Works matching DE "RATE of return on mutual funds"

Results: 58

A look at side-by-side management: evidence from ETFs and mutual funds.

Published in:

Quantitative Finance, 2012, v. 12, n. 11, p. 1637, doi. 10.1080/14697688.2011.630322

By:

Romero-Pérez, Herminio;
Rodríguez, Javier

Publication type:

Article

Evaluating Pakistan's Mutual Fund Performance: Validating through CAPM and Fama French 3-Factor Model.

Published in:

Journal of Managerial Sciences, 2016, v. 10, n. 1, p. 173

By:

Rehman, Alam;
Baloch, Qadar Bakhsh

Publication type:

Article

The Impact of Shrouded Fees: Evidence from a Natural Experiment in the Indian Mutual Funds Market.

Published in:

American Economic Review, 2012, v. 102, n. 1, p. 576, doi. 10.1257/aer.102.1.576

By:

Anagol, Santosh;
Kim, Hugh Hoikwang

Publication type:

Article

Dynamic Hedge Fund Exposures: One Size Estimation Interval Doesn't Fit All.

Published in:

Journal of Alternative Investments, 2013, v. 16, n. 1, p. 86, doi. 10.3905/jai.2013.16.1.086

By:

HAYES, BRIAN T.

Publication type:

Article

Hedge Fund Dynamic Market Sensitivity.

Published in:

Journal of Alternative Investments, 2013, v. 16, n. 1, p. 118, doi. 10.3905/jai.2013.16.1.118

By:

JIAQI CHEN;
TINDALL, MICHAEL L.

Publication type:

Article

Time-Weighted versus Dollar-Weighted Returns: A Glimpse into the Accuracy Debate.

Published in:

Journal of Financial Service Professionals, 2014, v. 68, n. 5, p. 12

By:

Grable, John E.;
Chatterjee, Swarn

Publication type:

Article

POSITIONING EQUITY MUTUAL FUNDS PERFORMANCE WITH THE USE OF VARIOUS RISK MEASURES.

Published in:

Optimum. Economic Studies, 2020, v. 100, n. 2, p. 132, doi. 10.15290/oes.2020.02.100.10

By:

ŻEBROWSKA-SUCHODOLSKA, Dorota;
KARPIO, Andrzej

Publication type:

Article

Factors Affecting Investment in Mutual Funds.

Published in:

Journal of General Management Research, 2018, v. 5, n. 2, p. 96

By:

Singal, Varun Sagar;
Manrai, Rishi

Publication type:

Article

Fooled by Randomness: Investor Perception of Fund Manager Skill.

Published in:

Review of Finance, 2017, v. 21, n. 2, p. 605, doi. 10.1093/rof/rfw011

By:

Heuer, Justus;
Merkle, Christoph;
Weber, Martin

Publication type:

Article

Can Efficiency of Returns Be Considered as a Pricing Factor?

Published in:

Computational Economics, 2018, v. 52, n. 1, p. 25, doi. 10.1007/s10614-017-9647-y

By:

Rubio, J. Francisco;
Maroney, Neal;
Hassan, M. Kabir

Publication type:

Article

A STUDY ON INVESTORS' SATISFACTION TOWARDS MUTUAL FUNDS RETURNS WITH SPECIAL REFERENCE TO CHITTOOR DISTRICT.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2016, v. 7, n. 12, p. 64

By:

RAGHAVENDRA PRASAD, U.

Publication type:

Article

CRITICAL STUDIES OF RISK AND RETURN ON MUTUAL FUNDS.

Published in:

CLEAR International Journal of Research in Commerce & Management, 2013, v. 4, n. 6, p. 24

By:

HADA, BHUPENDRA SINGH

Publication type:

Article

Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note.

Published in:

Abacus, 2013, v. 49, p. 34, doi. 10.1111/j.1467-6281.2012.00374.x

By:

HUMPHREY, JACQUELYN E.;
BENSON, KAREN L.;
BRAILSFORD, TIMOTHY J.

Publication type:

Article

Financial Product Differentiation over the State Space in the Mutual Fund Industry.

Published in:

Management Science, 2014, v. 60, n. 2, p. 508, doi. 10.1287/mnsc.2013.1779

By:

Shujing Li;
Jiaping Qiu

Publication type:

Article

"A Study of Trend in Asset Allocation among Public and Private Sector Sponsored Mutual Funds in India and its Impact on the Performance of Open-ended Equity Funds".

Published in:

Adhyayan: A Journal of Management Sciences, 2014, v. 4, n. 2, p. 175, doi. 10.21567/adhyayan.v4i2.10211

By:

Gupta, Pooja

Publication type:

Article

TRACKING SCALING EFFECTS IN MUTUAL FUNDS RETURN TIME SERIES.

Published in:

Acta Physica Polonica B, 2012, v. 43, n. 11, p. 2103, doi. 10.5506/APhysPolB.43.2103

By:

BIERNACKI, ARKADIUSZ

Publication type:

Article

Does MAX matter for mutual funds?

Published in:

European Financial Management, 2019, v. 25, n. 4, p. 777, doi. 10.1111/eufm.12192

By:

Goldie, Bradley A.;
Henry, Tyler R.;
Kassa, Haimanot

Publication type:

Article

IMPACT OF EXPENSES, TURNOVER AND MANAGER TENURE ON BLEND FUND PERFORMANCE.

Published in:

Journal of Business & Accounting, 2016, v. 9, n. 1, p. 99

By:

Kjetsaa, Richard;
Kieff, Maureen

Publication type:

Article

In Practice: Does Overdiversification Harm Mutual Fund Returns?

Published in:

Financial Analysts Journal, 2018, v. 74, n. 1, p. 37

By:

Patel, Keyur

Publication type:

Article

Do Social Responsibility Screens Matter When Assessing Mutual Fund Performance?

Published in:

Financial Analysts Journal, 2017, v. 73, n. 3, p. 53, doi. 10.2469/faj.v73.n3.2

By:

Brière, Marie;
Peillex, Jonathan;
Ureche-Rangau, Loredana

Publication type:

Article

The Arithmetic of "All-In" Investment Expenses.

Published in:

Financial Analysts Journal, 2014, v. 70, n. 1, p. 13, doi. 10.2469/faj.v70.n1.1

By:

Bogle, John C.

Publication type:

Article

Active Share and Mutual Fund Performance.

Published in:

Financial Analysts Journal, 2013, v. 69, n. 4, p. 73, doi. 10.2469/faj.v69.n4.7

By:

Petajisto, Antti

Publication type:

Article

Liquidity as an Investment Style.

Published in:

Financial Analysts Journal, 2013, v. 69, n. 3, p. 30, doi. 10.2469/faj.v69.n3.4

By:

Ibbotson, Roger G.;
Zhiwu Chen;
Kim, Daniel Y.-J.;
Hu, Wendy Y.

Publication type:

Article

The Liquidity Style of Mutual Funds.

Published in:

Financial Analysts Journal, 2012, v. 68, n. 6, p. 38, doi. 10.2469/faj.v68.n6.3

By:

Idzorek, Thomas M.;
Xiong, James X.;
Ibbotson, Roger G.

Publication type:

Article

Murder on the Orient Express: The Mystery of Underperformance.

Published in:

Financial Analysts Journal, 2012, v. 68, n. 4, p. 13, doi. 10.2469/faj.v68.n4.2

By:

Ellis, Charles D.

Publication type:

Article

Luck versus skill over time: time-varying performance in the cross-section of mutual fund returns.

Published in:

Applied Economics, 2018, v. 50, n. 34/35, p. 3686, doi. 10.1080/00036846.2018.1436154

By:

Ercolani, Marco G.;
Pouliot, William;
Ercolani, Joanne S.

Publication type:

Article

International Portfolio Choice with Frictions: Evidence from Mutual Funds.

Published in:

Review of Financial Studies, 2023, v. 36, n. 10, p. 4233, doi. 10.1093/rfs/hhad027

By:

Bacchetta, Philippe;
Tièche, Simon;
Wincoop, Eric van

Publication type:

Article

Reaching for Yield in Corporate Bond Mutual Funds.

Published in:

Review of Financial Studies, 2018, v. 31, n. 5, p. 1930, doi. 10.1093/rfs/hhx132

By:

Jaewon Choi;
Kronlund, Mathias

Publication type:

Article

Are Mutual Fund Managers Paid for Investment Skill?

Published in:

Review of Financial Studies, 2018, v. 31, n. 2, p. 715, doi. 10.1093/rfs/hhx105

By:

Ibert, Markus;
Kaniel, Ron;
Van Nieuwerburgh, Stijn;
Vestman, Roine

Publication type:

Article

On the Demand for High-Beta Stocks: Evidence from Mutual Funds.

Published in:

Review of Financial Studies, 2017, v. 30, n. 8, p. 2596, doi. 10.1093/rfs/hhx022

By:

Christoffersen, Susan E. K.;
Simutin, Mikhail

Publication type:

Article

Fund Flows and Market States.

Published in:

Review of Financial Studies, 2017, v. 30, n. 8, p. 2621, doi. 10.1093/rfs/hhx015

By:

Franzoni, Francesco;
Schmalz, Martin C.

Publication type:

Article

Individual Investor Activity and Performance.

Published in:

Review of Financial Studies, 2017, v. 30, n. 3, p. 866, doi. 10.1093/rfs/hhw093

By:

Dahlquist, Magnus;
Martinez, José Vicente;
Söderlind, Paul

Publication type:

Article

What's in a Name? Mutual Fund Flows When Managers Have Foreign-Sounding Names.

Published in:

Review of Financial Studies, 2015, v. 28, n. 8, p. 2281, doi. 10.1093/rfs/hhv017

By:

Kumar, Alok;
Niessen-Ruenzi, Alexandra;
Spalt, Oliver G.

Publication type:

Article

Are Mutual Funds Active Voters?

Published in:

Review of Financial Studies, 2015, v. 28, n. 2, p. 446, doi. 10.1093/rfs/hhu062

By:

Iliev, Peter;
Lowry, Michelle

Publication type:

Article

Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance?

Published in:

Review of Financial Studies, 2014, v. 27, n. 12, p. 3441, doi. 10.1093/rfs/hhu056

By:

Fang, Lily H.;
Peress, Joel;
Zheng, Lu

Publication type:

Article

An Institutional Theory of Momentum and Reversal.

Published in:

Review of Financial Studies, 2013, v. 26, n. 5, p. 1087, doi. 10.1093/rfs/hht014

By:

Vayanos, Dimitri;
Woolley, Paul

Publication type:

Article

A Flow-Based Explanation for Return Predictability.

Published in:

Review of Financial Studies, 2012, v. 25, n. 12, p. 3457, doi. 10.1093/rfs/hhs103

By:

Lou, Dong

Publication type:

Article

Performance Evaluation of Pakistani Mutual Funds: Through Carhart Four-Factor Model.

Published in:

Dialogue (Pakistan), 2019, v. 14, n. 1, p. 53

By:

Naveed;
Farooq, Umar

Publication type:

Article

A Study on the Performance of Large Cap Equity Mutual Funds in India.

Published in:

IUP Journal of Financial Risk Management, 2017, v. 14, n. 4, p. 30

By:

Yalavatti, Prakash;
Bheemanagouda

Publication type:

Article

Discontinued Positive Feedback Trading and the Decline of Return Predictability.

Published in:

Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 7, p. 3062, doi. 10.1017/S0022109023000959

By:

Ben-David, Itzhak;
Li, Jiacui;
Rossi, Andrea;
Song, Yang

Publication type:

Article

Artificial Market Timing in Mutual Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2023, v. 58, n. 8, p. 3450, doi. 10.1017/S0022109022001363

By:

Busse, Jeffrey A.;
Ding, Jing;
Jiang, Lei;
Tang, Yuehua

Publication type:

Article

Dynamic Liquidity Management by Corporate Bond Mutual Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 5, p. 1622, doi. 10.1017/S0022109020000460

By:

Jiang, Hao;
Li, Dan;
Wang, Ashley

Publication type:

Article

Tail Risk and the Cross-Section of Mutual Fund Expected Returns.

Published in:

Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 1, p. 425, doi. 10.1017/S0022109018000650

By:

Karagiannis, Nikolaos;
Tolikas, Konstantinos

Publication type:

Article

Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 6, p. 2491, doi. 10.1017/S0022109018000534

By:

Hwang, Chuan-Yang;
Titman, Sheridan;
Wang, Yuxi

Publication type:

Article

Mutual Fund Performance Evaluation and Best Clienteles.

Published in:

Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 4, p. 1577, doi. 10.1017/S002210901700045X

By:

Chrétien, Stéphane;
Kammoun, Manel

Publication type:

Article

Investor Attrition and Fund Flows in Mutual Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2017, v. 52, p. 867, doi. 10.1017/S0022109017000291

By:

Christoffersen, Susan E. K.;
Xu, Haoyu

Publication type:

Article

New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods.

Published in:

Journal of Financial & Quantitative Analysis, 2017, v. 52, p. 1279, doi. 10.1017/S0022109017000229

By:

Blake, David;
Caulfield, Tristan;
Ioannidis, Christos;
Tonks, Ian

Publication type:

Article

Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework.

Published in:

Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 1, p. 231, doi. 10.1017/S0022109016000120

By:

Li, Haitao;
Xu, Yuewu;
Zhang, Xiaoyan

Publication type:

Article

Deviations from Norms and Informed Trading.

Published in:

Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 4, p. 1005, doi. 10.1017/S0022109014000519

By:

Kumar, Alok;
Page, Jeremy K.

Publication type:

Article

Investing in the “New Economy”: Mutual Fund Performance and the Nature of the Firm.

Published in:

Journal of Financial & Quantitative Analysis, 2014, v. 49, n. 1, p. 165, doi. 10.1017/S0022109014000179

By:

Gupta-Mukherjee, Swasti

Publication type:

Article