Lange Gasse 20
Nürnberg, 90403
Germany
Friedrich-Alexander-Universität Erlangen-Nürnberg
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ESG rating, ESG performance, Abnormal returns, Equity risk
Alpha momentum; price momentum; stock-specific return; price overshooting; slow information diffusion; reversal
Analysts’ Earnings Forecast Revisions, Earnings Momentum, Post-Revision Price Drift, Portfolio Management, Market Efficiency
Corporate social responsibility; ESG ratings; ESG exposures; stock returns
Tax compliance; Tax evasion; Withholding taxes; Collusion; Tax fraud; Tax refunding; Cum-ex trades; Ex-dividend date; Dividend taxes; Capital gains taxes
Mutual fund performance; stock selection; market timing; total performance; conditional performance
Performance evaluation, equity mutual funds, Sharpe ratio, bear market, market conditions
maturity transformation, interest rate risk, financial institutions, liquidity preference hypothesis
Short-term reversal, medium-term momentum, conventional strategy, stock-specific strategy, stock characteristics
Mutual Fund Performance, Survivorship Bias
Permutations tests, ESG, stock indices, benchmarks
fund disappearance, bond mutual fund performance, survivorship bias
hybrid mutual funds, performance persistence, total performance, style-shifting abilities
Corporate bond funds, performance, disappearance and survival, fund size, flow
Home Bias, Equity Mutual Funds, Market Conditions, Fund Performance
Home Bias, Equity Mutual Funds, Quantile Regression, Fund Performance, Holdings Data
Hybrid Mutual Funds, Style-Shifting Activity, Predicting Future Fund Performance
Dividends, Dividend month premium, Dividend surprise, Cumulative abnormal returns, Outperformance, Exploitation, Portfolio management
Equity mutual funds; Jensen alpha; Fund ranking; Market conditions
factor models, currency hedging, fund flows, mutual funds
board diversity, firm performance, machine learning, stakeholder attention JEL Classifications
Mutual fund performance, Equity funds, Management activity, Style-shifting, Performance prediction
Conditional performance evaluation; time-varying investment skill
Sustainable Investing, Backtesting, Equity Indices, Performance Analysis
Currency, Factor-based moels, Performance measurement
Fixed income; corporate bonds; momentum; time-varying performance; credit cycles; information diffusion
International Equity Funds, Global Equity Funds, Country Momentum, Sector Momentum, Fund Performance, Fund Ranking
portfolio performance evaluation, mutual funds, Sharpe ratio, Treynor ratio, RAP
Structured products, Certificates, Hedging, German market, Pricing
Portfolio performance evaluation, mutual funds, Sharpe ratio, bear market, market conditions
German financial institutions, interest rate sensitivity, term structure, Nelson-Siegel approach
Mutual Funds, Performance Measurement, Sharpe Ratio, Treynor Ratio
