[PDF] Top 20 Calendar Effects In The Portuguese Mutual Funds Market
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Calendar Effects In The Portuguese Mutual Funds Market
... Since the work of Fama (1970) about the Efficient Market Hypothesis, the debate over this issue has been developing exponentially, given place to the birth of a new paradigm (or even ... See full document
137
Performance analysis of portuguese equity mutual funds: indexing vs active portfolio management
... strategy. The alpha of CAPM is positive, which shows that the investment done, in this fund, had a return in excess of the reward for the assumed ...through the Treynor ... See full document
72
The Halloween effect in European equity mutual funds
... found calendar anomalies suggesting that Against the Halloween strategy, are, for example, the findings of Maberly and Pierce (2004), Lucey and Zhao (2008) and Dichlt & Drobetz ...that the ... See full document
16
Herding Behavior - New Evidence From Portuguese Mutual Funds (2006 - 2013)
... as the correlation in trades that result from interactions between ...to the inefficiency of the market, (Nagel et ...So, the study of this type of behavior is of extreme value ... See full document
34
Breadth of Ownership and Stock Returns: Evidence from Portuguese Mutual Funds
... of the Miller (1977) hypothesis has been also undertaken on the IPO ...market. In the IPO market short selling is constrained even though the restriction is steadily ... See full document
52
Search-for-Yield in Portuguese Fixed-Income Mutual Funds and Monetary Policy
... studies the effects of monetary policy on mutual fund risk taking using a sample of Portuguese fixed-income mutual funds in the 2000-2012 ...for the ... See full document
28
The Stock Preferences of Portuguese Mutual Fund Managers during Bull and Bear Market Periods
... drifts in future returns over the next six and twelve months are predictable from a stock’s prior ...by the delayed in price reaction to firm-specific information, such as earning ...155 ... See full document
61
Market timing and selectivity: evaluating both contributions towards the performance of portuguese equity funds
... of the risk measure over time, it was argued by Treynor and Mazuy (1966) that, if the managers can forecast market returns then managers will hold a greater or a smaller proportion of the ... See full document
69
Are there “Hot Hands” in the french bond mutual fund market?
... Despite the fact that the bond sector is less studied, the methodology to assess the performance persistence of bond funds is comparable in complexity to equity ...funds. ... See full document
45
The halloween effect in European equity mutual funds
... over the period November to April. This calendar anomaly was studied by Bouman and Jacobsen (2002) in their publication “Sell in May and go away” in which they refer to this anomaly as ... See full document
45
Do Portuguese mutual funds display forecasting skills? A study of selectivity and market timing ability
... introduced in few studies such as Ferson and Schadt (1996) and Leite and Cortez (2006) to assess if the selectivity and timing capacities are time ...varying. The period of analysis is usually broken ... See full document
89
Portfolio performance evaluation : the case of the portuguese mutual funds market
... created the CFG model, which assumes the existence of a temporal variation of both the conditional betas and ...apply the portfolio alpha in order to turn it dependable on public ... See full document
20
Performance and Characteristics of Mutual Funds: Evidence from the Portuguese Market
... by the funds that hold Portuguese stocks highlight the difficulty in overperforming the ...market. In fact, all funds in this category have obtained ... See full document
24
The impact of financial development on stock market calendar effects
... relates the weakening of the January effect in the US to periods of higher GDP growth and ...measure the difference between the January return and the average return of ... See full document
50
Momentum Strategies in the Portuguese Stock Market
... identify the significance of existing data that others neglect. The overconfident investors perceive themselves as more able to value stocks than they actually are, so, they underestimate their forecast ... See full document
47
Comparison of the performance of Islamic, SRI and Green mutual funds
... Excluding the observations, which match the period of the financial crisis, led to slight changes in the results, smoothing them and increasing their values, as the majority of ... See full document
82
Technical Analysis in the Foreign Exchange Market: A Survey of the Portuguese Market
... (all the surveyed dealers in previous studies originate from banks, trading firms or fund ...Considering the main contribution of this study, analyzing individual investors instead of institutional ... See full document
82
Essays on the portuguese labour market: the effects of flexibility at the margin
... conditions. The primary segment o¤ers higher wages, better working conditions and career progress and as Dickens and Lang (1985) highlight, tends to o¤er positive returns to schooling and experience, while ... See full document
181
Herding behaviour in the portuguese stock market
... towards the market consensus. The authors propose that during periods of extreme market movements investors are most likely to hide their own beliefs and follow the ...that the ... See full document
30
Functional protein yogurts in the portuguese market
... Nowadays, the new fashion is being healthy and being in shape and so people are getting more informed about food benefits and food ...Thus, the populations are getting more concerned about the ... See full document
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