Nima Vafai

University of Texas of the Permian Basin

Assistant Professor of Finance

4901 East University

Odessa, TX 79762

United States

SCHOLARLY PAPERS

5

DOWNLOADS

526

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

The sources of portfolio volatility and mutual fund performance

Number of pages: 53 Posted: 10 Jan 2022 Last Revised: 17 Sep 2023
Nima Vafai and David A. Rakowski
University of Texas of the Permian Basin and University of Texas at Arlington
Downloads 144 (373,328)

Abstract:

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intermediary-led asset pricing, mutual funds, return volatility, fund manager skill, volatility anomalies, market efficiency, portfolio returns

The Sources of Portfolio Volatility and Mutual Fund Performance

Number of pages: 47 Posted: 16 Sep 2022
Nima Vafai and David A. Rakowski
University of Texas of the Permian Basin and University of Texas at Arlington
Downloads 49 (737,137)

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Mutual Funds, return volatility, fund manager skill, beta anomaly, return covariance, mutual fund holdings

The Sources of Portfolio Volatility and Mutual Fund Performance

Number of pages: 48 Posted: 11 Mar 2023
David A. Rakowski and Nima Vafai
University of Texas at Arlington and University of Texas of the Permian Basin
Downloads 44 (772,015)

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Mutual funds, return volatility, fund manager skill, beta anomaly, return covariance

2.

Impacts of Sector and Company Size on Effective Factor Investing:Evidence from U.S. Equity Markets

Number of pages: 41 Posted: 23 Nov 2020
Salil K. Sarkar, Yibing Du and Nima Vafai
University of Texas at Arlington - College of Business Administration, The University of Texas At Arlington and University of Texas of the Permian Basin
Downloads 131 (401,595)

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factor investing, factor analysis, factor premium, two-step regression, common factors, sectors, yield curve, credit curve

3.

What Do Young Investors Think About Crypto ETFs?

Number of pages: 12 Posted: 28 Jan 2024
University of Texas at Arlington, University of Texas of the Permian Basin and University of Texas at Arlington
Downloads 71 (602,192)

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Cryptocurrency Exchange-Traded Funds; bitcoin ETF; SEC approval; social media; Reddit; investor demand; investor demographics; investor age; Crypto ETFs; cryptocurrency; crypto; ETFs; young investors; bitcoin.

4.

How Do Investors Perceive Optimal Capital Structure? Evidence From Industry-Specific Risk Factors

Number of pages: 50 Posted: 09 Jun 2022
Nima Vafai
University of Texas of the Permian Basin
Downloads 62 (646,295)

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5.

International Spillovers of Fama-French Factors: Evidence from the Us, Europe, and Asia

Number of pages: 29 Posted: 14 Feb 2024
Nima Vafai, Alper Gormus and Marcos Velazquez
University of Texas of the Permian Basin, affiliation not provided to SSRN and University of Texas of the Permian Basin
Downloads 25 (906,100)

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Contagion, Spillover, Risk Factors, Interdependence, International Markets