Search Results

There are 28262 results for: content related to: ESTIMATION OF TIME-VARYING SYSTEMATIC RISK AND PERFORMANCE FOR MUTUAL FUND PORTFOLIOS: AN APPLICATION OF SWITCHING REGRESSION

  1. ESTIMATION OF TIME—VARYING SYSTEMATIC RISK AND INVESTMENT PERFORMANCE: CLOSED—END INVESTMENT COMPANIES

    Journal of Financial Research

    Volume 4, Issue 2, Summer 1981, Pages: 109–120, David C. Leonard and Nicholas R. Noble

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1981.tb00613.x

  2. Mutual Fund Governance and Performance: A Quantile Regression Analysis of Morningstar's Stewardship Grade

    Corporate Governance: An International Review

    Volume 19, Issue 4, July 2011, Pages: 311–333, Carl R. Chen and Ying Huang

    Article first published online : 27 MAY 2011, DOI: 10.1111/j.1467-8683.2011.00858.x

  3. The Client Is King: Do Mutual Fund Relationships Bias Analyst Recommendations?

    Journal of Accounting Research

    Volume 51, Issue 1, March 2013, Pages: 165–200, MICHAEL FIRTH, CHEN LIN, PING LIU and YUHAI XUAN

    Article first published online : 23 OCT 2012, DOI: 10.1111/j.1475-679X.2012.00469.x

  4. Islamic Mutual Funds' Performance in Saudi Arabia

    Contemporary Islamic Finance: Innovations, Applications, and Best Practices

    HESHAM MERDAD, M. KABIR HASSAN, Pages: 303–321, 2013

    Published Online : 4 FEB 2013, DOI: 10.1002/9781118653814.ch20

  5. You have free access to this content
    On Persistence in Mutual Fund Performance

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 57–82, Mark M. Carhart

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03808.x

  6. The Economics of Mutual Funds

    Mutual Funds: Portfolio Structures, Analysis, Management, and Stewardship

    John A. Haslem, Pages: 33–49, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266397.ch3

  7. Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China

    Financial Management

    Volume 42, Issue 2, Summer 2013, Pages: 339–371, Shu Lin, Shu Tian and Eliza Wu

    Article first published online : 21 JUN 2012, DOI: 10.1111/j.1755-053X.2012.01206.x

  8. Evaluating the Rating of Stiftung Warentest: How Good Are Mutual Fund Ratings and Can They Be Improved?

    European Financial Management

    Volume 20, Issue 2, March 2014, Pages: 207–235, Sebastian Müller and Martin Weber

    Article first published online : 27 JAN 2012, DOI: 10.1111/j.1468-036X.2011.00632.x

  9. Mutual Fund Performance: Measurement and Evidence

    Financial Markets, Institutions & Instruments

    Volume 19, Issue 2, May 2010, Pages: 95–187, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

    Article first published online : 16 APR 2010, DOI: 10.1111/j.1468-0416.2010.00156.x

  10. Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1655–1703, Russ Wermers

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00263

  11. Selectivity and Market Timing Performance of Fidelity Sector Mutual Funds

    Financial Review

    Volume 36, Issue 1, February 2001, Pages: 39–54, Wilfred L. Dellva, Andrea L. DeMaskey and Colleen A. Smith

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00003.x

  12. Market Timing the Trading of International Mutual Funds: Weekend, Weekday and Serial Correlation Strategies

    Journal of Business Finance & Accounting

    Volume 37, Issue 7-8, July/August 2010, Pages: 979–1007, M. Imtiaz Mazumder, Edward M. Miller and Oscar A. Varela

    Article first published online : 16 APR 2010, DOI: 10.1111/j.1468-5957.2010.02191.x

  13. The Corporate Governance Premium, Returns, and Mutual Funds

    Financial Review

    Volume 47, Issue 2, May 2012, Pages: 299–326, Julia Chou and William G. Hardin III

    Article first published online : 9 APR 2012, DOI: 10.1111/j.1540-6288.2012.00330.x

  14. MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS

    Mathematical Finance

    Volume 20, Issue 2, April 2010, Pages: 187–227, Julien Hugonnier and Ron Kaniel

    Article first published online : 23 MAR 2010, DOI: 10.1111/j.1467-9965.2010.00395.x

  15. Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination

    The Journal of Finance

    Volume 34, Issue 5, December 1979, Pages: 1243–1250, FRANK J. FABOZZI and JACK C. FRANCIS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb00069.x

  16. SELECTIVITY, MARKET TIMING, AND RANDOM BETA BEHAVIOR OF MUTUAL FUNDS: A GENERALIZED MODEL

    Journal of Financial Research

    Volume 9, Issue 1, Spring 1986, Pages: 87–96, Carl R. Chen and Steve Stockum

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1986.tb00437.x

  17. International mutual fund selectivity and market timing during up and down market conditions

    Financial Review

    Volume 33, Issue 2, May 1998, Pages: 127–144, G. Wenchi Kao, Louis T. W. Cheng and Kam C. Chan

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01373.x

  18. What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide

    The Journal of Finance

    Volume 60, Issue 3, June 2005, Pages: 1495–1534, KALOK CHAN, VICENTIU COVRIG and LILIAN NG

    Article first published online : 3 MAY 2005, DOI: 10.1111/j.1540-6261.2005.768_1.x

  19. A CROSS-SECTIONAL ANALYSIS OF MUTUAL FUNDS’MARKET TIMING AND SECURITY SELECTION SKILL

    Journal of Business Finance & Accounting

    Volume 19, Issue 5, September 1992, Pages: 659–675, Carl R. Chen, Cheng F. Lee, Shafiqur Rahman and Anthony Chan

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1992.tb00650.x

  20. Gravitation Toward Prior Performance in Mutual Fund Advertisings: Do Consumer Investors' Processing Abilities Account for Biased Information Processing?

    Journal of Consumer Affairs

    Volume 47, Issue 2, Summer 2013, Pages: 219–242, ANDREAS HÜSSER and WERNER WIRTH

    Article first published online : 11 APR 2013, DOI: 10.1111/joca.12007