-
1
-
-
34548500610
-
Risk-adjusted performance, selectivity, timing ability and performance persistence of Hong Kong mutual funds
-
Abdel-Kader M.G., Qing K.Y. Risk-adjusted performance, selectivity, timing ability and performance persistence of Hong Kong mutual funds. Journal of Asia-Pacific Business 2007, 8:25-58.
-
(2007)
Journal of Asia-Pacific Business
, vol.8
, pp. 25-58
-
-
Abdel-Kader, M.G.1
Qing, K.Y.2
-
3
-
-
0001161955
-
Two stage least absolute deviations estimators
-
Amemiya T. Two stage least absolute deviations estimators. Econometrica 1982, 50:689-712.
-
(1982)
Econometrica
, vol.50
, pp. 689-712
-
-
Amemiya, T.1
-
4
-
-
33744786533
-
Conditional performance evaluation and the relevance of money flows for Australian international equity funds
-
Benson K., Faff R. Conditional performance evaluation and the relevance of money flows for Australian international equity funds. Pacific-Basin Finance Journal 2006, 14(3):231-249.
-
(2006)
Pacific-Basin Finance Journal
, vol.14
, Issue.3
, pp. 231-249
-
-
Benson, K.1
Faff, R.2
-
5
-
-
48749093997
-
Socially responsible investment funds: investor reaction to current and past returns
-
Benson K., Humphrey J. Socially responsible investment funds: investor reaction to current and past returns. Journal of Banking & Finance 2008, 32:1850-1859.
-
(2008)
Journal of Banking & Finance
, vol.32
, pp. 1850-1859
-
-
Benson, K.1
Humphrey, J.2
-
7
-
-
0039252052
-
On the timing ability of mutual fund managers
-
Bollen N., Busse S. On the timing ability of mutual fund managers. Journal of Finance 2001, 56:1075-1094.
-
(2001)
Journal of Finance
, vol.56
, pp. 1075-1094
-
-
Bollen, N.1
Busse, S.2
-
8
-
-
80054929579
-
High quality bond funds: market timing ability and performance
-
Available at:
-
Boney V., Comer G., Kelly L. High quality bond funds: market timing ability and performance. Working Paper 2005, (Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=680681).
-
(2005)
Working Paper
-
-
Boney, V.1
Comer, G.2
Kelly, L.3
-
11
-
-
0001551506
-
Risk taking by mutual funds as a response to incentives
-
Chevalier J., Ellison G. Risk taking by mutual funds as a response to incentives. Journal of Political Economy 1997, 105:1167-1200.
-
(1997)
Journal of Political Economy
, vol.105
, pp. 1167-1200
-
-
Chevalier, J.1
Ellison, G.2
-
12
-
-
34547610151
-
Danish mutual fund performance - selectivity, market timing and persistence
-
Available at:
-
Christensen M. Danish mutual fund performance - selectivity, market timing and persistence. Working Paper 2005, (Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=670701).
-
(2005)
Working Paper
-
-
Christensen, M.1
-
13
-
-
77956648605
-
Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets
-
Chung H., Sheu H.-J., Hsu S. Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets. International Review of Economics and Finance 2010, 19:742-754.
-
(2010)
International Review of Economics and Finance
, vol.19
, pp. 742-754
-
-
Chung, H.1
Sheu, H.-J.2
Hsu, S.3
-
14
-
-
18144393105
-
The eco-efficiency premium puzzle
-
Derwall J., Guenster N., Bauer R., Koedijk K. The eco-efficiency premium puzzle. Financial Analysts Journal 2005, 61:51-63.
-
(2005)
Financial Analysts Journal
, vol.61
, pp. 51-63
-
-
Derwall, J.1
Guenster, N.2
Bauer, R.3
Koedijk, K.4
-
16
-
-
0000446210
-
Investor flows and the assessed performance of open-end mutual funds
-
Edelen R.M. Investor flows and the assessed performance of open-end mutual funds. Journal of Financial Economics 1999, 53:439-466.
-
(1999)
Journal of Financial Economics
, vol.53
, pp. 439-466
-
-
Edelen, R.M.1
-
17
-
-
0003518296
-
Why are mutual fund flow and market returns related? Evidence from high-frequency data
-
Available at:
-
Edelen R.M., Warner J.B. Why are mutual fund flow and market returns related? Evidence from high-frequency data. Working Paper 1999, [Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=155431].
-
(1999)
Working Paper
-
-
Edelen, R.M.1
Warner, J.B.2
-
18
-
-
0000274402
-
Aggregate price effects of institutional trading: a study of mutual fund flow and market returns
-
Edelen R.M., Warner J.B. Aggregate price effects of institutional trading: a study of mutual fund flow and market returns. Journal of Financial Economics 2001, 59:195-220.
-
(2001)
Journal of Financial Economics
, vol.59
, pp. 195-220
-
-
Edelen, R.M.1
Warner, J.B.2
-
19
-
-
80054921528
-
An examination of mutual fund timing using monthly holdings data
-
Available at SSRN:
-
Elton E.J., Gruber M.J., Blake C.R. An examination of mutual fund timing using monthly holdings data. Working Paper 2009, (Available at SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1343246).
-
(2009)
Working Paper
-
-
Elton, E.J.1
Gruber, M.J.2
Blake, C.R.3
-
21
-
-
0039056070
-
Measuring fund strategy and performance in changing economic conditions
-
Ferson W.E., Schadt R.W. Measuring fund strategy and performance in changing economic conditions. Journal of Finance 1996, 51:425-461.
-
(1996)
Journal of Finance
, vol.51
, pp. 425-461
-
-
Ferson, W.E.1
Schadt, R.W.2
-
23
-
-
43849083736
-
Dumb money: mutual fund flows and the cross-section of stock returns
-
Frazzini A., Lamont O.A. Dumb money: mutual fund flows and the cross-section of stock returns. Journal of Financial Economics 2008, 88:299-322.
-
(2008)
Journal of Financial Economics
, vol.88
, pp. 299-322
-
-
Frazzini, A.1
Lamont, O.A.2
-
25
-
-
0041952912
-
Global hedge funds: risk, return and market timing
-
Fung H.G., Xu X., Yau J. Global hedge funds: risk, return and market timing. Financial Analyst Journal 2002, 58:19-30.
-
(2002)
Financial Analyst Journal
, vol.58
, pp. 19-30
-
-
Fung, H.G.1
Xu, X.2
Yau, J.3
-
26
-
-
0039056269
-
Another puzzle: the growth in actively managed mutual funds
-
Gruber M.J. Another puzzle: the growth in actively managed mutual funds. Journal of Finance 1996, 51:783-810.
-
(1996)
Journal of Finance
, vol.51
, pp. 783-810
-
-
Gruber, M.J.1
-
27
-
-
84993917531
-
Hot hands in mutual funds: short run persistence of relative performance, 1974-1988
-
Hendricks D., Patel J., Zeckhauser R. Hot hands in mutual funds: short run persistence of relative performance, 1974-1988. Journal of Finance 1993, 48:93-131.
-
(1993)
Journal of Finance
, vol.48
, pp. 93-131
-
-
Hendricks, D.1
Patel, J.2
Zeckhauser, R.3
-
28
-
-
84861306515
-
Do fund flow-return relations depend on the type of investor?
-
Available at:
-
Humphrey J., Benson K.L., Brailsford T.J. Do fund flow-return relations depend on the type of investor?. Working Paper 2009, (Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1448386).
-
(2009)
Working Paper
-
-
Humphrey, J.1
Benson, K.L.2
Brailsford, T.J.3
-
29
-
-
84902523185
-
ICI (Investment Company Institute) Investment company fact book
-
Available at:
-
ICI (Investment Company Institute) Investment company fact book. A review of trends and activity in the investment company industry 2010, Available at: www.icifactbook.org. 50th ed.
-
(2010)
A review of trends and activity in the investment company industry
-
-
-
30
-
-
79953230734
-
Consumer reaction to measures of poor quality: evidence from the mutual fund industry
-
Ippolito R. Consumer reaction to measures of poor quality: evidence from the mutual fund industry. Journal of Law and Economics 1992, 35:45-70.
-
(1992)
Journal of Law and Economics
, vol.35
, pp. 45-70
-
-
Ippolito, R.1
-
31
-
-
0038182643
-
A nonparametric test of market timing
-
Jiang W. A nonparametric test of market timing. Journal of Empirical Finance 2003, 10:399-425.
-
(2003)
Journal of Empirical Finance
, vol.10
, pp. 399-425
-
-
Jiang, W.1
-
32
-
-
79956332854
-
Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance
-
Kao E.H. Momentum and reversals in Taiwan index futures returns during periods of extreme trading imbalance. International Review of Economics and Finance 2011, 20:459-467.
-
(2011)
International Review of Economics and Finance
, vol.20
, pp. 459-467
-
-
Kao, E.H.1
-
33
-
-
35548966695
-
The effect of socially responsible investing on portfolio performance
-
Kempf A., Osthoff P. The effect of socially responsible investing on portfolio performance. European Financial Management 2007, 13:908-922.
-
(2007)
European Financial Management
, vol.13
, pp. 908-922
-
-
Kempf, A.1
Osthoff, P.2
-
34
-
-
84902523186
-
International mutual fund flow and local markets: the case of UK units and OEICs
-
Available at:
-
Ko K., Kim M. International mutual fund flow and local markets: the case of UK units and OEICs. KSRI Working Paper 2003, 03. (Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=415244).
-
(2003)
KSRI Working Paper
, vol.3
-
-
Ko, K.1
Kim, M.2
-
35
-
-
27844438137
-
Evaluating the performance of ethical and non-ethical funds: a matched pair analysis
-
Kreander N., Gray R.H., Power D.M., Sinclair C.D. Evaluating the performance of ethical and non-ethical funds: a matched pair analysis. Journal of Business Finance & Accounting 2005, 32:1465-1493.
-
(2005)
Journal of Business Finance & Accounting
, vol.32
, pp. 1465-1493
-
-
Kreander, N.1
Gray, R.H.2
Power, D.M.3
Sinclair, C.D.4
-
37
-
-
0001309575
-
On market timing and investment performance part I: an equilibrium theory of value for market forecasts
-
Merton R.C. On market timing and investment performance part I: an equilibrium theory of value for market forecasts. The Journal of Business 1981, 54:363-406.
-
(1981)
The Journal of Business
, vol.54
, pp. 363-406
-
-
Merton, R.C.1
-
38
-
-
0001309573
-
On market timing and investment performance part II: statistical procedures for evaluating forecasting skills
-
Merton R.C., Henriksson R.D. On market timing and investment performance part II: statistical procedures for evaluating forecasting skills. The Journal of Business 1981, 54:513-534.
-
(1981)
The Journal of Business
, vol.54
, pp. 513-534
-
-
Merton, R.C.1
Henriksson, R.D.2
-
39
-
-
33846512198
-
Executive compensation and capital structure: the effects of convertible debt and straight debt on CEO pay
-
Ortiz-Molina H. Executive compensation and capital structure: the effects of convertible debt and straight debt on CEO pay. Journal of Accounting and Economics 2007, 43(1):69-93.
-
(2007)
Journal of Accounting and Economics
, vol.43
, Issue.1
, pp. 69-93
-
-
Ortiz-Molina, H.1
-
40
-
-
44649118561
-
The price of ethics and stakeholder governance: the performance of socially responsible mutual funds
-
Renneboog L., Ter Horst J., Zhang C. The price of ethics and stakeholder governance: the performance of socially responsible mutual funds. Journal of Corporate Finance 2008, 14:302-328.
-
(2008)
Journal of Corporate Finance
, vol.14
, pp. 302-328
-
-
Renneboog, L.1
Ter Horst, J.2
Zhang, C.3
-
41
-
-
48749108761
-
Socially responsible investments: institutional aspects, performance, and investor behaviour
-
Renneboog L., Ter Horst J., Zhang C. Socially responsible investments: institutional aspects, performance, and investor behaviour. Journal of Banking and Finance 2008, 32:1723-1742.
-
(2008)
Journal of Banking and Finance
, vol.32
, pp. 1723-1742
-
-
Renneboog, L.1
Ter Horst, J.2
Zhang, C.3
-
42
-
-
80051788729
-
Is ethical money financially smart? Nonfinancial attributes and money flows of SR investment funds
-
Renneboog L., Ter Horst J., Zhang C. Is ethical money financially smart? Nonfinancial attributes and money flows of SR investment funds. Journal of Financial Intermediation 2011, 20:562-588.
-
(2011)
Journal of Financial Intermediation
, vol.20
, pp. 562-588
-
-
Renneboog, L.1
Ter Horst, J.2
Zhang, C.3
-
43
-
-
84902523188
-
On the performance of private equity investments: does market timing matter?
-
Available at:
-
Schmidt D., Nowak E., Knigge A. On the performance of private equity investments: does market timing matter?. EFMA 2004 Basel Meetings Paper 2004, (Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=492982).
-
(2004)
EFMA 2004 Basel Meetings Paper
-
-
Schmidt, D.1
Nowak, E.2
Knigge, A.3
-
44
-
-
33847348394
-
The performance of socially responsible investments: investment funds and indices
-
Schröeder M. The performance of socially responsible investments: investment funds and indices. Financial Market and Portfolio Management 2004, 18:122-142.
-
(2004)
Financial Market and Portfolio Management
, vol.18
, pp. 122-142
-
-
Schröeder, M.1
-
46
-
-
0005163859
-
Costly search and mutual fund flows
-
Sirri E., Tufano P. Costly search and mutual fund flows. Journal of Finance 1998, 53:1589-1622.
-
(1998)
Journal of Finance
, vol.53
, pp. 1589-1622
-
-
Sirri, E.1
Tufano, P.2
-
48
-
-
0001739404
-
Can mutual funds outguess the market?
-
Treynor J., Mazuy K. Can mutual funds outguess the market?. Harvard Business Review 1966, 44:131-136.
-
(1966)
Harvard Business Review
, vol.44
, pp. 131-136
-
-
Treynor, J.1
Mazuy, K.2
-
49
-
-
84888299356
-
Purchasing and supply managers provide early clues on the direction of the US economy: an application of a new market-timing test
-
Tsuchiya Y. Purchasing and supply managers provide early clues on the direction of the US economy: an application of a new market-timing test. International Review of Economics and Finance 2014, 29:599-618.
-
(2014)
International Review of Economics and Finance
, vol.29
, pp. 599-618
-
-
Tsuchiya, Y.1
-
50
-
-
0001273817
-
Aggregate mutual fund flows and security returns
-
Warther V.A. Aggregate mutual fund flows and security returns. Journal of Financial Economics 1995, 39:209-235.
-
(1995)
Journal of Financial Economics
, vol.39
, pp. 209-235
-
-
Warther, V.A.1
-
51
-
-
78449282397
-
The market timing ability of Australian superannuation funds: nonlinearities and smooth transition models
-
Available at:
-
Woodward G., Brooks R. The market timing ability of Australian superannuation funds: nonlinearities and smooth transition models. Working Paper SSRN 2006, (Available at: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=885975).
-
(2006)
Working Paper SSRN
-
-
Woodward, G.1
Brooks, R.2
|