The smallest firm effect: An international study

L De Moor, P Sercu - Journal of International Money and Finance, 2013 - Elsevier
Using a carefully screened and filtered international database with a wide coverage across
countries and size classes, this paper identifies and documents a post-1980s size effect …

Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors

L Andreu, C Ortiz, JL Sarto - Journal of Economic Behavior & Organization, 2020 - Elsevier
This paper evaluates the presence of disposition effect in Spanish equity funds and its
implications for investors. We find that disposition spread is not a widespread bias, but it …

The automated FADU-assay, a potential high-throughput in vitro method for early screening of clastogenicity

M Moreno-Villanueva, T Eltze, D Dressler… - ALTEX-Alternatives to …, 2011 - altex.org
Genotoxicity tests are essential to identify compounds that have a potential to compromise
not only the environment but also human and animal health, including compounds that …

Investors' risk perceptions of structured financial products with worst-of payout characteristics

AH Kunz, C Messner, M Wallmeier - Journal of Behavioral and …, 2017 - Elsevier
We conduct an experiment to investigate how investors assess the risk of reverse
convertibles that link their payouts to the worst performing stock of a pool of underlying …

Window dressing in the Active Share scores in publicly reported portfolios

L Andreu, C Forner, JL Sarto - BRQ Business Research …, 2024 - journals.sagepub.com
Using a unique database that includes publicly disclosed fund holdings at the end of the
quarter as well as the holdings in all non-publicly disclosed months, we found that some …

Late Trading in Mutual Fund Shares–The Sequel?

M Wagner, D Margaritis - Journal of Financial Services Research, 2019 - Springer
This paper provides new evidence of late trading activities in the mutual fund markets of
France, Germany and the UK. We find that investors who are allowed to trade late can earn …

Pengaruh January Effect, Ramadhan Effect, Imlek Effect, Terhadap Return dan Trading Volume Activity di Bursa Efek Indonesia

S Yasa - 2018 - dspace.uii.ac.id
Penelitian ini bertujuan untuk mengetahui pengaruh yang ditimbulkan akibat adanya
peristiwa January effect, Ramadhan effect dan Imlek effect pada Bursa Efek Indonesia …

[PDF][PDF] Do Responsible Investment Funds (RIFs) really Invest Responsibly? Evidence from US RIFs

H Tang - 2023 - openrepository.aut.ac.nz
Abstract Responsible Investment Funds (RIFs) are managed funds that consider
Environmental, Social and Governance (ESG) objectives in their investment process. In …

Potenciais efeitos dos dividendos na composição e na performace de fundos de ações no Brasil

E Juvercina Sobrinho - 2016 - repositorio.ufu.br
Como qualquer investimento, os fundos de ações estão sujeitos a vários riscos
provenientes da oscilação nas condições financeiras das empresas e das imperfeições do …

Window Dressing among Responsible Investment Funds

H Tang, B Frijns, A Gilbert, A Scott - Available at SSRN 4848776 - papers.ssrn.com
Window dressing is a strategy fund managers use to manipulate portfolio holdings for the
purposes of reporting more favourable information to investors about the fund's risk level …