Search Results - subject:"Performance persistence"

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - 2016 - This draft: March 2016

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets, but is not persistent following strong markets. Specifically, we construct two performance measures, DownsideReturns and UpsideReturns, conditioned on the level of overall hedge fund sector...

Persistent link: https://www.econbiz.de/10011500226

Is corporate governance in China related to performance persistence?

Haß, Lars Helge; Johan, Sofia Atiqah; Schweizer, Denis - In: Journal of business ethics : JOBE 134 (2016) 4, pp. 575-592

Persistent link: https://www.econbiz.de/10011485731

Capacity effects and winner fund performance : the relevance and interactions of fund size and family characteristics

Bessler, Wolfgang; Kryzanowski, Lawrence; Kurmann, Philipp - In: The European journal of finance 22 (2016) 1/3, pp. 1-27

Persistent link: https://www.econbiz.de/10011419905

A study of performance persistence in Taiwan banks

Li, Kai-Li - In: The empirical economics letters : a monthly … 15 (2016) 8, pp. 793-800

Persistent link: https://www.econbiz.de/10011718592

Relative performance persistence of financial forecasting models and its economic implications

Baitinger, Eduard; Fieberg, Christian; Poddig, Thorsten - In: Journal of risk 18 (2016) 6, pp. 71-106

Persistent link: https://www.econbiz.de/10011620659

Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: International review of financial analysis 43 (2016), pp. 48-61

Persistent link: https://www.econbiz.de/10011623711

Long-run performance persistence of investment funds

Urba´nski, Stanislaw; Winiarz, Maciej; Urbański, Kacper - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1813-1831

Persistent link: https://www.econbiz.de/10011594531

Is there momentum in equity anomalies? : evidence from the Polish emerging market

Zaremba, Adam; Szyszka, Adam - In: Research in international business and finance 38 (2016), pp. 546-564

Persistent link: https://www.econbiz.de/10011640746

The short-term persistence of international mutual fund performance

Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Economic modelling 52 (2016), pp. 926-938

Persistent link: https://www.econbiz.de/10011643109

Differences in short-term performance persistence by mutual fund equity class

Detzel, Andrew; Detzel, Larry - In: Banking and finance review 8 (2016) 1, pp. 38-67

Persistent link: https://www.econbiz.de/10011633765