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Mutual fund performance in Tunisia: A multivariate GARCH approach. (2013). Hammami, Yacine ; Jilani, Faouzi ; Oueslati, Abdelmonem .
In: Research in International Business and Finance.
RePEc:eee:riibaf:v:29:y:2013:i:c:p:35-51.

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  2. Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market. (2022). Gopane, Thabo ; Kalima, Bwalya.
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  3. Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets. (2022). Nguyen, Pascal ; Rahat, Birjees.
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  4. A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Panait, Iulian ; Gherghina, Ştefan ; Badea, Leonardo ; armeanu, dan.
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  5. Managerial attributes and equity mutual fund performance: evidence from china. (2016). Mamatzakis, Emmanuel ; Xu, Bingrun.
    In: MPRA Paper.
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  6. On the determinants of expected corporate bond returns in Tunisia. (2016). Hammami, Yacine ; Bahri, Maha .
    In: Research in International Business and Finance.
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  7. The performance of the Italian mutual funds: Does the metric matter?. (2016). Venanzi, Daniela.
    In: Research in International Business and Finance.
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  8. An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches. (2014). Masih, Abul ; Kamaruzdin, Thaqif .
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  9. The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach. (2014). Hammami, Yacine ; Jilani, Faouzi ; Oueslati, Abdelmonem .
    In: Research in International Business and Finance.
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  10. Should hedge funds be cautious reporting high returns?. (2014). Auer, Benjamin R..
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  65. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia. (2005). Xiong, Wei ; Scheinkman, Jose ; Mei, Jianping.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11362.

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  66. Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia. (2005). Xiong, Wei ; Mei, Jianping.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000867.

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  67. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10814.

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  68. The Performance of International Equity Portfolios. (2004). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:817.

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