Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors
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
Relationship between mobile phone use and multidimensional frailty: evidence from UK Biobank. [PDF]
Kong S, Xu S, Wu S, Kou C, Bai W.
europepmc +1 more source
Reputation and Asset Prices: Evidence From Trump Real Estate
ABSTRACT We analyze the impact of brand reputation on asset prices by exploiting the prominence of Donald Trump in Manhattan real estate. Our quasi‐experiment identifies a 14.5% discount to condominiums in Trump‐branded buildings after controversies surrounding Trump's presidential candidacy began in June 2015 up to 2022.
Marlene Koch, Simon Stehle, Rémi Vivès
wiley +1 more source
How trust prospectively predicts perceived fairness and learning motivation toward AI teaching assistants: a three-wave within-person longitudinal study. [PDF]
Fu L, Ouyang Z, Wu Q.
europepmc +1 more source
Short-term longitudinal associations among parent-child relationship quality, internalizing and externalizing problems, and belief in a just world: a three-wave RI-CLPM. [PDF]
Guo L, Wang Y, Zhou Y.
europepmc +1 more source
The dynamic relationships among AI-assisted formative assessment in music teaching, feedback literacy, and music learning engagement. [PDF]
Sun H.
europepmc +1 more source
Dynamic Digital Detachment and Work-Family Permeability: The Interactive Regulatory Path of Personality and Cognitive Load. [PDF]
Guan P +5 more
europepmc +1 more source
Three Extensions of the Random Intercept Cross-Lagged Panel Model [PDF]
The random intercept cross-lagged panel model (RI-CLPM) is rapidly gaining popularity in psychology and related fields as a structural equation modeling (SEM) approach to longitudinal data.
Jeroen Mulder, Ellen Hamaker
exaly +8 more sources
Power Analysis for the Random Intercept Cross-Lagged Panel Model Using the powRICLPM R-Package [PDF]
The random intercept cross-lagged panel model (RI-CLPM) is a popular model among psychologists for studying reciprocal effects in longitudinal panel data.
Jeroen Mulder
exaly +1 more source

