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Information content when mutual funds deviate from benchmarks

Jiang, Hao; Verbeek, Marno; Wang, Yu - In: Management science : journal of the Institute for … 60 (2014) 8, pp. 2038-2053

Persistent link: https://www.econbiz.de/10010403577

Information Content When Mutual Funds Deviate from Benchmarks

Jiang, Hao - 2013

The consensus wisdom of active mutual fund managers, as reflected in their average over- and underweighting decisions, contains valuable information about future stock returns. Analyzing a comprehensive sample of active U.S. equity funds 1984-2008, we find that stocks heavily overweighted by...

Persistent link: https://www.econbiz.de/10013093749

The economic value of predicting stock index returns and volatility

Marquering, Wessel A. (contributor); … - 2000

Persistent link: https://www.econbiz.de/10001528578

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - In: The review of economics and statistics 82 (2000) 4, pp. 646-655

Persistent link: https://www.econbiz.de/10001533480

Estimating short-run persistence in mutual fund performance

Horst, Jenke R. ter; Verbeek, Marno - 1997

Persistent link: https://www.econbiz.de/10000674748

The economic value of predicting stock index returns and volatility

Marquering, Wessel A.; Verbeek, Marno - 2000

Persistent link: https://www.econbiz.de/10001522477

Do countries or industries explain momentum in Europe?

Nijman, Theodore E. (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001646679

Fund liquidation, self-selection and look-ahead bias in the hedge fund industry

Horst, Jenke R. ter (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002496882

Do countries or industries explain momentum in Europe?

Nijman, Theodore E.; Swinkels, Laurens; Verbeek, Marno - In: Journal of empirical finance 11 (2004) 4, pp. 461-481

Persistent link: https://www.econbiz.de/10002145197

The economic value of predicting stock index returns and volatility

Marquering, Wessel A.; Verbeek, Marno - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 407-429

Persistent link: https://www.econbiz.de/10002103735

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