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A study on factors influencing mutual fund portfolio performance : U.S. equity market during 2011-2016

Mekonnen, Medhanie; Mayer, Roger; Chien, Wen-Wen - In: International journal of corporate finance and … 5 (2018) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10011932145

What drives the stock market return in India? : an exploration with dynamic factor model

Mukherjee, Paramita; Roy, Malabika - In: Journal of emerging market finance 15 (2016) 1, pp. 119-145

Persistent link: https://www.econbiz.de/10011489360

The Dynamics of Institutional Investments and Stock Market Volatility : Evidence from FIIs and Domestic Mutual Funds Equity Investment in India

Naik, Pramod Kumar - 2014

This study examines the dynamic interaction among institutional investment (FII and Mutual Funds) and the stock market returns for India in a three factor vector autoregression (VAR) framework. The data set used in this study are in daily frequency spanning from 1st Jan 2002 to 31st July 2012...

Persistent link: https://www.econbiz.de/10013059793

Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation

Amanjot Singh; Kaur, Parneet - In: Journal of academic research in economics 6 (2014) 3, pp. 336-349

Persistent link: https://www.econbiz.de/10011348110

Foreign ownership and volatility dynamics of Indonesian stocks

Wang, Jian-xin - In: Asia-Pacific financial markets 14 (2007) 3, pp. 201-210

Persistent link: https://www.econbiz.de/10003705880

Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods

Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108

Persistent link: https://www.econbiz.de/10012616041

The US stock market and the international value of the US dollar

Johnson, Robert; Soenen, Luc Aloys - In: Journal of economics & business 56 (2004) 6, pp. 469-481

Persistent link: https://www.econbiz.de/10002375900

An empirical examination of the diversification benefits of U.K. international equity closed-end funds

Fletcher, Jonathan - In: International review of financial analysis 55 (2018), pp. 23-34

Persistent link: https://www.econbiz.de/10012005160

A return-based approach to identify home bias of European equity funds

Maier, Moritz; Scholz, Hendrik - In: The European journal of finance 24 (2018) 15, pp. 1288-1310

Persistent link: https://www.econbiz.de/10012258891

Measuring the mutual fund industry risk management and performance sustainability : quantile regression model

Lee, Joe-ming - 2013

We apply the Quantile Regression Model to observe the rankcorrelation between bond fund performance and asset,volatility …, management fee, Sharpe index and show that fundperformance between volatility as a negative significantrelationship, implied …

Persistent link: https://www.econbiz.de/10009776201