Aymen Karoui

York University

Professor of Finance

2275, avenue Bayview

Toronto, Ontario M4N 3M6

Canada

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 20,750

SSRN RANKINGS

Top 20,750

in Total Papers Downloads

2,524

SSRN CITATIONS
Rank 40,111

SSRN RANKINGS

Top 40,111

in Total Papers Citations

13

CROSSREF CITATIONS

3

Scholarly Papers (12)

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 903 (27,600)
Citation 3

Abstract:

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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 497 (61,123)
Citation 6

Abstract:

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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 325 (100,778)

Abstract:

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Modified Turnover; Turnover; Performance; Flows

4.

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 309 (106,453)
Citation 1

Abstract:

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mutual fund starts, performance, bayesian estimation, persistence

5.

Does Corporate Social Responsibility Affect Mutual Fund Performance and Flows?

Number of pages: 41 Posted: 09 Dec 2015 Last Revised: 25 Dec 2016
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 259 (129,030)
Citation 10

Abstract:

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

6.

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 104 (279,503)

Abstract:

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

7.

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 43 (445,929)

Abstract:

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Mutual funds, tournament, sorting bias, risk shifting

8.

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

Number of pages: 37 Posted: 04 May 2020 Last Revised: 06 May 2020
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 38 (466,806)

Abstract:

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

9.

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

Number of pages: 42 Posted: 02 Dec 2019
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 35 (480,185)

Abstract:

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Mutual fund performance; Socially responsible investing; Active share

10.

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
Sadok El Ghoul and Aymen Karoui
University of Alberta - Campus Saint-Jean and York University
Downloads 11 (622,534)

Abstract:

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

11.

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:

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

12.

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:

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Hybrid funds, asset allocation, fund flows, performance