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On timing ability in Australian managed funds

In, Francis Haeuck; Kim, Sangbea; Ji, Philip Inyeob - In: Australian journal of management 39 (2014) 1, pp. 92-106

Persistent link: https://www.econbiz.de/10010353549

False discoveries in the performance of Australian managed funds

Kim, Sangbae; In, Francis Haeuck; Ji, Philip Inyeob; … - In: Pacific-Basin finance journal 26 (2014), pp. 244-256

Persistent link: https://www.econbiz.de/10010498736

Competition of socially responsible and conventional mutual funds and its impact on fund performance

In, Francis Haeuck; Kim, Martin; Park, Raphael Jonghyeon; … - In: Journal of banking & finance 44 (2014), pp. 160-176

Persistent link: https://www.econbiz.de/10010410924

Analysing the performance of managed funds using the wavelet multiscaling method

In, Francis Haeuck; Kim, Sangbae; Marisetty, Vijaya; … - In: Review of quantitative finance and accounting 31 (2008) 1, pp. 55-70

Persistent link: https://www.econbiz.de/10003711406

The effect of diversification on tail risk : evidence from US equity mutual fund portfolios

Xu, Simon; Hwang, Inchang; In, Francis Haeuck - In: International review of finance 16 (2016) 3, pp. 483-495

Persistent link: https://www.econbiz.de/10011713786

False discoveries in volatility timing of mutual funds

Kim, Sangbae; In, Francis Haeuck - In: Journal of banking & finance 36 (2012) 7, pp. 2083-2094

Persistent link: https://www.econbiz.de/10009629677

Competition of Socially Responsible and Conventional Mutual Funds and its Impact on Fund Performance

In, Francis Haeuck - 2013

This paper examines the impact of both socially responsible (SR) and conventional entrant funds on SR incumbent funds using an overlap in portfolio holdings to measure the impact of competition in the US mutual fund industry. This paper's findings indicate that over the past decade the increase...

Persistent link: https://www.econbiz.de/10013080800

Mean-reversion in closed-end fund discount : evidence from half-life

Ji, Philip Inyeob; Kim, Sangbae - In: Applied economics 45 (2013) 31/33, pp. 4503-4515

Persistent link: https://www.econbiz.de/10010225051

Do Sovereign Wealth Funds Make Informed Investment Decisions?

Lee, Bong‐Soo - 2013

Recent studies find that target firm returns are reduced following sovereign wealth fund (SWF) investment. Although risk is also reduced following SWF investment, they find that SWF investment is associated with a reduction in the compensation of risk.In this paper, weexamine the hypothesis that...

Persistent link: https://www.econbiz.de/10013080772