On the short-term persistence of mutual fund performance in Europe

A Hammouda, A Saeed, M Vidal… - Research in International …, 2023 - Elsevier
In this article, we examine the short-term persistence in mutual fund performance in the main
European markets between January 1990 and December 2022. The mutual fund industry in …

Financial market anomalies

J Vidal-García, M Vidal - Available at SSRN 4036943, 2024 - papers.ssrn.com
The objective pursued in the present work is the identification of possible anomalies
associated with daily seasonality in the returns of British companies listed on the London …

Turn of the Month Effect

M Vidal, J Vidal-García - Available at SSRN 4106003, 2024 - papers.ssrn.com
It is common to find calendar anomalies in stock markets, which have been the subject of
various studies in recent decades, even showing that some of them have been disappearing …

[PDF][PDF] Market Timing and Asymmetric Information: How do Rights Issues and Private Placements Attract Investors to Overvalued Stocks?

D Ratih, MM Hanafi, B Setiyono… - Asian Journal of …, 2023 - mjes.um.edu.my
Theoretical contribution/Originality: There is a shortage of existing literature about research
that specifically investigates the identification of SEO techniques that elicit negative market …

Smart money effect

M Vidal, J Vidal-García - Available at SSRN 3919637, 2024 - papers.ssrn.com
In this paper, we examine whether investors in equity mutual funds in Europe have selection
skills, in the sense of having the ex-ante ability to predict the performance of mutual funds. In …

Scandinavian mutual fund performance

J Vidal-García, M Vidal - Available at SSRN 4026988, 2023 - papers.ssrn.com
In this article, we contribute to the discussion in the financial literature about performance
persistence by examining the issue of persistence in short-term mutual fund performance in …

Mutual Fund Flows around the World

J Vidal-García, M Vidal, S Bekiros - Available at SSRN 4072149, 2024 - papers.ssrn.com
The objective of this study is to examine how different variables influence the profitability-
flows relationship in mutual funds across different countries around the world, and to …

Information and Volatility in Financial Markets

J Vidal-García, M Vidal - Available at SSRN 4038955, 2024 - papers.ssrn.com
This paper analyzes the relevance of the information process and the link of companies with
the financial and capital markets in particular. It also provides empirical evidence from the …

Market timing and time frequency

J Vidal-García, M Vidal - Available at SSRN 3454302, 2024 - papers.ssrn.com
This paper shows the usefulness of selecting the appropriate time frequency to examine
mutual fund market timing. Using a sample of daily returns for the UK, we find evidence of …

Spanish mutual funds: short-term performance and market timing

J Vidal-García, M Vidal - Available at SSRN 2737272, 2022 - papers.ssrn.com
This paper examines the short-term performance and market timing ability of equity mutual
funds in Spain between 1990 and 2020. Using a sample of daily returns, we document …