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The investment performance of US equity pension fund managers : an empirical investigation

Coggin, T. Daniel - In: The journal of finance : the journal of the American … 48 (1993) 3, pp. 1039-1055

Persistent link: https://www.econbiz.de/10001152164

An empirical examination of the intraday return volatility process

Rahman, Shafiqur; Ang, Kian Ping - In: Advances in financial planning and forecasting 11 (2003), pp. 1-22

Persistent link: https://www.econbiz.de/10001762144

Intraday return volatility process : evidence from NASDAQ stocks

Rahman, Shafiqur; Lee, Cheng F.; Ang, Kian Ping - In: Review of quantitative finance and accounting 19 (2002) 2, pp. 155-180

Persistent link: https://www.econbiz.de/10001719974

The investment performance, attributes, and investment behavior of ethical equity mutual funds in the US : an empirical investigation

Rahman, Shafiqur; Lee, Cheng F.; Xiao, Yaqing - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 91-116

Persistent link: https://www.econbiz.de/10011797024

The investment performance of ethical equity funds in Malaysia

Fadillah Mansor; Bhatti, Muhammad Ishaq; Rahman, Shafiqur; … - In: Journal of risk and financial management : JRFM 13 (2020) 9/219, pp. 1-14

This paper investigates the investment performance of Malaysian Islamic equity funds and a matching sample of conventional equity funds relative to their market benchmark. An integrated model is used to simultaneously capture the market timing and selectivity skills of fund managers. Our...

Persistent link: https://www.econbiz.de/10012384341

Tests of alternative asset pricing models using individual security returns and a new multivariate F-test

Rahman, Shafiqur; Schneider, Matthew J. - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950001-1-1950001-34

Persistent link: https://www.econbiz.de/10012156138