Finance and Banking
Lange Gasse 20
Nürnberg, Bavaria 90403
Friedrich-Alexander-Universität (FAU) Erlangen-Nürnberg
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Analysts’ Earnings Forecast Revisions, Earnings Momentum, Post-Revision Price Drift, Portfolio Management, Market Efficiency
Performance evaluation, equity mutual funds, Sharpe ratio, bear market, market conditions
Alpha momentum; price momentum; stock-specific return; price overshooting; slow information diffusion; reversal
maturity transformation, interest rate risk, financial institutions, liquidity preference hypothesis
Mutual fund performance; stock selection; market timing; total performance; conditional performance
fund disappearance, bond mutual fund performance, survivorship bias
hybrid mutual funds, performance persistence, total performance, style-shifting abilities
Hybrid Mutual Funds, Style-Shifting Activity, Predicting Future Fund Performance
Equity mutual funds; Jensen alpha; Fund ranking; Market conditions
Corporate bond funds, performance, disappearance and survival, fund size, flow
Short-term reversal, medium-term momentum, conventional strategy, stock-specific strategy, stock characteristics
Fixed income; corporate bonds; momentum; time-varying performance; credit cycles; information diffusion.
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Dividend taxes; Capital gains taxes; Price-drop ratio; Ex-dividend dates; Tax clienteles; Tax compliance; Tax fraud; Withholding tax; Tax crediting
Conditional performance evaluation; time-varying investment skill
Home Bias, Equity Mutual Funds, Market Conditions, Fund Performance
Mutual fund performance, Equity funds, Management activity, Style-shifting, Performance prediction
International Equity Funds, Global Equity Funds, Country Momentum, Sector Momentum, Fund Performance, Fund Ranking
portfolio performance evaluation, mutual funds, Sharpe ratio, Treynor ratio, RAP
Mutual Fund Performance, Survivorship Bias
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
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