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. ShresthaThe 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…
Cross‐autocorrelations among asset classes: Evidence from the mutual fund industry
Edward M. Miller, Larry J. Prather, M. Imtiaz MazumderThe 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 MullerThe 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…
Tournaments in the UK mutual fund industry
Rob Jans, Rogér OttenThe 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…
Mean reversion of profitability: evidence from the European‐listed firms
Yener Altunbas¸s, Antonis Karagiannis, Ming‐Hua Liu, Alireza Tourani‐RadThe 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…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson