Browsing by Subject "Mutual funds"
Now showing items 1-3 of 3
-
Do mutual funds herd in industries?
(Elsevier, 2015-03)This study examines whether mutual funds herd in industries and the extent to which such herding impacts industry valuations. Using two herding measures proposed by Lakonishok et al. (1992) and Sias (2004) we document that ... -
Do Turkish asset management companies hold overweight positions in their parent companies' securities for the mutual funds under their management?
(2019-07-30)Conflict of interest in affiliated mutual funds is widely investigated in the literature. Due to its significant growth in recent years, Turkish mutual fund industry attracts more attention from regulators and investors. ... -
Macroeconomic risk and hedge fund returns
(Elsevier, 2014-10)This paper estimates hedge fund and mutual fund exposure to newly proposed measures of macroeconomic risk that are interpreted as measures of economic uncertainty. We find that the resulting uncertainty betas explain a ...
Share this page