[PDF] Top 20 The Relation between mutual fund flows, stock returns and macroeconomic variables in Portugal
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The Relation between mutual fund flows, stock returns and macroeconomic variables in Portugal
... Edelen and Warner (2001) also found that there is indeed a correlation between the aggregate mutual fund flows and concurrent market returns at daily ...that ... See full document
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Nonlinear dynamics within macroeconomic factors and stock market in Portugal 1993-2003
... that the variables ∆ DY t , ∆ EPR t and inovPIM t − 3 are those that prove to be more deeply related with ER .... The main differences that we found t between the values of ... See full document
15
Competition and cooperation in mutual fund families
... Given the central role that performance competition plays in the asset management industry, we begin our analysis by analyzing the relation between competitive incentives ... See full document
73
Financial market and the macroeconomic variables
... Additionally, the importance of foreign direct investment has increased relative to the international debt ...Moldovan and Medrega (2011) also have argued that as capital markets connections has ... See full document
51
Drivers of the piigs' stock market returns : a macroeconomic approach
... indicators, the USBY and USUR, which are statistically significant at the 1% ...level. The USBY has a positive effect on the Irish stock market returns to the ... See full document
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The Stock Preferences of Portuguese Mutual Fund Managers during Bull and Bear Market Periods
... (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ), Chan et ...drifts in future returns over the next six and twelve months are predictable from a ... See full document
61
Effect of Macroeconomic Variables on the Ghanaian Stock Market Returns: A Co-integration Analysis
... investigates the effect of macroeconomic variables on the Ghanaian stock market returns using monthly data over period January 1992 to December, ...2008. Macroeconomic ... See full document
12
The Lisbon stock market from 1903 to 1913 : relationship between returns and macroeconomic variables
... capital and credit was difficult to get and expensive, particularly for industrial ...Fourth the lack of education at elementary and technical ...countries in Europe, Portuguese ... See full document
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Mutual fund flows: an analysis of the main macroeconomic factors
... 1998 and June 1999, Edelen and Warner (2001) addressed the relationship between the US market and 424 selected mutual ...data, the authors found a strong positive ... See full document
12
The relation between mutual fund flows, stock returns and macroeconomic variables: evidence from Portugal
... In the second and the third parts, we will test two implications of the information-response hypothesis as an explanation for the co-movement between mutual ... See full document
22
The Relation Between Post-Earnings Announcement Drift and the Value Anomaly in the UK Stock Market
... rejecting the null hypothesis and proceeding a regression analysis there is a presence of anomalies and a relationship between the two anomalies, adding also significant and ... See full document
96
Nonparametric tail risk, stock returns, and the macroeconomy
... circumvent the problems related to the availability of options prices, we propose to calculate the RND via nonparametric ...Hansen and Jagannathan (1991) seminal paper proposes to minimize a ... See full document
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RELATION BETWEEN SMALL-MAMMAL SPECIES COMPOSITION AND ANTHROPIC VARIABLES IN THE BRAZILIAN ATLANTIC FOREST
... considered in this analysis only terrestrial species and scansorial ones that are predominantly terrestrial in the sampled sites, ...on the ground. Trappings were made between ... See full document
7
Relation between QT Variables and Left Ventricular Geometry in Athletes and Obese Children
... deviation. The variables were investigated using analytical methods (Kolmogorow Simirnov-Shapiro Wilk’s Test) to determine whether or not they are normally ...showed the normal distribution of ... See full document
6
The role of contextual variables in the relation between leader moral disengagement and individual outcomes
... of the studies were, however, in educational contexts, and there are scarce studies in the organizational ...Bonner and colleagues (2013), in which leader moral ... See full document
49
The Effects of Asset Management and Profitability on Stock Returns: A Comparative Study between Conventional and Islamic Stock Markets in Indonesia
... by the TATO has no significant effect on the conventional stock ...Farkhan and Ika (2012) showed that the TATO has a negative effect on the stock ...Since the ... See full document
11
Reputation and stock abnormal returns
... Fombrun and Shanley (1990), and Roberts and Dowling (2002) demonstrated on their ...reputation and rms' behaviour have been made over the years by a wide range of ...Weigelt and ... See full document
58
A wavelet approach to the dynamic relation between the Portuguese Yield Curve and Macroeconomic Growth
... to the next latent factor, the analysis of the slope vs activity index starts having significance in 2005, with a phase difference between 0 and π/2 for the 2-4 years band ... See full document
26
Investor-stock decoupling in mutual funds
... Given mutual fund’s open-ended structure, investors can “vote with their feet” by either investing or withdrawing their ...Guercio and Reuter (2014) find that direct-sold U.S. equity mutual funds ... See full document
57
Investor Sentiment and the Cross-Section of Stock Returns
... with the sorts, the “growth and distress” variables do not have simple monotonic relationships with ...E and F show that when the multidimensional nature of these ... See full document
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