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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

The Dynamics of Average Mutual Fund Alphas

Budiono, Diana - 2009

The average alpha of mutual funds is an indication of whether it pays off to invest in actively managed funds. In this study we show that a substantial part of the variation in the average alpha can be explained by exogenous factors. The most important factors are the average expense ratio, the...

Persistent link: https://www.econbiz.de/10013153163

Estimating short-run persistence in mutual fund performance

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

Persistent link: https://www.econbiz.de/10000956830