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Factors affecting the birth and fund flows of CTAs
Do, Viet; Faff, Robert W.; Lajbcygier, Paul; … - In: Australian journal of management 41 (2016) 2, pp. 324-352
Persistent link: https://www.econbiz.de/10011577336
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Political constraints and trading strategy in times of market stress : evidence from the chinese national social security fund
Li, Yong; Benson, Karen; Faff, Robert W. - In: Finance research letters 19 (2016), pp. 217-221
Persistent link: https://www.econbiz.de/10011657645
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Fund size, transaction costs and performance : size matters!
Chan, Howard Wei-hong; Faff, Robert W.; Gallagher, David R. - In: Australian journal of management 34 (2009) 1, pp. 73-96
Persistent link: https://www.econbiz.de/10003870209
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Tournament behavior in Australian superannuation funds : a non-parametric analysis
Hallahan, Terrence; Faff, Robert W. - In: Global finance journal 19 (2009) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10003837187
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The information content of Australian managed fund ratings
Faff, Robert W.; Parwada, Jerry T.; Poh, Hun-Lune - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1528-1547
Persistent link: https://www.econbiz.de/10003626835
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Do derivatives have a role in the risk-shifting behaviour of fund managers?
Benson, Karen; Faff, Robert W.; Nowland, John - In: Australian journal of management 32 (2007) 2, pp. 271-292
Persistent link: https://www.econbiz.de/10003628607
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Kontrolle und Entlohnung von Spezialfonds als Instrument der Vermögensanlage von Versicherungsunternehmen
Maurer, Raimond - 1996
Persistent link: https://www.econbiz.de/10000562130
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Return-based classification of absolute ruturn funds
Gerlach, Philipp; Maurer, Raimond - In: The journal of asset management 16 (2015) 2, pp. 117-130
Persistent link: https://www.econbiz.de/10011411953
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011479824
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios; Caporale, Guglielmo Maria; … - 2016
The 2008-2009 global financial crisis has raised new questions about the relationship between equity fund flows and stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-GARCH(1,1)-in-mean model with a BEKK representation is estimated, and a...
Persistent link: https://www.econbiz.de/10011482859