Results 81 to 90 of about 20,505 (285)
Corporate Governance: An International Review, EarlyView.ABSTRACT Research Question/Issue The Voice versus Exit debate among institutional investors dissatisfied with corporate issuers remains narrowly framed: Academic inquiry is de facto limited to listed equities. This overlooks the role of governance in corporate financing, which due to refinancing cycles, represents a key lever for investors aiming to ...
Andreas G. F. Hoepner +1 more
wiley +1 more source
Kannattaako disruptiiviseen teknologiaan sijoittaminen? : Teema ETF-rahastojen ja sektori ETF-rahastojen suoriutumisen vertailu [PDF]
, 2021 This thesis uses data from Thomson Reuters datastream to compare the performance of disruptive technology thematic ETFs and sectoral ETFs to the Standard and Poor’s 500 Composite index from the start of 2015 to the end of 2020.
Andersson, Ville
core +1 more source
SSRN Electronic Journal, 2019 We document economically large momentum profits when sorting ETFs on returns over the past two to four years. A value-weighted, long-short strategy based on ETF momentum delivers Carhart (1997) four-factor alphas of up to 1.20% per month. Neither cross-sectional stock momentum nor co-variation with macroeconomic and liquidity risks can explain ETF ...
LI, Frank Weikai +2 more
openaire +1 more source
Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors
European Financial Management, EarlyView.ABSTRACT This paper investigates whether thematic equity funds deliver abnormal performance relative to conventional global equity funds. Using Fama‐French models augmented with latent factors, we estimate fund‐level alphas, and apply the false discovery rate methodology to an estimated three‐group mixture distribution, separating good, null and bad ...
Maria Debora Braga +2 more
wiley +1 more source
An ETF view of Dropout regularization
Proceedings of the British Machine Vision Conference 2020, 2020 Dropout is a popular regularization technique in deep learning. Yet, the reason for its success is still not fully understood. This paper provides a new interpretation of Dropout from a frame theory perspective. By drawing a connection to recent developments in analog channel coding, we suggest that for a certain family of autoencoders with a linear ...
Dor Bank, Raja Giryes
openaire +3 more sources
A U‐Shaped Flow–Performance Sensitivity Across the Globe
European Financial Management, EarlyView.ABSTRACT Using a worldwide sample of equity mutual funds, we document a new stylized fact: the flow‐performance sensitivity (FPS) is greater for both bottom and top performance, compared to the middle. This “U‐shaped” FPS is especially strong in down markets, for small/mid‐cap funds, and in the latest decade. These results hold over quarterly or yearly
Markus Broman, Kelley Bergsma Lovelace
wiley +1 more source
Espacio, Tiempo y Forma. Serie II, Historia Antigua, 2016 Revista ETF Revista ETF
doaj +5 more sources
The Role of Index Fund Ownership in the Era of Say‐on‐Pay
Financial Management, EarlyView.ABSTRACT We examine whether and how index funds influence executive compensation in the post‐Say‐on‐Pay era. Using the annual reconstitution of the Russell indexes as a source of exogenous variation in index fund ownership, we document a causal effect of index ownership on CEO pay structure.
Kiseo Chung, Hwanki Brian Kim
wiley +1 more source
Energy ETF Performance: The Role of Fossil Fuels
Social Science Research Network, 2023 R. D’Ecclesia +2 more
semanticscholar +1 more source
The Ideology of Sovereign Money: How Bitcoin Harms Politics
Constellations, EarlyView.
Nanna Lilletvedt Sæten
wiley +1 more source