Data-conditioning biases, performance, persistence and flows: the case of Canadian equity funds

Article Abstract:

The Canadian equity mutual funds performance is examined employing dataset free of all conditioning biases. The findings reveal that economic capital required for mortgage portfolios varies in relation to underwriting variables and it depends on the geographic diversification of the mortgage portfolio.

Management dynamics, Management investment, open-end, Management, Mutual fund industry, Company business management

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Location of trade, ownership restrictions, and market illiquidity: examining Chinese A- and H-shares

Article Abstract:

The Chinese companies that issue both A-shares in Mainland China and H-shares in Hong Kong are examined. A large time-varying H-share price discount relative to A-shares is found, and this discount is highly correlated with domestic and foreign market factors and relative market illiquidity.

China, Stock price indexes, World market, International markets

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Stock market returns: a note on temperature anomaly

Article Abstract:

The impact of temperature on investors' behavior and stock market returns is examined.

Strategy & planning, Planning, Economic aspects, Investors, Company business planning, Temperature

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