|
|
|
|
|
Davinder K. Malhotra, Tim Mooney, Raymond Poteau and Philip Russel
In this study, we provide a comprehensive examination of the performance of financial (specialty sector financial) mutual funds over a 23-year period, a much longer time frame than what has been analyzed in previous literature. To fully understand the pe...
ver más
|
|
|
|
|
|
|
|
|
|
|
Margaret C. Meyer
AbstractThe purpose of this study was to determine whether any persistence of performance existed in the unit trust industry in South Africa over the ten-year period from July 1985 to June 1995. Calculations were done over different time periods (one-, t...
ver más
|
|
|
|
|
|
|
|
|
|
|
Margaret C. Meyer
AbstractThe purpose of this study was to determine whether any persistence of performance existed in the unit trust industry in South Africa over the ten-year period from July 1985 to June 1995. Calculations were done over different time periods (one-, t...
ver más
|
|
|
|
|
|
|
|
|
|
|
Munyaradzi Chawana
AbstractA number of researchers have sought to test the theoretical prediction of Modern Portfolio Theory that asserts that Socially Responsible Investing (SRI) under-performs conventional investing. In contrast to the majority of literature, which focus...
ver más
|
|
|
|
|
|
|
|
|
|
|
Johannes P. Steyn,Suzette Viviers
AbstractOrientation: Investors are increasingly weighing up the cost of investing in companies with adverse impacts on society and the natural environment.Research purpose: In light of the shift to responsible investing, this study compared the risk-adju...
ver más
|
|
|
|
|
|
|
|
|
|
|
Songul KAKILLI ACARAVCI,Ali ACARAVCI,Yunus KARAOMER
Pág. 187 - 191
The Real Estate Investment Trusts (REITs) have an important role in the development of the real estate sector. For investors, the REITs are financial institution that offer service such as professional portfolio management, risk reduced through diversifi...
ver más
|
|
|
|
|
|
|
|
|
|
|
Crina Pungulescu
Pág. 29 - 40
This paper investigates whether small markets offer higher risk-adjusted expected returns using a large set of developed and emerging markets over a time span of up to four decades. The results show that expected returns are significantly lower in larger...
ver más
|
|
|
|
|
|
|
|
|
|
|
Ling Pick Soon,Ruzita Abdul-Rahim
Pág. 88 - 96
This study examines the efficiency of Malaysian stock market based on the effectiveness of unconventional technical trading strategies which combine buy recommendation of securities experts with sell signals from 10 different technical strategies (SMA, M...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jinghua Wang, John Bilson
Pág. 73 - 80
Over the past fifty years, economic growth in emerging markets has been supported by investments in capital and technology from the developed world. The benefit of this development for the emerging markets, as measured by growth in income, employment, an...
ver más
|
|
|
|
|
|
|
|
|
|
|
Gizelle Willows, Darron West
Research has shown that, as a result of certain behavioural biases, individuals do not always make investment decisions in such a way as to maximise their expected utility. These biases have also been observed to manifest differently within gender: men a...
ver más
|
|
|
|
|
|
|
|
|
|
|
Chin-Sheng Huang,Chun-Fan You,Hueh-Chen Lin
Pág. 382 - 399
Utilizing the data from the Shanghai and Shenzhen exchanges between the periods of 2005 to 2011, this paper explores whether trading strategies based on dividend-yield are effective in the Chinese stock market. Under market risk-adjusted, we find an abno...
ver más
|
|
|
|
|
|
|
|
|
|
|
Gokcen Ogruk
Pág. 909 - 919
This paper evaluates the performance of carry trade strategies with implied Taylor rule interest rate differentials and compares the performance statistics of them over the naive carry trade strategy with actual interest rates. Carry trade, a currency sp...
ver más
|
|
|
|
|
|
|
|
|
|
|
Pierre Erasmus
AbstractThe relevance of the dividend decision has been a contentious issue in corporate finance research, partly due to contradictory views reported in existing literature. When faced with the dividend decision, management should understand its impact o...
ver más
|
|
|
|
|
|
|
|
|
|
|
Andrei Salem Gonçalves,Robert Aldo Iquiapaza,Aureliano Angel Bressan
Pág. 317 - 335
We propose a single-factor mixed effects panel data model to create an arbitrage portfolio that identifies differences in firm-level latent fundamentals. Furthermore, we show that even though the characteristics that affect returns are unknown variables,...
ver más
|
|
|
|
|
|
|
|
|
|
|
J. R. Van Niekerk,J. D. Krige
AbstractPrivate Equity is rapidly growing as an asset class for investors in South Africa. Local and international literature presents overwhelming evidence to suggest that Private Equity offers superior risk-adjusted returns and portfolio diversificatio...
ver más
|
|
|
|
|
|
|
|
|
|
|
J. R. Van Niekerk,J. D. Krige
AbstractPrivate Equity is rapidly growing as an asset class for investors in South Africa. Local and international literature presents overwhelming evidence to suggest that Private Equity offers superior risk-adjusted returns and portfolio diversificatio...
ver más
|
|
|
|
|
|
|
|
|
|
|
Francesca Bell,Gary van Vuuren
AbstractOrientation: Environmental, social and governance (ESG) factors have evolved from peripheral significance (2000s) to a leading factor (2022) for many corporates. Most are now assigned ESG grades; which are increasingly scrutinised by investors.Re...
ver más
|
|
|
|
|
|
|
|
|
|
|
Francesca Bell,Gary van Vuuren
AbstractOrientation: Environmental, social and governance (ESG) factors have evolved from peripheral significance (2000s) to a leading factor (2022) for many corporates. Most are now assigned ESG grades; which are increasingly scrutinised by investors.Re...
ver más
|
|
|
|
|
|
|
|
|
|
|
Johannes P. Steyn,Lomari Theart
AbstractOrientation: It is rational for investors to expect additional compensation for an increased risk exposure. This positive risk?return relationship is in line with traditional financial theory; however, this relationship does not always hold in em...
ver más
|
|
|
|
|
|
|
|
|
|
|
Leszek Czapiewski and Joanna Lizinska
This study tests possible sources of long-term risk-adjusted returns on initial public offerings (IPO) in Poland under the calendar-time portfolio (CTP) approach. The moment of going public still remains a puzzle in many areas. Poland?s status as an emer...
ver más
|
|
|
|
|
|