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Regime-switching determinants of mutual fund performance in South Africa
Apau, Richard; Moores-Pitt, Peter; Muzindutsi, Paul-Francois - In: Economies : open access journal 9 (2021) 4, pp. 1-20
This study assesses the effect of fund-level and systemic factors on the performance of mutual funds in the context of changing market conditions. A Markov regime-switching model is used to analyze the performance of 33 South African equity mutual funds from 2006 to 2019. From the results, fund...
Persistent link: https://www.econbiz.de/10012799837
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Effect of COVID-19 on ETF and index efficiency : evidence from an entropy-based analysis
Saha, Kunal; Madhavan, Vinodh; Chandrashekhar, G. R. - In: Journal of economics and finance : JEF 46 (2022) 2, pp. 347-359
Persistent link: https://www.econbiz.de/10013190560
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Testing technical trading strategies on China's equity ETFs : a skewness perspective
Jin, Xiaoye - In: Emerging markets review 51 (2022) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10013417282
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Bad news bears : effects of expected market volatility on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew; Lu, Xing; MacLeod, Robert W.; … - In: Managerial finance 39 (2013) 12, pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
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Why are "true" active managers essential for markets?
Galakis, John - In: International journal of portfolio analysis and … 2 (2021) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10012595945
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Relative efficiency of equity ETFs : an adaptive market hypothesis perspective
Saha, Kunal; Madhavan, Vinodh; Chandrashekhar, G. R. - In: Applied economics letters 28 (2021) 14, pp. 1202-1207
Persistent link: https://www.econbiz.de/10012589993
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Testing moving average trading strategies on ETFs
Huang, Jing-Zhi; Huang, Zhijian - In: Journal of empirical finance 57 (2020), pp. 16-32
Persistent link: https://www.econbiz.de/10012430427
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An analysis of pricing efficiency of exchange traded funds in India using ARDL bounds test approach
Chandrasekaran, Buvanesh; Acharya, Rajesh H. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 4, pp. 607-633
Persistent link: https://www.econbiz.de/10012797853
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Market efficiency of energy ETFs : evidence from USO and UGA
Metghalchi, Massoud; Cloninger, Peggy; Niroomand, Farhang - In: International journal of financial engineering 10 (2023) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10014304324
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Investigating the informational efficiency of exchange traded funds (ETFs) : empirical evidence from Indian Equity ETFs
Kaur, Prabhdeep; Jaspal Singh - In: Finance India : the quarterly journal of Indian … 36 (2022) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10013349034