Transaction costs, portfolio characteristics, and mutual fund performance
Year of publication: |
2021
|
---|---|
Authors: | Busse, Jeffrey A. ; Chordia, Tarun ; Jiang, Lei ; Tang, Yuehua |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 67.2021, 2, p. 1227-1248
|
Subject: | mutual funds | transaction costs | fund size | liquidity | fund performance | Investmentfonds | Investment Fund | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Anlageverhalten | Behavioural finance |
-
Marekwica, Marcel, (2014)
-
Market Frictions, Investor Sophistication, and Persistence in Mutual Fund Performance
Dumitrescu, Ariadna, (2017)
-
Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël, (2020)
- More ...
-
Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance
Busse, Jeffrey A., (2019)
-
Double-Adjusted Mutual Fund Performance
Busse, Jeffrey A., (2020)
-
Artificial Market Timing in Mutual Funds
Busse, Jeffrey A., (2020)
- More ...