The promotion of carbon-neutral investments is among the primary constituents of
developing a carbon-neutral economy. This is even more important for emerging economies …

Chinese P2P lending platforms have an astonishing default rate of 87.2% based on data
available in 2019, which indicates the seriousness of the problem this industry faces …

We study the relation between hedge fund equity holdings and measures of informational
efficiency of stock prices derived from intraday transactions as well as daily data. Our …

This study analyses the performance and market timing of US socially responsible (SR)
mutual funds in relation to business cycle regime shifts and different grouping criteria …

We investigate the role of extreme positive payoffs in the distribution of monthly fund returns
in investors' mutual fund preferences. We document a positive and significant relationship …

Private equity performance, both for buyouts and venture capital, has been highly cyclical:
periods of high fundraising have been followed by periods of low performance. Despite this …

This study investigates the mutual fund timing of geopolitical risk and corresponding
economic consequences based on open-end active stock funds data in China from January …

We examine stock selectivity and timing abilities in the market-wide return, volatility and
liquidity of SRI fund managers. We find that multi-dimensional fund manager skills are time …

This paper examines Chinese mutual fund managers' abilities to time market, market
volatility, and market-wide liquidity. Using a sample of Chinese mutual funds, we employ …

In this paper, we examine how mutual fund managers behave to fluctuations in market
volatility. We use a sample of daily return from countries around the world to evaluate how …