Managerial Finance: Volume 34 Issue 11

Subject:

Table of contents - Special Issue: Empirical studies in stock markets and mutual funds

Guest Editors: Alireza TouraniRad

Analysis of the long‐term relationship between macro‐economic variables and the Chinese stock market using heteroscedastic cointegration

Ming‐Hua Liu, Keshab M. Shrestha

The purpose of this paper is to investigate the relationship between the Chinese stock market indices and a set of macro‐economic variables, i.e. money supply, industrial…

6054

Cross‐autocorrelations among asset classes: Evidence from the mutual fund industry

Edward M. Miller, Larry J. Prather, M. Imtiaz Mazumder

The purpose of this paper is to examine asset class cross‐autocorrelations at the macro‐level by exploring the return associations among mutual fund asset classes. The low…

Investor sentiment, mutual fund flows and its impact on returns and volatility

Rob Beaumont, Marco van Daele, Bart Frijns, Thorsten Lehnert, Aline Muller

The purpose of this paper is to investigate the impact of individual investor sentiment on the return process and conditional volatility of three main US market indices (Dow Jones…

3054

Tournaments in the UK mutual fund industry

Rob Jans, Rogér Otten

The purpose of this paper is to examine the tournament hypothesis in the UK mutual fund market. Based on a previous US study, fund managers were expected to alter risk‐taking…

1162

Mean reversion of profitability: evidence from the European‐listed firms

Yener Altunbas¸s, Antonis Karagiannis, Ming‐Hua Liu, Alireza Tourani‐Rad

The purpose of this paper is to investigate the profitability of European Union (EU) firms with the aim of confirming the mean‐reverting pattern documented by earlier research in…

Cover of Managerial Finance

ISSN:

0307-4358

Online date, start – end:

1975

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editor:

  • Professor Don Johnson