The efficiency of mutual funds
This paper analyzes the short-term market efficiency of the mutual fund industry around the
world. Using a unique database of worldwide domestic equity funds, it employs a parametric …
world. Using a unique database of worldwide domestic equity funds, it employs a parametric …
On the short-term persistence of mutual fund performance in Europe
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 …
European markets between January 1990 and December 2022. The mutual fund industry in …
Mutual Fund Flows around the World
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 …
flows relationship in mutual funds across different countries around the world, and to …
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 …
funds in Spain between 1990 and 2020. Using a sample of daily returns, we document …
Mutual Fund Efficiency and Financial Internationalization
J Vidal-García, M Vidal - Available at SSRN 4050725, 2024 - papers.ssrn.com
The collective investment industry has experienced a very important growth in the last
decade. In parallel, there has been a strong increase in the internationalization of mutual …
decade. In parallel, there has been a strong increase in the internationalization of mutual …
The Conditional Performance of French Mutual Funds
J Vidal-García, M Vidal - Available at SSRN 4008628, 2022 - papers.ssrn.com
This study examines the performance of an extensive sample of French mutual funds
investing nationally over the period 1990-2020, in our analysis we consider market …
investing nationally over the period 1990-2020, in our analysis we consider market …
Management Efficiency in the Mutual Fund Industry
J Vidal-García, M Vidal - Available at SSRN 4046257, 2024 - papers.ssrn.com
The objective of this work is the evaluation of the results of the British mutual funds investing
in national equity in comparison to their reference benchmarks, the FTSE All-Share Index …
in national equity in comparison to their reference benchmarks, the FTSE All-Share Index …
Mutual Fund Efficiency in Europe
M Vidal, J Vidal-García - Available at SSRN 3916581, 2024 - papers.ssrn.com
In this paper, we evaluate the market efficiency of the European mutual fund industry using
daily mutual fund returns. With a unique sample of domestic equity funds for 17 European …
daily mutual fund returns. With a unique sample of domestic equity funds for 17 European …