Utilize este identificador para referenciar este registo:
http://hdl.handle.net/10071/7036
Registo completo
Campo DC | Valor | Idioma |
---|---|---|
dc.contributor.author | Ferreira, M. A. | - |
dc.contributor.author | Keswani, A. | - |
dc.contributor.author | Miguel, A. F. | - |
dc.contributor.author | Ramos, S. B. | - |
dc.date.accessioned | 2014-05-02T10:08:27Z | - |
dc.date.available | 2014-05-02T10:08:27Z | - |
dc.date.issued | 2012-06 | - |
dc.identifier | http://dx.doi.org/10.1016/j.jbankfin.2012.01.019 | en_US |
dc.identifier.issn | 0378-4266 | por |
dc.identifier.uri | https://ciencia.iscte-iul.pt/public/pub/id/14216 | en_US |
dc.identifier.uri | http://hdl.handle.net/10071/7036 | - |
dc.description | WOS:000303274900014 (Nº de Acesso Web of Science) | - |
dc.description | “Prémio Científico ISCTE-IUL 2013” | - |
dc.description.abstract | We use a new dataset to study how mutual fund flows depend on past performance across 28 countries. We show that there are marked differences in the flow-performance relationship across countries, suggesting that US findings concerning its shape do not apply universally. We find that mutual fund investors sell losers more and buy winners less in more developed countries. This is because investors in more developed countries are more sophisticated and face lower costs of participating in the mutual fund industry. Higher country-level convexity is positively associated with higher levels of risk taking by fund managers. | por |
dc.language.iso | eng | por |
dc.publisher | Elsevier | por |
dc.rights | embargoedAccess | por |
dc.subject | Mutual funds | por |
dc.subject | Flow-performance relationship | por |
dc.subject | Mutual fund flows | por |
dc.subject | Convexity | por |
dc.title | The flow-performance relationship around the world | por |
dc.type | article | en_US |
dc.pagination | 1759-1780 | por |
dc.publicationstatus | Publicado | por |
dc.peerreviewed | Sim | por |
dc.relation.publisherversion | The definitive version is available at: http://dx.doi.org/10.1016/j.jbankfin.2012.01.019 | por |
dc.journal | Journal of Banking & Finance | por |
dc.distribution | Internacional | por |
dc.volume | 36 | por |
dc.number | 6 | por |
degois.publication.firstPage | 1759 | por |
degois.publication.lastPage | 1780 | por |
degois.publication.issue | 6 | por |
degois.publication.title | Journal of Banking & Finance | por |
dc.date.updated | 2014-05-02T10:06:35Z | - |
Aparece nas coleções: | BRU-RI - Artigos em revistas científicas internacionais com arbitragem científica |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
---|---|---|---|---|
Miguel & Ramos 2012 J Bank Fin.pdf Restricted Access | 420,66 kB | Adobe PDF | Ver/Abrir Request a copy |
Todos os registos no repositório estão protegidos por leis de copyright, com todos os direitos reservados.