𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Do mutual fund managers exploit the Ramadan anomaly? Evidence from Turkey

✍ Scribed by Białkowski, Jędrzej; Bohl, Martin T.; Kaufmann, Philipp; Wisniewski, Tomasz P.


Book ID
122949727
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
315 KB
Volume
15
Category
Article
ISSN
1566-0141

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Derivatives do affect mutual fund return
✍ Charles Cao; Eric Ghysels; Frank Hatheway 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 153 KB 👁 1 views

Using a unique data set of detailed balance sheet information on mutual funds, we find that most mutual funds using derivatives do so to a very limited extent that has little discernable impact on returns. However, there exist two types of funds that make more extensive use of derivatives, global fu