Does fund manager sentiment create performance of mutual funds? : bootstrap panel granger causality test
Year of publication: |
2014
|
---|---|
Authors: | Yeh, Chih-cheng ; Chu, Hsiao-ping ; Chu, Ching-mei |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 5, p. 488-496
|
Subject: | Sentiment | Fund performance | Panel granger causality | Investmentfonds | Investment Fund | Kausalanalyse | Causality analysis | Panel | Panel study | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Bootstrap-Verfahren | Bootstrap approach |
-
Nakhli, Mohamed Sahbi, (2022)
-
On timing ability in Australian managed funds
In, Francis Haeuck, (2014)
-
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
Blake, David, (2014)
- More ...
-
Chang, Tsangyao, (2017)
-
Yeh, Ming-liang, (2010)
-
Energy consumption and economic growth in 12 Asian countries : panel data analysis
Chang, Tsangyao, (2013)
- More ...