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Full-Text Articles in Finance and Financial Management
Realized Idiosyncratic Volatility And Retail Investors, Julia Henker, Thomas Henker, Deborah Tan
Realized Idiosyncratic Volatility And Retail Investors, Julia Henker, Thomas Henker, Deborah Tan
Thomas Henker
No abstract provided.
A New Look At Mutual Fund Performance, Laurie Prather, William Bertin, Thomas Henker
A New Look At Mutual Fund Performance, Laurie Prather, William Bertin, Thomas Henker
Thomas Henker
This study goes beyond the scope of the typical analysis of mutual fund performance by considering a broader set of fund-specific factors uniquely categorized in terms of their impact on returns. Also unique to this study is a detailed exposition of the linkages between fund characteristics and performance. Traditional regression techniques explore these relationships in an attempt to predict fund performance, while the sample of funds examined is screened for survivor bias in a non-conventional fashion. The results suggest that our unique categories of fund popularity, agility, and growth, as well as the standard cost and managerial factors are relevant …