Ehsan Ramezanifar

Maastricht University - Department of Finance

PhD Candidate

Maastricht

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

1,526

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach

Number of pages: 15 Posted: 05 Jun 2015
Ehsan Ramezanifar, Shapour Mohammadi, Hossein Rad and Saeed Beyty
Maastricht University - Department of Finance, University of Tehran, University of Queensland Business School and University of Tehran
Downloads 937 (40,234)

Abstract:

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Pairs Trading, Fractional Cointegration, Fractional Vector Error Correction Model, Mean Reversion

2.

Investment Style Misclassification and Mutual Fund Performance

28th Australasian Finance and Banking Conference
Number of pages: 42 Posted: 20 Aug 2015 Last Revised: 22 Mar 2017
Dennis Bams, Rogér Otten and Ehsan Ramezanifar
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University - Department of Finance
Downloads 422 (111,690)
Citation 3

Abstract:

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Mutual Funds, Style Analysis, Fund performance

3.

Investor Clientele and Style Changing Behavior in Mutual Funds

Number of pages: 27 Posted: 30 Jan 2018
Dennis Bams, Rogér Otten and Ehsan Ramezanifar
Maastricht University - Department of Finance, Maastricht University - Limburg Institute of Financial Economics (LIFE) and Maastricht University - Department of Finance
Downloads 167 (283,509)
Citation 1

Abstract:

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