Morningstar star ratings and the performance, risk and flows of European bond mutual funds

L Otero-González, P Leite, P Durán-Santomil… - International Review of …, 2022 - Elsevier
In this paper we evaluate the relation between Morningstar Star ratings and the
performance, risk and flows of European bond funds over the period 2006–2019 based on a …

On the robustness of persistence in mutual fund performance

JC Matallín-Sáez, A Soler-Dominguez… - The North American …, 2016 - Elsevier
This paper analyzes persistence in US equity mutual fund performance over the period 1990–
2015. We apply commonly used measures of persistence, which we test using a set of …

Learning about individual managers' performance in UK pension funds: The importance of specialization

M Alda, L Andreu, JL Sarto - The North American Journal of Economics and …, 2017 - Elsevier
This study examines the performance of managers over time, as well as its persistence,
taking into account both manager characteristics and market conditions. Applying parametric …

Performance persistence in fixed interest funds: With an eye on the post-debt crisis period

C Grose, A Dasilas, C Alexakis - Journal of International Financial Markets …, 2014 - Elsevier
We examine performance persistence in a sample of Portugal, Italy, Greece, and Spain
(PIGS) government debt mutual funds. Performance persistence is measured for short …

Performance persistence of equity funds in Hungary

D Filip - Contemporary Economics, 2011 - papers.ssrn.com
This study examines the phenomenon of performance persistence of equity funds in
Hungary in two time perspectives: 1-year and 6-month perspectives. The empirical results …

Long-run performance persistence of investment funds

S Urbański, M Winiarz, K Urbański - Emerging Markets Finance and …, 2016 - Taylor & Francis
This article analyzes the long-run persistence of returns and risk of investment in the assets
of money, bound, and stock funds recorded on the Polish market in 2000–12. Portfolios of …

Market and style timing: German equity and bond funds

K Cuthbertson, S Hayley… - European Financial …, 2016 - Wiley Online Library
We apply parametric and non‐parametric estimates to test market and style timing ability of
individual German equity and bond mutual funds using a sample of over 500 equity and 350 …

Robust performance measures for high yield bond funds

AF Lipton, RJ Kish - The Quarterly Review of Economics and Finance, 2010 - Elsevier
We examine performance measures for high yield bond mutual funds, which are a
considerable percentage of taxable bond investments, but have not been widely studied …

[PDF][PDF] Performance and performance persistence of European socially responsible funds: French evidence

P Leite, MC Cortez - … , School of Management, Polytechnic Institute of …, 2013 - efmaefm.org
In this paper, we investigate the performance, performance persistence, investment styles
and timing abilities of French Socially Responsible Investment (SRI) funds investing in …

Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds

M Patel, V Madhavan, S Das Gupta - Journal of Asset Management, 2022 - Springer
In this study, we evaluate performance of the Indian fixed income mutual funds using a
comprehensive sample of funds over a period from April 2015 to March 2020. We examine …