1. Persistence of multidimensional time‐varying skills of fund managers: A comparison of conventional and Islamic equity funds. (2024). Jadoon, Atif ; Ali, Rizwan ; Ur, Ramiz ; Nabi, Ghulam.
   In: Managerial and Decision Economics.
   RePEc:wly:mgtdec:v:45:y:2024:i:2:p:880-895.

   Full description at Econpapers || Download paper

2. The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach. (2022). Lean, Hooi Hooi ; Zoubi, Taisier ; Alkhazali, Osamah.
   In: IJFS.
   RePEc:gam:jijfss:v:10:y:2022:i:4:p:102-:d:960531.

   Full description at Econpapers || Download paper

3. Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. (2022). Camgoz, Mevlut ; Topal, Mehmet Hanefi.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000022.

   Full description at Econpapers || Download paper

4. Islamic equity investments and the COVID-19 pandemic. (2022). Ashraf, Dawood ; Rizwan, Muhammad Suhail ; Ahmad, Ghufran.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000609.

   Full description at Econpapers || Download paper

5. Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns. (2022). Boovi, Milo.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001231.

   Full description at Econpapers || Download paper

6. Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). Kang, Sang Hoon ; McIver, Ron ; Suleman, Muhammad Tahir.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

   Full description at Econpapers || Download paper

7. Banks, Funds, and risks in islamic finance: Literature & future research avenues. (2021). Grira, Jocelyn ; Labidi, Chiraz.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316299.

   Full description at Econpapers || Download paper

8. Asset pricing factors in Islamic equity returns. (2021). Shamsuddin, Abul ; Safiullah, MD.
   In: International Review of Finance.
   RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554.

   Full description at Econpapers || Download paper

9. Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis. (2020). Trichilli, Yousra ; Abbes, Mouna Boujelbene ; Masmoudi, Afif.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918310547.

   Full description at Econpapers || Download paper

10. Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida ; delle Foglie, Andrea.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833.

    Full description at Econpapers || Download paper

11. Ethical investments and financial performance: An international evidence. (2020). Shah, Mohamed ; Mohamad, Shamsher ; Azmi, Wajahat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x1730570x.

    Full description at Econpapers || Download paper

12. Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds. (2019). Zouaoui, Marwa.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:3:p:48-:d:263760.

    Full description at Econpapers || Download paper

13. Does the application of smart beta strategies enhance portfolio performance? The case of Islamic equity investments. (2019). Ashraf, Dawood ; Raza, Muhammad Wajid.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:46-61.

    Full description at Econpapers || Download paper

14. A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

    Full description at Econpapers || Download paper

15. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; EL KHAMLICHI, ABDELBARI ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

    Full description at Econpapers || Download paper

16. Risk and Return Characteristics of Islamic Indices: An Empirical Approach. (2018). Camgoz, Mevlut ; Seval, Belkis ; Kose, Ahmet K.
    In: Istanbul Business Research.
    RePEc:ist:ibsibr:v:47:y:2018:i:2:p:124-153.

    Full description at Econpapers || Download paper

17. Does ethics improve stock market resilience in times of instability?. (2018). Hassan, M. Kabir ; Peillex, Jonathan ; Erragragui, Elias ; Faisal, Abu Nahian.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:3:p:450-469.

    Full description at Econpapers || Download paper

18. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:76282.

    Full description at Econpapers || Download paper

19. Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). Muteba Mwamba, John Weirstrass ; GUPTA, RANGAN ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:60-82.

    Full description at Econpapers || Download paper

20. Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

    Full description at Econpapers || Download paper

21. Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda. (2016). Zhu, Yushu ; Ling, Xin ; Chen, Xiaoyan ; Smith, Tom ; Linnenluecke, Martina K.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:36:y:2016:i:c:p:66-76.

    Full description at Econpapers || Download paper

22. Does the Shariah screening process matter? Evidence from Shariah compliant portfolios. (2016). Ashraf, Dawood ; Khawaja, Mohsin.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:132:y:2016:i:s:p:77-92.

    Full description at Econpapers || Download paper

1. Abderrezak, F. The Performance of Islamic Equity Funds: A Comparison to Conventional, Islamic and Ethical Benchmarks. 2008 University of Maastricht: Maastricht, NL
   Paper not yet in RePEc: Add citation now
   
2. Abdullah, Fikriyah ; Hassan, Taufiq ; Mohamad, Shamsher Investigation of performance of Malaysian Islamic Unit Trust Funds. 2007 Manag. Financ.. 33 142-153
   Paper not yet in RePEc: Add citation now
   
3. Abrevaya, Jason ; Jiang, Wei Pairwise-Slopes Statistics for Testing Curvature. 2001 University of Chicago Graduate School of Business:
   Paper not yet in RePEc: Add citation now
   

4. Admati, Anat R. ; Bhattacharya, Supidto ; Pfleiderer, Paul ; Ross, Stephen A. On timing and selectivity. 1986 J. Financ.. 41 715-730

5. Alam, Nafis ; Rajjaque, Mohammad Shadique Shariah-compliant equities: empirical evaluation of performance in the European market during credit crunch. 2010 J. Financ. Serv. Mark.. 15 228-240
   Paper not yet in RePEc: Add citation now
   

6. Albaity, Mohamed ; Ahmad, Rubi Performance of Syriah and composite indices: evidence from BURSA Malaysia. 2008 Asian Acad. Manag. J. Account Financ.. 4 23-43

7. Angelidis, Timotheos ; Giamouridis, Daniel ; Tessaromatis, Nikolaos Revisiting mutual fund performance evaluation. 2013 J. Bank. Financ.. 37 1759-1776

8. Ashraf, D. ; Mohammad, N. Matching perception with the reality—Performance of Islamic equity investments. 2014 Pac.-Basin Financ. J.. 28 175-189

9. Ashraf, Dawood Does Shari'ah screening cause abnormal returns? Empirical evidence from Islamic equity indices. 2014 J. Bus. Ethics. -
   Paper not yet in RePEc: Add citation now
   
10. Ashraf, Dawood Performance evaluation of Islamic Mutual Funds relative to conventional funds: empirical evidence from Saudi Arabia. 2013 Int. J. Islam. Middle East. Financ. Manag.. 6 105-121
    Paper not yet in RePEc: Add citation now
    

11. Ashraf, Dawood ; Goddard, John Derivatives in the wake of disintermediation: a simultaneous equations model of commercial and industrial lending and the use of derivatives by US banks. 2012 Int. J. Bank. Account. Financ.. 4 250-271

12. Baker, Malcolm ; Litov, Lubomir ; Wachter, Jessica A. ; Wurgler, Jeffrey Can mutual fund managers pick stocks? Evidence from their trades prior to earnings announcements. 2010 J. Financ. Quant. Anal.. 45 1111-1131

13. Basu, Anup K. ; Huang-Jones, Jason The performance of diversified emerging market equity funds. 2015 J. Int. Financ. Mark. Inst. Money. 35 116-131

14. Black, F. Capital market equilibrium with restricted borrowing. 1972 J. Bus.. 45 444-455

15. Black, Fischer ; Jensen, M. ; Scholes, Myron The capital asset pricing model: some empirical tests. 1972 En : Jensen, Michael C. Studies in Theory of Capital Markets. Praeger: New Y
    Paper not yet in RePEc: Add citation now
    
16. Bollen, Nicolas P.B. ; Busse, Jeffrey A. On the timing ability of mutual fund managers. 2011 J. Financ.. 56 1075-1094
    Paper not yet in RePEc: Add citation now
    

17. Bollerslev, T. ; Engle, R. ; Wooldridge, J. A capital asset pricing model with time-varying covariances. 1988 J. Polit. Econ.. 96 116-131

18. Brooks, Robert D. ; Faff, Robert W. ; McKenzie, Michael D. Time-varying beta risk of Australian industry portfolios: a comparison of modelling techniques. 1998 Aust. J. Manag.. 23 1-22

19. Carhart, M.M. On Persistence in Mutual Fund Performance. 1997 J. Financ.. 52 57-82

20. Cuthbertson, Keith ; Nitzsche, Dirk ; O'Sullivan, Niall The market timing ability of UK mutual funds. 2010 J. Bus. Financ. Acc.. 37 270-289

21. Daniel, Kent ; Grinblatt, Mark ; Titman, Sheridan ; Wermers, Russ Measuring mutual fund performance with benchmarks. 1997 J. Financ.. 52 1035-1058

22. De Bondt, Werner F.M. ; Thaler, Richard Does the stock market overreact?. 1985 J. Financ.. XL 793-805

23. Elfakhani, S.M. ; Hassan, K. ; Sidani, Y.M. Islamic mutual funds. 2007 En : Hassan, K. ; Lewis, M.K. Handbook of Islamic Banking. Edward Elgar: Cheltenham, UK

24. Engle, Robert Dynamic conditional correlation, a simple class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 J. Bus. Econ. Stat.. 20 339-350

25. Faff, R. A multivariate test of a dual-beta CAPM: Australian evidence. 2001 Financ. Rev.. 36 157-174

26. Fama, Eugene F. Component of investment performance. 1972 J. Financ.. 27 551-568

27. Fama, Eugene F. ; French, K.R. The cross‐section of expected stock returns. 1992 J. Financ.. XLVII 427-465

28. Fama, Eugene F. ; French, Kenneth R. Common risk factors in the returns on stocks and bonds. 1993 J. Financ. Econ.. 33 3-56

29. Fama, Eugene F. ; French, Kenneth R. Luck versus skill in the cross section of mutual fund returns. 2009 J. Empir. Financ.. LXV 1915-1947
    Paper not yet in RePEc: Add citation now
    

30. Fama, Eugene F. ; French, Kenneth R. Size, value, and momentum in international stock returns. 2012 J. Financ. Econ.. 105 457-472

31. Fama, Eugene F. ; French, Kenneth R. The capital asset pricing model: theory and evidence. 2004 J. Econ. Perspect.. 18 25-46

32. Girard, Eric ; Kabir Hassan, M. Is there a cost to faith-based investing: evidence from FTSE Islamic indices. 2008 J. Invest.. 112–22 -
    Paper not yet in RePEc: Add citation now
    
33. Grinblatt, Mark ; Titman, S. Portfolio performance evaluation: old issues and new insights. 1989 Rev. Financ. Stud.. 2 393-421
    Paper not yet in RePEc: Add citation now
    

34. Guyot, Alexis Efficiency and dynamics of Islamic investment: evidence of geopolitical effects on Dow Jones Islamic market indexes. 2011 Emerg. Mark. Financ. Trade. 47 24-45

35. Hakim, Sam ; Rashidian, Manochehr How Costly Is Investors' Compliance to Sharia?. 2004 :
    Paper not yet in RePEc: Add citation now
    

36. Hassan, M. ; Girard, Eric Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes. 2011 :

37. Hayat, Raphie ; Kraeussl, Roman Risk and return characteristics of Islamic equity funds. 2011 Emerg. Mark. Rev.. 12 189-203

38. Ho, Catherine Soke Fun ; Rahman, Nurul Afiqah Abd ; Yusuf, Noor Hafizha Muhamad ; Zamzamin, Zaminor Performance of global Islamic versus conventional share indices: international evidence. 2013 Pac. Basin Financ. J.. 1-12
    Paper not yet in RePEc: Add citation now
    

39. Hodoshima, J. ; Garza–Gómez, X. ; Kunimura, M. Cross-sectional regression analysis of return and beta in Japan. 2000 J. Econ. Bus.. 52 515-533

40. Hoepner, A.G.F. ; Rammal, H.G. ; Rezec, M. Islamic mutual funds' financial performance and international investment style: evidence from 20 countries. 2011 Eur. J. Financ.. 17 37-41

41. Holmes, M.J. ; Maghrebi, N. Asian real interest rates, nonlinear dynamics, and international parity. 2004 Int. Rev Econ. Financ.. 13 387-405

42. Howton, S.W. ; Peterson, D.R. An examination of cross-sectional realized stock returns using a varying-risk beta model. 1998 Financ. Rev.. 33 199-212

43. Hussein, Khaled A. ; Omran, Mohammed Ethical investment revisited: evidence from Dow Jones Islamic indexes. 2005 J. Invest.. 105-124
    Paper not yet in RePEc: Add citation now
    

44. Jegadeesh, N. ; Titman, S. Returns to buying winners and selling losers: implications for stock market efficiency. 1993 J. Financ.. 48 65-91

45. Jensen, M.C. The Performance of Mutual Funds in the Period 1945–1964. 1967 J. Financ.. 23 389-416
    Paper not yet in RePEc: Add citation now
    

46. Jiang, Wei A nonparametric test of market timing. 2003 J. Empir. Financ.. 10 399-425

47. Kacperczyk, Marcin ; Van Nieuwerburgh, Stijn ; Veldkamp, Laura Time-varying fund manager skill. 2014 J. Financ.. 69 1455-1484

48. Kok, Seng ; Giorgioni, Gianluigi ; Laws, Jason Performance of Shariah-compliant indices in London and NY Stock Markets and their potential for diversification. 2009 Int. J. Monet. Econ. Financ.. 2 398-

49. Lipper, ; Thomson Reuters, Global Islamic Asset Management Report 2014. 2014 :
    Paper not yet in RePEc: Add citation now
    

50. Lunde, Asger ; Timmermann, Allan Duration dependence in stock prices: an analysis of bull and bear markets. 2004 J. Bus. Econ. Stat.. 22 253-273

51. Luukkonen, Ritva ; Saikkonen, Pentti ; Teräsvirta, Timo Testing linearity against smooth transition autoregressive models. 1988 Biometrika. 75 491-499
    Paper not yet in RePEc: Add citation now
    

52. Mansor, F. ; Bhatti, M.I. ; Ariff, M. New evidence on the impact of fees on mutual fund performance of two types of funds. 2015 J. Int. Financ. Mark. Inst. Money. 35 102-115

53. Opdyke, J.D. Comparing Sharpe ratios: so where are the P-values?. 2007 J. Asset Manag.. 8 1-30

54. Pástor, Ľuboš ; Stambaugh, Robert F. Investing in equity mutual funds. 2002 J. Financ. Econ.. 63 351-380

55. Pettengill, Glenn N. ; Sundaram, Sridhar ; Mathur, Ike The conditional relation between beta and returns. 1995 J. Financ. Quant. Anal.. 30 101-116

56. Schröder, Michael Is there a difference? The performance characteristics of SRI equity indices. 2007 J. Bus. Financ. Acc.. 34 331-348

57. Shanmugam, B. ; Zahari, Z.R. A Primer on Islamic Finance. 2009 Research Foundation of CFA Institute:
    Paper not yet in RePEc: Add citation now
    
58. Sharpe, W.F. Mutual fund performance. 1966 J. Bus.. 39 119-138
    Paper not yet in RePEc: Add citation now
    
59. Teräsvirta, T. Specification, estimation, and evaluation of smooth transition autoregressive models. 1994 J. Am. Stat. Assoc.. 89 208-218
    Paper not yet in RePEc: Add citation now
    
60. Treynor, Jack ; Mazuy, Kay Can mutual funds outguess the market?. 1966 Harv. Bus. Rev.. 131–36 -
    Paper not yet in RePEc: Add citation now
    

61. Walkshäusl, Christian ; Lobe, Sebastian Islamic investing. 2012 Rev. Financ. Econ.. 21 53-62

62. Woodward, George ; Anderson, Heather M. Does beta react to market conditions? Estimates of ‘bull’ and ‘bear’ betas using a nonlinear market model with an endogenous threshold parameter. 2009 Quant. Financ.. 9 913-924

63. Woodward, George ; Brooks, Robert Do realized betas exhibit up/down market tendencies?. 2009 Int. Rev. Econ. Financ.. 18 511-519

1. Mutual fund managers timing abilities. (2017). Zhang, Yeqing ; Liao, LI.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:44:y:2017:i:c:p:80-96.

   Full description at Econpapers || Download paper

2. Timing liquidity in the foreign exchange market: Did hedge funds do it?. (2017). Tee, Kai-Hong ; Luo, JI ; Li, Baibing.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:40:y:2017:i:c:p:47-62.

   Full description at Econpapers || Download paper

3. Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics. (2016). Hudson, Robert ; el Kalak, Izidin ; Azevedo, Alcino.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:48:y:2016:i:c:p:85-97.

   Full description at Econpapers || Download paper

4. The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183.

   Full description at Econpapers || Download paper

5. The Evolving Beta-Liquidity Relationship of Hedge Funds. (2014). Stefanova, Denitsa ; Siegmann, Arjen.
   In: LSF Research Working Paper Series.
   RePEc:crf:wpaper:14-12.

   Full description at Econpapers || Download paper

6. Allocation of decision rights and the investment strategy of mutual funds. (2013). nanda, vikram ; Wang, Qinghai ; Dass, Nishant.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:110:y:2013:i:1:p:254-277.

   Full description at Econpapers || Download paper

7. Can hedge funds time market liquidity?. (2013). Lo, Andrew ; liang, bing ; Cao, Charles ; Chen, Yong.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:109:y:2013:i:2:p:493-516.

   Full description at Econpapers || Download paper

8. Investment Performance: A Review and Synthesis. (2013). Ferson, Wayne E.
   In: Handbook of the Economics of Finance.
   RePEc:eee:finchp:2-b-969-1010.

   Full description at Econpapers || Download paper

9. Mutual Funds. (2013). Gruber, Martin J ; Elton, Edwin J.
   In: Handbook of the Economics of Finance.
   RePEc:eee:finchp:2-b-1011-1061.

   Full description at Econpapers || Download paper

10. Performance, stock selection and market timing of the German equity mutual fund industry. (2013). Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:86-101.

    Full description at Econpapers || Download paper

11. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1116r.

    Full description at Econpapers || Download paper

12. Selectivity and timing performance of UK investment trusts. (2012). Su, Chen ; Joseph, Nathan L. ; Bangassa, Kenbata.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:5:p:1149-1175.

    Full description at Econpapers || Download paper

13. Management compensation and market timing under portfolio constraints. (2012). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:10:p:1600-1625.

    Full description at Econpapers || Download paper

14. Management compensation and market timing under portfolio constraints. (2011). priestley, richard ; Agarwal, Vikas ; Gomez, Juan-Pedro.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1116.

    Full description at Econpapers || Download paper

15. Risk and return characteristics of Islamic equity funds. (2011). Kräussl, Roman ; Hayat, Raphie.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:12:y:2011:i:2:p:189-203.

    Full description at Econpapers || Download paper

16. On the High-Frequency Dynamics of Hedge Fund Risk Exposures. (2011). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8479.

    Full description at Econpapers || Download paper

17. Optimal active portolio management and relative performance drivers: theory and evidence. (2011). Violi, Roberto.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-10.

    Full description at Econpapers || Download paper

18. Mutual Fund Performance: Measurement and Evidence. (2010). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:19:y:2010:i:2:p:95-187.

    Full description at Econpapers || Download paper

19. Measuring the timing ability and performance of bond mutual funds. (2010). Chen, Yong ; Ferson, Wayne ; Peters, Helen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:1:p:72-89.

    Full description at Econpapers || Download paper

20. On the Economic Value of Return Predictability. (2010). Han, Yufeng.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2010:v:11:i:1:p:1-33.

    Full description at Econpapers || Download paper

21. On the Dynamics of Hedge Fund Risk Exposures. (2010). Ramadorai, Tarun ; Patton, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7780.

    Full description at Econpapers || Download paper

22. Measuring the Timing Ability and Performance of Bond Mutual Funds. (2009). Ferson, Wayne ; Chen, Yong ; Peters, Helen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15318.

    Full description at Econpapers || Download paper

23. An analysis of the sensitivity of Australian superannuation funds to market movements: a Markov regime switching approach. (2008). Roca, Eduardo ; Wong, Victor.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:18:y:2008:i:7:p:583-597.

    Full description at Econpapers || Download paper

24. UK mutual fund performance: Skill or luck?. (2008). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:613-634.

    Full description at Econpapers || Download paper

25. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.. (2008). Savona, Roberto ; amisano, gianni.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008881.

    Full description at Econpapers || Download paper

26. Performance measurement and evaluation. (2007). Lehmann, Bruce ; Timmermann, Allan.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24505.

    Full description at Econpapers || Download paper

27. Portfolio Performance Manipulation and Manipulation-Proof Performance Measures. (2006). Goetzmann, William ; Spiegel, Matthew ; Ingersoll, Jonathan ; Welch, Ivo.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2471.

    Full description at Econpapers || Download paper

28. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000005.

    Full description at Econpapers || Download paper

29. Market timing by global fund managers. (2006). Riddick, Leigh A. ; Glassman, Debra A..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:7:p:1029-1050.

    Full description at Econpapers || Download paper

30. Investing in mutual funds when returns are predictable. (2006). wermers, russell ; Avramov, Doron.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:81:y:2006:i:2:p:339-377.

    Full description at Econpapers || Download paper

31. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-31.

    Full description at Econpapers || Download paper

32. Investing in mutual funds when returns are predictable. (2005). wermers, russell ; Avramov, Doron.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0513.

    Full description at Econpapers || Download paper

33. A nonparametric test of market timing. (2003). Jiang, Wei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:4:p:399-425.

    Full description at Econpapers || Download paper

34. La persistance de la performance des fonds de pension individuels britanniques:une étude empirique sur des fonds investis en actions et des fonds obligataires. (2003). Herve, Fabrice.
    In: Revue Finance Contrôle Stratégie.
    RePEc:dij:revfcs:v:6:y:2003:i:q3:p:41-77.

    Full description at Econpapers || Download paper

35. A Loss Aversion Performance Measure. (2003). Satchell, Stephen E. ; Farah, Nathalie.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0333.

    Full description at Econpapers || Download paper

36. La persistance de la performance des fonds de pension individuels britanniques : une étude empirique sur des fonds investis en actions et des fonds obligataires.. (2002). Herve, Fabrice.
    In: Working Papers.
    RePEc:log:wpaper:2002-3.

    Full description at Econpapers || Download paper

37. Optimal market timing strategies under transaction costs. (2002). Li, Wei ; Lam, Kin.
    In: Omega.
    RePEc:eee:jomega:v:30:y:2002:i:2:p:97-108.

    Full description at Econpapers || Download paper

38. The performance of Italian equity funds. (2002). cesari, riccardo ; Panetta, Fabio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:1:p:99-126.

    Full description at Econpapers || Download paper

39. The performance of professional market timers: daily evidence from executed strategies. (2001). Hemler Michael L., ; Chance Don M., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:62:y:2001:i:2:p:377-411.

    Full description at Econpapers || Download paper

40. Measuring performance of international closed-end funds. (2001). Patro, Dilip Kumar .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:9:p:1741-1767.

    Full description at Econpapers || Download paper

41. Monthly Measurement of Daily Timers. (2000). Goetzmann, William ; Ivkovich, Zoran ; Ingersoll, Jonathan E..
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm88.

    Full description at Econpapers || Download paper

42. MESURES DE PERFORMANCES AJUSTÉES POUR LE RISQUE (MPAR) ET ALLOCATION DES CAPITAUX PROPRES. (2000). VIVIANI, Jean-Laurent.
    In: Post-Print.
    RePEc:hal:journl:halshs-00587521.

    Full description at Econpapers || Download paper

43. The ordered mean difference as a portfolio performance measure. (2000). Bowden, Roger J..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:7:y:2000:i:2:p:195-223.

    Full description at Econpapers || Download paper

44. An examination of Australian equity trusts for selectivity and market timing performance. (1999). faff, robert ; Hallahan, Terrence A..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:387-402.

    Full description at Econpapers || Download paper

45. Conditional market timing with benchmark investors. (1999). Schill Michael J., ; Myers David H., ; Wayne, Ferson ; Connie, Becker.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:52:y:1999:i:1:p:119-148.

    Full description at Econpapers || Download paper

46. Conditional Market Timing with Benchmark Investors. (1998). Ferson, Wayne ; Schill, Michael ; Myers, David ; Becker, Connie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6434.

    Full description at Econpapers || Download paper

47. Robustness of selectivity and timing measures of performance based on quadratic and dummy variable regressions. (1997). Chung, Richard ; Kryzanowski, Lawrence.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:6:y:1997:i:3:p:257-262.

    Full description at Econpapers || Download paper

48. Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance. (1996). Ferson, Wayne ; Christopherson, Jon A. ; Glassman, Debra A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5830.

    Full description at Econpapers || Download paper

49. Information quality, performance measurement, and security demand in rational expectations economies. (1995). Noe, Thomas ; Ramamurtie, Buddhavarapu Sailesh .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:95-4.

    Full description at Econpapers || Download paper

50. A contingent claim approach to performance evaluation. (1993). Jagannathan, Ravi ; Glosten, Lawrence R..
    In: Staff Report.
    RePEc:fip:fedmsr:159.

    Full description at Econpapers || Download paper

Report date: 2025-09-13 02:53:48 || Missing content? Let us know