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The European Journal of Finance Volume 14, 2008 - Issue 8
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Original Articles

Testing for persistence in mutual fund performance and the ex-post verification problem: evidence from the Greek market

Vassilios Babalos Department of Banking and Financial Management, University of Piraeus, Greece
,
Guglielmo Maria Caporale Centre for Empirical Finance, Brunel University, London, UKCorrespondence[email protected]
,
Alexandros Kostakis Department of Economics and Related Studies, University of York, York, UK
&
Nikolaos Philippas Department of Business Administration, University of Piraeus, Greece
Pages 735-753 | Published online: 11 Nov 2008

Citations (14)

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Read on this site (1)

Vassilios Babalos, Emmanuel Mamatzakis & Nikolaos Philippas. (2013) Estimating performance aspects of Greek equity funds with a liquidity-augmented factor model. Applied Financial Economics 23:8, pages 629-647.
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Articles from other publishers (13)

Giuseppe GalloppoGiuseppe Galloppo. 2021. Asset Allocation Strategies for Mutual Funds. Asset Allocation Strategies for Mutual Funds 269 316 .
Giuseppe GalloppoGiuseppe Galloppo. 2021. Asset Allocation Strategies for Mutual Funds. Asset Allocation Strategies for Mutual Funds 43 150 .
Arif Tanış & Yaman Ömer Erzurumlu. 2021. Progress in Intelligent Decision Science. Progress in Intelligent Decision Science 379 398 .
LIANGBO ZHAI & WEI WANG. (2020) CAN WINNERS KEEP WINNING? AN ANALYSIS OF PERFORMANCE PERSISTENCE OF MUTUAL FUNDS AND HEDGE FUNDS IN CHINA. The Singapore Economic Review, pages 1-22.
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Farah Naz, Hafsa Khan, Muhammad Ishfaq Ahmad, Ramiz Ur Rehman & Muhammad Akram Naseem. (2019) Productivity and efficiency analysis of Pakistani mutual funds using Malmquist index approach. International Journal of Financial Engineering 06:03, pages 1950026.
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Soumya Guha Deb. (2019) Persistence in performance of actively managed equity mutual funds: New Indian evidence. IIMB Management Review 31:2, pages 145-156.
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George Papachristou, Stephanos Papadamou & Eleftherios Spyromitros. (2018) Asymmetric price responses to stock addition to and deletion from the Athens Stock Exchange Index. Managerial Finance 44:4, pages 406-423.
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Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez & Emili Tortosa-Ausina. (2016) On the robustness of persistence in mutual fund performance. The North American Journal of Economics and Finance 36, pages 192-231.
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Vassilios Babalos, Guglielmo Maria Caporale & Nikolaos Philippas. (2012) Efficiency evaluation of Greek equity funds. Research in International Business and Finance 26:2, pages 317-333.
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Vassilios Babalos, Nikolaos Philippas, Michael Doumpos & Constantin Zopounidis. (2012) Mutual funds performance appraisal using stochastic multicriteria acceptability analysis. Applied Mathematics and Computation 218:9, pages 5693-5703.
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Vassilios Babalos, Alexandros Kostakis & Nikolaos Philippas. (2009) Managing mutual funds or managing expense ratios? Evidence from the Greek fund industry. Journal of Multinational Financial Management 19:4, pages 256-272.
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Luis Ferruz. (2016) Persistence in Generating Returns by the European Union Companies. SSRN Electronic Journal.
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Vassilios Babalos, Nikolaos Philippas & Emmanuel C. Mamatzakis. (2011) Estimating Performance Aspects of Greek Equity Funds with a Liquidity-Augmented Factor Model. SSRN Electronic Journal.
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