G Galloppo, R Guida, V Paimanova - Research in International Business …, 2024 - Elsevier
We investigate the flow-performance relationship by the lens of the investor preferences, applying a mutual fund dataset with an investment objective focused over European and US …
S Ben Khelifa, S Arsi - Journal of Economic and Administrative …, 2022 - emerald.com
Purpose This paper aims to explore the impact of the COVID-19 pandemic on the market timing skills of Islamic equity funds in Asia, Europe and North America. Design/methodology …
This comparative study investigates the time‐varying skills of Shariah‐Compliant and conventional equity fund managers in selectivity, volatility, market return, liquidity, and …
Z Ni, L Wang, W Li - Pacific-Basin Finance Journal, 2021 - Elsevier
This study shows that fund managers can time the market-wide implied tail risk using mutual fund data from China. Managers tend to decrease the market exposure when the market …
W Wattanatorn… - International Journal of …, 2022 - inderscienceonline.com
This study aims to explore an important determinant of stock price crash risk in an emerging market, Thailand. Our results support an important role of systematic skewness on stock …
In the present study we propose a new higher-order co-moment timing ability for fund managers. Top-performing fund managers successfully time higher-order co-moments of …
N Al Rahahleh, MI Bhatti - Islamic Finance in the Modern Era, 2024 - taylorfrancis.com
This chapter investigates the performance of locally focused equity mutual funds in Saudi Arabia, specifically in comparison to the performance of their benchmarks in the Saudi …
S Arsi, SB Khelifa - Financial Market Dynamics after COVID 19: The …, 2022 - Springer
The COVID-19 outburst triggered all activity sectors, altering even the financial markets dynamics. And, the Islamic finance segment has not been spared. This chapter has a special …