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Hedge fund return predictability under the magnifying glass
Avramov, Doron; Barras, Laurent; Kosowski, Robert L. - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 4, pp. 1057-1083
Persistent link: https://www.econbiz.de/10010255216
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The value of active mutual fund management : an examination of the stockholdings and trades of fund managers
Chen, Hsiu-lang; Jegadeesh, Narasimhan; Wermers, Russ - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 343-368
Persistent link: https://www.econbiz.de/10001522464
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Holding horizon : a new measure of active investment management
Lan, Chunhua; Moneta, Fabio; Wermers, Russ - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 4, pp. 1471-1515
Persistent link: https://www.econbiz.de/10015055415
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Seasonal asset allocation : evidence from mutual fund flows
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 71-109
Persistent link: https://www.econbiz.de/10011667706
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Early exercise decision in American options with dividends, stochastic volatility, and jumps
Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 1, pp. 331-356
Persistent link: https://www.econbiz.de/10012195573