-
1
-
-
38249009666
-
UK unit trust performance 1980-1989: A passive time-varying approach
-
Black., A, P. Fraser and D. Power (1992), 'UK Unit Trust Performance 1980-1989: A Passive Time-Varying Approach', Journal of Banking and Finance (September), pp. 1015-33.
-
(1992)
Journal of Banking and Finance
, Issue.SEPTEMBER
, pp. 1015-1033
-
-
Black, A.1
Fraser, P.2
Power, D.3
-
2
-
-
0039252052
-
On the timing ability of mutual fund managers
-
Bollen, N. and J. Busse (2001), 'On the Timing Ability of Mutual Fund Managers', Journal of Finance, Vol. 56, No. 3, pp. 1075-94.
-
(2001)
Journal of Finance
, vol.56
, Issue.3
, pp. 1075-1094
-
-
Bollen, N.1
Busse, J.2
-
4
-
-
34447641644
-
The weekend and reverse weekend, effects: An analysis by month of the year, week of the month, and industry
-
Brusa, J., P. Liu and C. Schulman (2003), 'The Weekend and Reverse Weekend, Effects: An Analysis by Month of the Year, Week of the Month, and Industry', Journal of Business Finance & Accounting, Vol. 30, pp. 863-90.
-
(2003)
Journal of Business Finance & Accounting
, vol.30
, pp. 863-890
-
-
Brusa, J.1
Liu, P.2
Schulman, C.3
-
5
-
-
0002624840
-
On persistence in mutual fund performance
-
Carhart, M. (1997), 'On Persistence in Mutual Fund Performance', Journal of Finance, Vol. 52, No. 1, pp. 57-82.
-
(1997)
Journal of Finance
, vol.52
, Issue.1
, pp. 57-82
-
-
Carhart, M.1
-
6
-
-
85015629036
-
A cross-sectional analysis of mutual funds' market timing and security skill
-
Chen, C., L. Cheng, S. Rahman and A. Chan (1992), 'A Cross-sectional Analysis of Mutual Funds' Market Timing and Security Skill', Journal of Business Finance & Accounting, Vol. 19, pp. 659-75.
-
(1992)
Journal of Business Finance & Accounting
, vol.19
, pp. 659-675
-
-
Chen, C.1
Cheng, L.2
Rahman, S.3
Chan, A.4
-
7
-
-
27844461379
-
Relative performance evaluation of mutual funds: A non-parametric approach
-
Choi, Y. and B. Murthi (2001), 'Relative Performance Evaluation of Mutual Funds: A Non-Parametric Approach', Journal of Business Finance of Accounting, Vol. 28, Nos. 7/8, pp. 853-76.
-
(2001)
Journal of Business Finance of Accounting
, vol.28
, Issue.7-8
, pp. 853-876
-
-
Choi, Y.1
Murthi, B.2
-
8
-
-
0039561990
-
Measuring mutual fund performance with characteristic-based benchmarks
-
Daniel, K., M. Grinblatt, S. Titman and R. Wermers (1997), 'Measuring Mutual Fund Performance with Characteristic-Based Benchmarks', Journal of Finance, Vol. 52, No. 3 (July), pp. 1035-58.
-
(1997)
Journal of Finance
, vol.52
, Issue.3 JULY
, pp. 1035-1058
-
-
Daniel, K.1
Grinblatt, M.2
Titman, S.3
Wermers, R.4
-
10
-
-
0347611286
-
How big is the premium for currency risk?
-
De Santis, G. and B. Gerard (1998), 'How Big is the Premium for Currency Risk?', Journal of Financial Economics, Vol. 49. pp. 375-412.
-
(1998)
Journal of Financial Economics
, vol.49
, pp. 375-412
-
-
De Santis, G.1
Gerard, B.2
-
11
-
-
84963198140
-
Unit trust objectives and investor choice
-
Draper, P. (1986), 'Unit Trust Objectives and Investor Choice', Applied Economics, Vol. 18, pp. 157-72.
-
(1986)
Applied Economics
, vol.18
, pp. 157-172
-
-
Draper, P.1
-
12
-
-
2642714122
-
-
July-August, London, UK
-
EIRiS (1997), The Ethical Investor (July-August, London, UK).
-
(1997)
The Ethical Investor
-
-
-
15
-
-
27844569711
-
-
Winter, London, UK
-
_ (2003/4), The Ethical Investor (Winter, London, UK).
-
(2003)
The Ethical Investor
-
-
-
16
-
-
21144474059
-
Efficiency with costly information: A reinterpretation of evidence from managed portfolios
-
Elton, E., M. Gruber, S. Das and M. Hlavka (1993), 'Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios', The Review of Financial Studies, Vol. 6, No. 1, pp. 1-22.
-
(1993)
The Review of Financial Studies
, vol.6
, Issue.1
, pp. 1-22
-
-
Elton, E.1
Gruber, M.2
Das, S.3
Hlavka, M.4
-
17
-
-
11544342489
-
Value versus growth: The international evidence
-
Fama, E. and K. French (1998), 'Value versus Growth: The International Evidence', Journal of Finance, Vol. 53, No. 6, pp. 1975-99.
-
(1998)
Journal of Finance
, vol.53
, Issue.6
, pp. 1975-1999
-
-
Fama, E.1
French, K.2
-
18
-
-
0039056070
-
Measuring fund strategy and performance in changing economic conditions
-
Ferson, W. and R. Schadt (1996), 'Measuring Fund Strategy and Performance in Changing Economic Conditions', Journal of Finance, Vol. 51, No. 2, pp. 425-61.
-
(1996)
Journal of Finance
, vol.51
, Issue.2
, pp. 425-461
-
-
Ferson, W.1
Schadt, R.2
-
19
-
-
84984976251
-
An examination of the selectivity and market timing performance of UK unit trusts
-
Fletcher, J. (1995), 'An Examination of the Selectivity and Market Timing Performance of UK Unit Trusts', Journal of Business Finance & Accounting, Vol. 22, No. 1 (January), PP. 143-55.
-
(1995)
Journal of Business Finance & Accounting
, vol.22
, Issue.1 JANUARY
, pp. 143-155
-
-
Fletcher, J.1
-
20
-
-
49149143225
-
Stock returns and the weekend effect
-
French, K. (1980), 'Stock Returns and the Weekend Effect', Journal of Financial Economics, Vol. 8, pp. 55-69.
-
(1980)
Journal of Financial Economics
, vol.8
, pp. 55-69
-
-
French, K.1
-
21
-
-
0035709947
-
Socially responsible investment and corporate social and environmental reporting: An exploratory study
-
Friedman, A. and S. Miles (2001), 'Socially Responsible Investment and Corporate Social and Environmental Reporting: An Exploratory Study', British Accounting Review, Vol. 33, pp. 523-48.
-
(2001)
British Accounting Review
, vol.33
, pp. 523-548
-
-
Friedman, A.1
Miles, S.2
-
22
-
-
27844523904
-
Performance evaluation of norwegian mutual funds
-
Gjerde, O. and F. Saettem (1991), 'Performance Evaluation of Norwegian Mutual Funds', Scandinavian Journal of Management, Vol. 7, No. 4, pp. 297-307.
-
(1991)
Scandinavian Journal of Management
, vol.7
, Issue.4
, pp. 297-307
-
-
Gjerde, O.1
Saettem, F.2
-
23
-
-
0347651178
-
Ethical unit trust financial performance: Small company effects and fund size effects
-
Gregory, A., J. Matatko and R. Luther (1997), 'Ethical Unit Trust Financial Performance: Small Company Effects and Fund Size Effects', Journal of Business Finance & Accounting, Vol. 24, No. 5, pp. 705-25.
-
(1997)
Journal of Business Finance & Accounting
, vol.24
, Issue.5
, pp. 705-725
-
-
Gregory, A.1
Matatko, J.2
Luther, R.3
-
24
-
-
0001264756
-
The evaluation of mutual fund performance: An analysis of quarterly portfolio holdings
-
Grinblatt, M. and S. Titman (1989), 'The Evaluation of Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings', Journal of Business, Vol. 62, pp. 394-415.
-
(1989)
Journal of Business
, vol.62
, pp. 394-415
-
-
Grinblatt, M.1
Titman, S.2
-
25
-
-
84971947408
-
A study of monthly mutual fund returns and performance evaluation techniques
-
_ _ (1994), 'A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques', Journal of Financial and Quantitative Analysis, Vol. 3, pp. 419-44.
-
(1994)
Journal of Financial and Quantitative Analysis
, vol.3
, pp. 419-444
-
-
-
26
-
-
0002878373
-
Doing well while doing good? The investment performance of socially responsible mutual funds
-
Hamilton, S., H. Jo and M. Statman (1993), 'Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds', Financial Analysts Journal (November-December), pp. 62-66.
-
(1993)
Financial Analysts Journal
, Issue.NOVEMBER-DECEMBER
, pp. 62-66
-
-
Hamilton, S.1
Jo, H.2
Statman, M.3
-
27
-
-
0000339351
-
Ethical investment and the corporate reporting function
-
Harte, G., H. Lewis and D. Owen (1991), 'Ethical Investment and the Corporate Reporting Function', Critical Perspectives on Accounting, Vol. 2, pp. 227-53.
-
(1991)
Critical Perspectives on Accounting
, vol.2
, pp. 227-253
-
-
Harte, G.1
Lewis, H.2
Owen, D.3
-
28
-
-
0002500773
-
Market timing and mutual fund performance: An empirical investigation
-
Henriksson, R. (1984), 'Market Timing and Mutual Fund Performance: An Empirical Investigation', Journal of Business, Vol. 57, No. 1, pp. 73-96.
-
(1984)
Journal of Business
, vol.57
, Issue.1
, pp. 73-96
-
-
Henriksson, R.1
-
29
-
-
0001309573
-
On market timing and investment performance II. Statistical procedures for evaluating forecasting skills
-
_ and R. Merton (1981), 'On Market Timing and Investment Performance II. Statistical Procedures for Evaluating Forecasting Skills', Journal of Business, Vol. 54, No. 4, pp. 513-33.
-
(1981)
Journal of Business
, vol.54
, Issue.4
, pp. 513-533
-
-
Merton, R.1
-
30
-
-
20444463877
-
The financial performance of European ethical funds 1996-1998
-
Kreander, N., R. Gray, D. Power and D. Sinclair (2002), 'The Financial Performance of European Ethical Funds 1996-1998', Journal of Accounting and Finance, Vol. 1, pp. 3-22.
-
(2002)
Journal of Accounting and Finance
, vol.1
, pp. 3-22
-
-
Kreander, N.1
Gray, R.2
Power, D.3
Sinclair, D.4
-
31
-
-
84977716317
-
Mutual fund performance evaluation: A comparison of benchmarks and benchmark comparisons
-
Lehman, B. and D. Modest (1987), 'Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons', Journal of Finance, Vol. 42, No. 2, pp. 233-65.
-
(1987)
Journal of Finance
, vol.42
, Issue.2
, pp. 233-265
-
-
Lehman, B.1
Modest, D.2
-
33
-
-
0001873471
-
The performance of ethical unit trusts: Choosing an appropriate benchmark
-
Luther, R. and J. Matatko (1994), 'The Performance of Ethical Unit Trusts: Choosing an Appropriate Benchmark', British Accounting Review, Vol. 26, pp. 77-89.
-
(1994)
British Accounting Review
, vol.26
, pp. 77-89
-
-
Luther, R.1
Matatko, J.2
-
34
-
-
84896359477
-
The investment performance of UK "ethical" unit trusts
-
_ _ and D. Corner (1992), 'The Investment Performance of UK "Ethical" Unit Trusts', Accounting Auditing & Accountability Journal, Vol. 5, pp. 57-70.
-
(1992)
Accounting Auditing & Accountability Journal
, vol.5
, pp. 57-70
-
-
Corner, D.1
-
35
-
-
0001183907
-
The financial performance of ethical investment trusts
-
Mallin, C., B. Saadouni and R. Briston (1995), 'The Financial Performance of Ethical Investment Trusts', Journal of Business Finance of Accounting, Vol. 22, pp. 483-96.
-
(1995)
Journal of Business Finance of Accounting
, vol.22
, pp. 483-496
-
-
Mallin, C.1
Saadouni, B.2
Briston, R.3
-
36
-
-
27844534643
-
Buy high, sell low: Timing errors in mutual fund allocations
-
Nesbitt, S. (1995), 'Buy High, Sell Low: Timing Errors in Mutual Fund Allocations', The Journal of Portfolio Management (Fall), pp. 523-48.
-
(1995)
The Journal of Portfolio Management
, Issue.FALL
, pp. 523-548
-
-
Nesbitt, S.1
-
37
-
-
0000706085
-
A basic, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
-
Newey, W. and K. West (1987), 'A Basic, Positive Semi-Definite, Heteroscedasticity and Autocorrelation Consistent Covariance Matrix', Econometrica, Vol. 55, pp. 347-70.
-
(1987)
Econometrica
, vol.55
, pp. 347-370
-
-
Newey, W.1
West, K.2
-
38
-
-
0002158256
-
An exploration of ethical investment in the UK
-
Perks, R.W., D.H. Rawlinson and L. Ingram (1992), 'An Exploration of Ethical Investment in the UK', British Accounting Review, Vol. 24, pp. 43-65.
-
(1992)
British Accounting Review
, vol.24
, pp. 43-65
-
-
Perks, R.W.1
Rawlinson, D.H.2
Ingram, L.3
-
39
-
-
84977431626
-
Ambiguity when performance is measured by the securities market line
-
Roll, R. (1978), 'Ambiguity when Performance is Measured by the Securities Market Line', Journal of Finance, Vol. 33, No 4, pp. 1051-69.
-
(1978)
Journal of Finance
, vol.33
, Issue.4
, pp. 1051-1069
-
-
Roll, R.1
-
40
-
-
0001752951
-
Mutual fund performance
-
Sharpe, W. (1966), 'Mutual Fund Performance', Journal of Business, Vol. 39, No. 1, pp. 119-38.
-
(1966)
Journal of Business
, vol.39
, Issue.1
, pp. 119-138
-
-
Sharpe, W.1
-
42
-
-
0009333581
-
Socially responsible mutual funds
-
Statman, M. (2000), 'Socially Responsible Mutual Funds', Financial Analysts Journal (May-June), pp. 30-39.
-
(2000)
Financial Analysts Journal
, Issue.MAY-JUNE
, pp. 30-39
-
-
Statman, M.1
-
43
-
-
0002332446
-
How to rate management of investment funds
-
Treynor, J. (1965), 'How to Rate Management of Investment Funds', Harvard Business Review, Vol. 43 (January-February), pp. 63-75.
-
(1965)
Harvard Business Review
, vol.43
, Issue.JANUARY-FEBRUARY
, pp. 63-75
-
-
Treynor, J.1
-
44
-
-
27844559970
-
-
Financial Times Group, Pearson Professional Limited, Preston, UK
-
Unit Trust and OICS Yearbook (2001) (Financial Times Group, Pearson Professional Limited, Preston, UK).
-
(2001)
Unit Trust and OICS Yearbook
-
-
-
45
-
-
0000095552
-
A heteroscedasticity-consistent covariance matrix estimator and a direct test for hetescedasity
-
White, H. (1980), 'A Heteroscedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Hetescedasity', Econometrica, Vol. 48, pp. 817-38.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|