Lange Gasse 20
Lange Gasse 20,
Nürnberg, 90403
Germany
Friedrich-Alexander-Universität Erlangen-Nürnberg
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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
Tax compliance; Tax evasion; Withholding taxes; Collusion; Tax fraud; Tax refunding; Cum-ex trades; Ex-dividend dates; Dividend taxes; Capital gains taxes
Performance evaluation, equity mutual funds, Sharpe ratio, bear market, market conditions
Mutual fund performance; stock selection; market timing; total performance; conditional performance
maturity transformation, interest rate risk, financial institutions, liquidity preference hypothesis
Short-term reversal, medium-term momentum, conventional strategy, stock-specific strategy, stock characteristics
fund disappearance, bond mutual fund performance, survivorship bias
hybrid mutual funds, performance persistence, total performance, style-shifting abilities
Corporate social responsibility; ESG ratings; ESG exposures; stock returns
Spillover Effects, Volkswagen Emissions Scandal, Event Study
Corporate bond funds, performance, disappearance and survival, fund size, flow
Home Bias, Equity Mutual Funds, Market Conditions, Fund Performance
Hybrid Mutual Funds, Style-Shifting Activity, Predicting Future Fund Performance
Corporate social responsibility (CSR), Credit default swaps (CDS), Credit risk, Eurozone
Equity mutual funds; Jensen alpha; Fund ranking; Market conditions
Conditional performance evaluation; time-varying investment skill
Home Bias, Equity Mutual Funds, Quantile Regression, Fund Performance, Holdings Data
Mutual Fund Performance, Survivorship Bias
Mutual fund performance, Equity funds, Management activity, Style-shifting, Performance prediction
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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
