Aymen Karoui

York University

Professor of Finance

2275, avenue Bayview

Toronto, Ontario M4N 3M6

Canada

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 21,345

SSRN RANKINGS

Top 21,345

in Total Papers Downloads

3,699

SSRN CITATIONS
Rank 36,711

SSRN RANKINGS

Top 36,711

in Total Papers Citations

18

CROSSREF CITATIONS

3

Scholarly Papers (14)

1.

The Correlation between Fx Rate Volatility and Stock Exchange Returns Volatility: An Emerging Markets Overview

Number of pages: 51 Posted: 26 Mar 2006 Last Revised: 27 Jul 2008
Aymen Karoui
York University
Downloads 1,060 (31,895)
Citation 4

Abstract:

Loading...

FX rates, volatility , contagion, stock returns, emerging markets

2.

Performance and Characteristics of Mutual Fund Starts

The European Journal of Finance (2009, Vol.15)
Number of pages: 37 Posted: 11 Dec 2008 Last Revised: 28 Jun 2014
Aymen Karoui and Iwan Meier
York University and HEC Montreal - Department of Finance
Downloads 524 (81,377)
Citation 5

Abstract:

Loading...

Mutual funds, Fund starts; Performance evaluation; Performance persistence

3.

Portfolio Turnover Activity and Mutual Fund Performance

Number of pages: 53 Posted: 08 Feb 2016 Last Revised: 02 Oct 2017
Claudia Champagne, Aymen Karoui and Saurin Patel
Université de Sherbrooke, York University and Ivey Business School, Western University
Downloads 406 (110,250)
Citation 1

Abstract:

Loading...

Modified Turnover; Turnover; Performance; Flows

4.

Does Corporate Social Responsibility Affect Mutual Fund Performance and Flows?

Journal of Banking and Finance, Forthcoming
Number of pages: 41 Posted: 09 Dec 2015 Last Revised: 29 Oct 2020
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 382 (118,094)
Citation 12

Abstract:

Loading...

Corporate social responsibility; Mutual fund performance; Mutual fund flows; Socially responsible investing

5.

Performance Analysis of New Mutual Funds: A Bayesian Approach

Number of pages: 46 Posted: 06 Mar 2008 Last Revised: 17 Dec 2008
Aymen Karoui
York University
Downloads 327 (140,230)
Citation 1

Abstract:

Loading...

mutual fund starts, performance, bayesian estimation, persistence

6.

The Green and Brown Performances of Mutual Fund Portfolios

Number of pages: 42 Posted: 01 Mar 2021 Last Revised: 20 Oct 2022
University of Alberta - Campus Saint-Jean, York University, Ivey Business School, Western University and affiliation not provided to SSRN
Downloads 231 (199,579)
Citation 1

Abstract:

Loading...

Mutual fund performance; Socially responsible investing (SRI); Non-socially responsible investing; Sustainable finance; Environment, Social, and Governance (ESG); Corporate social responsibility (CSR)

7.

What’s in a (Green) Name? The Consequences of Greening Fund Names on Fund Flows, Turnover, and Performance

Finance Research Letters, Forthcoming
Number of pages: 22 Posted: 24 Jun 2020 Last Revised: 29 Oct 2020
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 187 (242,245)

Abstract:

Loading...

Mutual Fund Flows; Socially Responsible Investing; Fund Names; Fund Performance; Turnover; Sustainability

8.

Fund Performance and Social Responsibility: New Evidence using Social Active Share and Social Tracking Error

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 02 Dec 2019 Last Revised: 12 Jul 2022
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 163 (272,775)

Abstract:

Loading...

Mutual fund performance; Socially responsible investing; Active share

9.

Fund Names vs. Family Names: Implications for Mutual Fund Flows

Number of pages: 43 Posted: 04 May 2020 Last Revised: 04 Mar 2022
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 134 (319,261)

Abstract:

Loading...

Mutual Fund Flows, Fund Names, Behavioral Biases, Fund Families

10.

Fund Performance and Subsequent Risk: A Study of Mutual Fund Tournaments Using Holdings-Based Measures

Financial Markets and Portfolio Management (Forthcoming)
Number of pages: 35 Posted: 23 Aug 2009 Last Revised: 18 Nov 2019
Iwan Meier and Aymen Karoui
HEC Montreal - Department of Finance and York University
Downloads 121 (344,467)

Abstract:

Loading...

Mutual funds, tournament, risk shifting, holdings-based measure

11.

Systematic ESG Exposure and Stock Returns: Evidence from the United States during the 1991-2019 Period

Number of pages: 39 Posted: 09 Feb 2022 Last Revised: 15 Mar 2022
Aymen Karoui and Duc Khuong Nguyen
York University and IPAG Business School
Downloads 107 (375,625)

Abstract:

Loading...

ESG Exposure, stock returns, systematic exposure, corporate social responsibility (CSR)

12.

A Note on Sorting Bias Correction in Regression-Based Mutual Fund Tournament Tests

Financial Markets and Portfolio Management (Forthcoming)
Number of pages: 16 Posted: 26 Sep 2014 Last Revised: 18 Nov 2019
Aymen Karoui and Iwan Meier
York University and HEC Montreal - Department of Finance
Downloads 57 (539,187)

Abstract:

Loading...

Mutual funds, tournament, sorting bias, risk shifting

13.

What Drives Active Share? Active Stock Selection or Active Stock Weights

Journal of Investment Management (JOIM), 2020
Posted: 21 Mar 2020
Aymen Karoui and Saurin Patel
York University and Ivey Business School, Western University

Abstract:

Loading...

Active Share, Active Stock Weights, Active Stock Selection, Mutual Fund Performance

14.

The Asset Allocation of Managers and Investors: Evidence from Hybrid Funds

Forthcoming, Journal of Wealth Management
Posted: 29 Aug 2013 Last Revised: 27 Sep 2013
Aymen Karoui
York University

Abstract:

Loading...

Hybrid funds, asset allocation, fund flows, performance