Results 211 to 220 of about 18,869,560 (253)

Measuring Thematic Funds Performance via an Approach Based on Observable and Latent Factors

open access: yesEuropean 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

Reputation and Asset Prices: Evidence From Trump Real Estate

open access: yesFinancial Management, EarlyView.
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

Three Extensions of the Random Intercept Cross-Lagged Panel Model [PDF]

open access: yesStructural Equation Modeling, 2021
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]

open access: yesStructural Equation Modeling, 2023
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

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