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How skilful are US fixed-income fund managers?

Clare, Andrew D.; Cuthbertson, Keith; Nitzsche, Dirk; … - In: International review of financial analysis 74 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012803822

Exploring asset pricing anomalies

Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19

Persistent link: https://www.econbiz.de/10011368742

A review of behavioural and management effects in mutual fund performance

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: International review of financial analysis 44 (2016), pp. 162-176

Persistent link: https://www.econbiz.de/10011623986

A neoclassical interpretation of momentum

Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128

Persistent link: https://www.econbiz.de/10010510918

The market-timing ability of Chinese equity securities investment funds

Sherman, Meadhbh; O'Sullivan, Niall; Gao, Jun - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-18

This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor–Mazuy and Henriksson–Merton as well as the Jiang non-parametric test. Based on the non-parametric approach, the...

Persistent link: https://www.econbiz.de/10011760210

False discoveries in UK mutual fund performance

Cuthbertson, Keith; Nitzsche, Dirk; O'Sullivan, Niall - In: European financial management : the journal of the … 18 (2012) 3, pp. 444-463

Persistent link: https://www.econbiz.de/10009672263

High-frequency equity pairs trading : transaction costs, speed of execution, and patterns in returns

Bowen, David; Hutchinson, Mark C.; O'Sullivan, Niall - In: The journal of trading 5 (2010) 3, pp. 31-38

Persistent link: https://www.econbiz.de/10003992724

The performance of US bond mutual funds

Clare, Andrew D.; O'Sullivan, Niall; Sherman, Meadhbh; … - In: International review of financial analysis 61 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10012206673

Benchmarking UK mutual fund performance : the random portfolio experiment

Clare, Andrew D.; O'Sullivan, Niall; Sherman, Meadhbh - In: The international journal of finance 26 (2014) 4, pp. 484-511

Persistent link: https://www.econbiz.de/10011634228

The economics of security analysis

Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 164-186

Persistent link: https://www.econbiz.de/10014469937