Aymen Karoui

York University

Professor of Finance

2275, avenue Bayview

Toronto, Ontario M4N 3M6

Canada

SCHOLARLY PAPERS

14

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Rank 21,345

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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)

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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

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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

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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

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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

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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

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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
Sadok El Ghoul, Aymen Karoui, Saurin Patel and Srikanth Ramani
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

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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)

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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)

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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)

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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)

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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)

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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)

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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

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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

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Hybrid funds, asset allocation, fund flows, performance