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On the use of options by mutual funds : do they know what they are doing?
Cici, Gjergji; Palacios, Luis-Felipe - In: Journal of banking & finance 50 (2015), pp. 157-168
Persistent link: https://www.econbiz.de/10010509619
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Trading efficiency of fund families : impact on fund performance and investment behavior
Cici, Gjergji; Dahm, Laura K.; Kempf, Alexander - In: Journal of banking & finance 88 (2018), pp. 1-14
Persistent link: https://www.econbiz.de/10011962573
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The prevalence of the disposition effect in mutual funds' trades
Cici, Gjergji - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 4, pp. 795-820
Persistent link: https://www.econbiz.de/10009672432
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Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae; Kwon, Do-Gyun; Kim, Woo Chang; Fabozzi, … - In: Applied economics 50 (2018) 40, pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
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A study of analyst-run mutual funds : the abilities and roles of buy-side analysts
Cici, Gjergji; Rosenfeld, Claire - In: Journal of empirical finance 36 (2016), pp. 8-29
Persistent link: https://www.econbiz.de/10011662740
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Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji; Gibson, Scott; Gündüz, Yalın; … - In: The journal of portfolio management : a publication of … 41 (2015) 2, pp. 126-137
Persistent link: https://www.econbiz.de/10011294186
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Mutual fund performance when parent firms simultaneously manage hedge funds
Cici, Gjergji; Gibson, Scott; Moussawi, Rabih - In: Journal of financial intermediation 19 (2010) 2, pp. 169-187
Persistent link: https://www.econbiz.de/10003992772
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Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.; Fung, Chun-yip; Lam, Kin; Wong, Wing … - In: Applied financial economics 23 (2013) 16/18, pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
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Finding value using momentum
Pani, Bijon; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 48 (2022) 2, pp. 264-283
Persistent link: https://www.econbiz.de/10012802503