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Why do funds make more when they trade more?

Kim, Jaden Jonghyuk; Lee, Jung H.; Venkatesan, Shyam - In: The Quarterly Journal of Finance : QJF 12 (2022) 4, pp. 1-52

Persistent link: https://www.econbiz.de/10014234589

Trade size and the cross section of stock returns : informed versus noise traders in the Chinese growth enterprise market

Zhaohui Zhang; Chang, Tung-Lung Steven - In: International journal of business 19 (2014) 4, pp. 322-335

Persistent link: https://www.econbiz.de/10010481884

Essays on return information and financial markets

Brunner, Fabian - 2020

Persistent link: https://www.econbiz.de/10012500556

Intra-day characteristics of stock price crashes

Ammann, Manuel; Kessler, Stephan - 2009 - Nov. 2009

Persistent link: https://www.econbiz.de/10003905956

Intraday characteristics of stock price crashes

Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255

Persistent link: https://www.econbiz.de/10003886042

Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds

Joenväärä, Juha; Kosowski, Robert L. - 2015

Persistent link: https://www.econbiz.de/10011289235

Informed Trading, Order Flow Shocks and the Cross-section of Expected Returns in Borsa İstanbul

Tiniç, Murat - 2019

This paper examines the relationship between information asymmetry and stock returns in Borsa İstanbul. For all stocks that are traded in Borsa İstanbul between March 2005 and April 2017, we estimate the probability of informed trading (PIN) by Duarte and Young (2009) factorization and a...

Persistent link: https://www.econbiz.de/10012862065

Recent advances in explaining hedge fund returns : implicit factors and exposures

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: Global finance journal 33 (2017), pp. 68-87

Persistent link: https://www.econbiz.de/10011802916

Market timing skill, expected returns, and mutual fund performance

Greene, Jason T.; Hodges, Charles W. - In: Advances in investment analysis and portfolio … 8 (2001), pp. 183-204

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An examination of the benefits of dynamic trading strategies in U.K. closed-end funds

Fletcher, Jonathan; Basu, Devraj - In: International review of financial analysis 47 (2016), pp. 109-118

Persistent link: https://www.econbiz.de/10011624072