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Applied Economics Letters Volume 21, 2014 - Issue 16
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Original Articles

Evidence for the seasonality of European equity fund performance

Carlos F. AlvesFaculty of Economics, CEF.UP, University of Porto, 4200-464Porto, PortugalCorrespondence[email protected]
Pages 1156-1160 | Published online: 07 May 2014

Citations (6)

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Read on this site (3)

Mercedes Alda & Ruth Vicente. (2023) Are socially responsible investment funds seasonal?. Applied Economics Letters 30:5, pages 562-565.
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Carlos F. Alves & Duarte A. Reis. (2020) Exposition of evidence for idiosyncratic versus induced seasonality in ETF performance. Applied Economics Letters 27:1, pages 14-18.
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Yiuman Tse. (2018) Return seasonality in the foreign exchange market. Applied Economics Letters 25:1, pages 5-8.
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Articles from other publishers (3)

Tobias GlasTobias Glas. 2022. Asset Pricing and Investment Styles in Digital Assets. Asset Pricing and Investment Styles in Digital Assets 25 39 .
Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez & Diego Víctor de Mingo-López. (2021) On management risk and price in the mutual fund industry: style and performance distribution analysis. Risk Management 23:1-2, pages 150-171.
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Janaína Cássia Grossi & Rodrigo Fernandes Malaquias. (2020) Is the effect the same every January? Seasonality and Brazilian equity fund flows. Revista Contabilidade & Finanças 31:84, pages 409-424.
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