. "Mutual fund performance in Tunisia: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 29(C), pages 35-51.
  783. Hao Jiang & Michela Verardo, "undated". "Does herding behavior reveal skill? An analysis of mutual fund performance," FMG Discussion Papers dp720, Financial Markets Group.
  784. Kamoike, Osamu, 1981. "Theory of Demand for a Mutual Fund under Asymmetric Information," Economic Review, Hitotsubashi University, vol. 32(4), pages 332-346, October.
  785. Jonathan B. Berk & Jules H. van Binsbergen, 2012. "Measuring Managerial Skill in the Mutual Fund Industry," NBER Working Papers 18184, National Bureau of Economic Research, Inc.
  786. Mei, Bin & Clutter, Michael L., 2020. "Return and information transmission of public and private timberland markets in the United States," Forest Policy and Economics, Elsevier, vol. 113(C).
  787. Prokopczuk, Marcel & Rachev, Svetlozar T. & Schindlmayr, Gero & Truck, Stefan, 2007. "Quantifying risk in the electricity business: A RAROC-based approach," Energy Economics, Elsevier, vol. 29(5), pages 1033-1049, September.
  788. Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2019. "Does it pay to pay performance fees? Empirical evidence from Dutch pension funds," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 299-312.
  789. Gao, Lei & Mei, Bin, 2013. "Investor attention and abnormal performance of timberland investments in the United States," Forest Policy and Economics, Elsevier, vol. 28(C), pages 60-65.
  790. Pinar Basgoze & Yilmaz Yildiz & Selin Metin Camgoz, 2016. "Effect of brand value announcements on stock returns: empirical evidence from Turkey," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 17(6), pages 1252-1269, November.
  791. Feldman, David & Saxena, Konark & Xu, Jingrui, 2020. "Is the active fund management industry concentrated enough?," Journal of Financial Economics, Elsevier, vol. 136(1), pages 23-43.
  792. Vidal-García, Javier, 2013. "The persistence of European mutual fund performance," Research in International Business and Finance, Elsevier, vol. 28(C), pages 45-67.
  793. Berkowitz, Michael K. & Kotowitz, Yehuda, 2002. "Managerial quality and the structure of management expenses in the US mutual fund industry," International Review of Economics & Finance, Elsevier, vol. 11(3), pages 315-330.
  794. Juan Carlos Matallin & Luisa Nieto, 2002. "Mutual funds as an alternative to direct stock investment: A cointegration approach," Applied Financial Economics, Taylor & Francis Journals, vol. 12(10), pages 743-750.
  795. Jin, Liang & Taffler, Richard & Eshraghi, Arman & Tosun, Onur Kemal, 2020. "Fund manager conviction and investment performance," International Review of Financial Analysis, Elsevier, vol. 71(C).
  796. Amit Goyal, 2012. "Empirical cross-sectional asset pricing: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(1), pages 3-38, March.
  797. Yue Xu, 2022. "Reallocation of Mutual Fund Managers and Capital Raising Ability," CREATES Research Papers 2022-11, Department of Economics and Business Economics, Aarhus University.
  798. Bianchi, Daniele & Babiak, Mykola, 2021. "On the Performance of Cryptocurrency Funds," Working Paper Series 408, Sveriges Riksbank (Central Bank of Sweden).
  799. Coen, Alain & Racicot, Francois-Eric, 2007. "Capital asset pricing models revisited: Evidence from errors in variables," Economics Letters, Elsevier, vol. 95(3), pages 443-450, June.
  800. Jem Tugwell, 2011. "Skill or luck? The role of strategies and scenario analysis as a competitive differentiator for fund management firms," Journal of Asset Management, Palgrave Macmillan, vol. 12(4), pages 281-291, September.
  801. Felipe Arias Fogliano de Souza Cunha & Erick Meira de Oliveira & Renato J. Orsato & Marcelo Cabus Klotzle & Fernando Luiz Cyrino Oliveira & Rodrigo Goyannes Gusmão Caiado, 2020. "Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets," Business Strategy and the Environment, Wiley Blackwell, vol. 29(2), pages 682-697, February.
  802. Javier Vidal-García & Marta Vidal & Sabri Boubaker & Majdi Hassan, 2018. "The efficiency of mutual funds," Annals of Operations Research, Springer, vol. 267(1), pages 555-584, August.
  803. Chen, Yong & Ferson, Wayne & Peters, Helen, 2010. "Measuring the timing ability and performance of bond mutual funds," Journal of Financial Economics, Elsevier, vol. 98(1), pages 72-89, October.
  804. Tanzeem Hasnat, 2021. "Infrastructure Equity and Firm Performance in India," Millennial Asia, , vol. 12(1), pages 97-115, April.
  805. Paulo Armada Leite & Maria Ceu Cortez, 2009. "Conditioning information in mutual fund performance evaluation: Portuguese evidence," The European Journal of Finance, Taylor & Francis Journals, vol. 15(5-6), pages 585-605.
  806. Rolando F. Peláez, 2015. "Market‐timing the business cycle," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 55-64, September.
  807. Shin, Sangheon & Soydemir, Gökçe, 2010. "Exchange-traded funds, persistence in tracking errors and information dissemination," Journal of Multinational Financial Management, Elsevier, vol. 20(4-5), pages 214-234, December.
  808. Fu, Yufen & Blazenko, George W., 2017. "Normative portfolio theory," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 240-251.
  809. Bruno R. Arthur & Ani L. Katchova, 2015. "Accrual Anomaly for Agribusiness Stocks," Agribusiness, John Wiley & Sons, Ltd., vol. 31(3), pages 372-387, June.
  810. Jeffrey A. Busse & Tarun Chordia & Lei Jiang & Yuehua Tang, 2021. "Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance," Management Science, INFORMS, vol. 67(2), pages 1227-1248, February.
  811. André F. Perold, 2004. "The Capital Asset Pricing Model," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 3-24, Summer.
  812. Fu, Yufen & Wright, Danika & Blazenko, George, 2020. "Ethical Investing Has No Portfolio Performance Cost," Research in International Business and Finance, Elsevier, vol. 52(C).
  813. Cao, Charles & Iliev, Peter & Velthuis, Raisa, 2017. "Style drift: Evidence from small-cap mutual funds," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 42-57.
  814. Bradley Jones, 2015. "Asset Bubbles: Re-thinking Policy for the Age of Asset Management," IMF Working Papers 2015/027, International Monetary Fund.
  815. Herrmann, Ulf & Rohleder, Martin & Scholz, Hendrik, 2016. "Does style-shifting activity predict performance? Evidence from equity mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 112-130.
  816. Jun Huang & Albert Y. Wang, 2015. "The Predictability of Managerial Heterogeneities in Mutual Funds," Financial Management, Financial Management Association International, vol. 44(4), pages 947-979, October.
  817. Fernando Gómez-Bezares & Fernando R. Gómez-Bezares & David McMillan, 2015. "Don’t use quotients to calculate performance," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1065584-106, December.
  818. Fletcher, Jonathan & Hillier, Joe, 2005. "An examination of linear factor models in country equity asset allocation strategies," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(4-5), pages 808-823, September.
  819. W. B. Brueggeman & A. H. Chen & T. G. Thibodeau, 1984. "Real Estate Investment Funds: Performance and Portfolio Considerations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 333-354, September.
  820. Laura Andreu & Lydia Mateos & José Luis Sarto, 2017. "The Value Added by Trading Based on Valuation Criteria," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 327-352, September.
  821. David R. Gallagher & Elvis Jarnecic, 2002. "The Performance of Active Australian Bond Funds," Australian Journal of Management, Australian School of Business, vol. 27(2), pages 163-185, December.
  822. Lars Hornuf & Gül Yüksel, 2022. "The Performance of Socially Responsible Investments: A Meta-Analysis," CESifo Working Paper Series 9724, CESifo.
  823. Sílvia Ysàs & Magda Costa, 2011. "Fishing In Troubled Waters: The Lull Before The Storm," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 1(1), pages 51-65, June.
  824. David C. Leonard & Nicholas R. Noble, 1981. "Estimation Of Time—Varying Systematic Risk And Investment Performance: Closed—End Investment Companies," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(2), pages 109-120, June.
  825. Annaert, Jan & van den Broeck, Julien & Vander Vennet, Rudi, 2003. "Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach," European Journal of Operational Research, Elsevier, vol. 151(3), pages 617-632, December.
  826. Fernando Gómez-Bezares & Fernando R. Gómez-Bezares, 2012. "Classic performance indexes revisited: axiomatic and applications," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 467-470, March.
  827. Pankaj K. Agarwal & H. K. Pradhan, 2018. "Mutual Fund Performance Using Unconditional Multifactor Models: Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 157-184, August.
  828. Alexander Schaefer & Isabel Schnabel & Beatrice Weder di Mauro, 2013. "Financial Sector Reform After the Crisis: Has Anything Happened?," Working Papers 1304, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 24 May 2013.
  829. Victoria Y M Suen & Matthew R G Brown & Randall K Morck & Peter H Silverstone, 2014. "Regional Brain Changes Occurring during Disobedience to “Experts” in Financial Decision-Making," PLOS ONE, Public Library of Science, vol. 9(1), pages 1-10, January.
  830. Daniele Bianchi & Mykola Babiak, 2020. "On the Performance of Cryptocurrency Funds," CERGE-EI Working Papers wp672, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  831. Bingxin Li & Natalia Piqueira, 2019. "State-dependent size and value premium: evidence from a regime-switching asset pricing model," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 229-249, May.
  832. Li Xian Liu & Fuming Jiang & Jizhong Li & Omar Al Farooque, 2021. "Antecedents of Equity Fund Performance: A Contingency Perspective," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 24(01), pages 1-40, March.
  833. Breloer, Bernhard & Scholz, Hendrik & Wilkens, Marco, 2014. "Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 58-77.
  834. Greene, Jason T. & Hodges, Charles W. & Rakowski, David A., 2007. "Daily mutual fund flows and redemption policies," Journal of Banking & Finance, Elsevier, vol. 31(12), pages 3822-3842, December.
  835. Habib, Michel Antoine & Johnsen, D. Bruce, 2015. "The quality-assuring role of mutual fund advisory fees," CEPR Discussion Papers 10438, C.E.P.R. Discussion Papers.
  836. Lai Wan-Ni, 2012. "Faith matters? A closer look at the performance of belief-based equity investments," Journal of Asset Management, Palgrave Macmillan, vol. 13(6), pages 421-436, December.
  837. Chia-Cheng Chen & Yisheng Liu & Ting-Hsin Hsu, 2019. "An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 1-10.
  838. Nathan Mwenda Mutwiri & Job Omagwa & Lucy Wamugo, 2021. "Systematic risk and performance of stock market in Kenya," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 10(4), pages 204-214, June.
  839. Joseph T.L. Ooi, 2010. "The compensation structure of REIT managers: impact on stock valuation and performance," Journal of Property Research, Taylor & Francis Journals, vol. 26(4), pages 309-328, May.
  840. Adit Chopra, 2020. "A Data Envelopment Analysis Approach to Benchmark the Performance of Mutual Funds in India," Papers 2008.10952, arXiv.org.
  841. Gbenga Ibikunle & Carmen‐Pilar Martí‐Ballester, 2022. "Can water mutual funds aid sustainable development?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1173-1190, January.
  842. Gert Elaut & Michael Frömmel & Alexander Mende, 2017. "Duration Dependence, Behavioral Restrictions, and the Market Timing Ability of Commodity Trading Advisors," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 427-450, September.
  843. Cici, Gjergji & Jaspersen, Stefan & Kempf, Alexander, 2015. "Speed of information diffusion within fund families," CFR Working Papers 15-02, University of Cologne, Centre for Financial Research (CFR).
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.