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Hedge fund return sensitivity to global liquidity

Kessler, Stephan; Scherer, Bernd - In: Journal of financial markets 14 (2011) 2, pp. 301-311

Persistent link: https://www.econbiz.de/10009266959

Momentum and macroeconomic state variables

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Disposition effect and mutual fund performance

Ammann, Manuel; Ising, Alexander; Kessler, Stephan - In: Applied financial economics 22 (2012) 1/3, pp. 1-19

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Disposition Effect and Mutual Fund Performance

Ammann, Manuel - 2013

This article finds strong evidence for the presence of the disposition effect among US mutual fund managers. The analysis can establish a link between the disposition effect and mutual fund characteristics as well as changes in the macroeconomic environment. Managers with a lower disposition...

Persistent link: https://www.econbiz.de/10013092848