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Alpha : Empirical Evidence of Mutual Fund Performance under Different Economic Cycles and over Fund Objectives
Fernandez, Giovanni - 2011
We use daily geometric mean returns to investigate abnormal returns in mutual funds by applying four well known models, namely the CAPM, three-moment CAPM, Fama and French (1993) three-factor and Carhart (1997) four-factor models under different economic cycles and over different fund...
Persistent link: https://www.econbiz.de/10013121150
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Bankruptcy prediction of real estate firms in Thailand
Treewichayapong, Suporn; Chunhachinda, Pornchai; … - In: The international journal of finance 23 (2011) 1, pp. 6672-6691
Persistent link: https://www.econbiz.de/10009655285
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The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 3, pp. 261-281
Persistent link: https://www.econbiz.de/10010355434
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Multifactor asset pricing model incorporating coskewness and cokurtosis : the evidence from Asian mutual funds
Nathee Naktnasukanjn; Chunhachinda, Pornchai; … - In: International journal of economics and business research 16 (2018) 3, pp. 308-325
Persistent link: https://www.econbiz.de/10011990708
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Volume weighted volatility : empirical evidence for a new realised volatility measure
Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10011955195
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Uncovered interest rate parity, carry trade, and country equity return differentials
Kanchanapoom, Termkiat; Padungsaksawasdi, Chaiyuth; … - In: Global economy journal : GEJ 18 (2018) 3, pp. 1-11
Persistent link: https://www.econbiz.de/10011897273
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An empirical investigation of mutual fund performance in different economic cycles under alternative fund objectives
Fernandez, Giovanni; Padungsaksawasdi, Chaiyuth; … - In: The international journal of finance 27 (2015) 1, pp. 15-81
Persistent link: https://www.econbiz.de/10011691230
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Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth; Parhizgari, Ali M. - In: Review of Pacific Basin financial markets and policies 20 (2017) 4, pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
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An empirical analysis of corporate takeover defences and earnings management : evidence from the US
Pornsit Jiraporn - In: Applied financial economics 15 (2005) 5, pp. 293-303
Persistent link: https://www.econbiz.de/10002674360
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Corporate payout policy, block ownership, and the substitution hypothesis
Pornsit Jiraporn - In: Journal of business and economic perspectives 35 (2009) 1, pp. 70-84
Persistent link: https://www.econbiz.de/10003927910