Table of contents - Special Issue: Mutual Funds
Guest Editors: J. David Diltz, David Rakowski
Actively managed ETFs vs actively managed mutual funds
D. Eli Sherrill, Kate UptonThe purpose of this paper is to study if actively managed exchange-traded funds (AMETFs) and actively managed mutual funds (AMMFs) are complements or substitutes. It also tests if…
Portfolio turnover activity and mutual fund performance
Claudia Champagne, Aymen Karoui, Saurin PatelThe purpose of this paper is to propose a new measure of portfolio activity, the modified turnover (MT), which represents the portion of the portfolio that the manager changes…
Trading on ETF mispricings
Yvonne Kreis, Johannes W. LichtPrior literature has shown deviations between ETF prices and their net-asset-value (NAV) to exist. Fulkerson and Jordan (2013, p. 31) question “if there exists a true tradeable…
Energy mutual funds and oil prices
Alper Gormus, John David Diltz, Ugur SoytasThe purpose of this paper is to examine the price level and volatility impacts of oil prices on energy mutual funds (EMFs). The authors also examine specific fund characteristics…
Life after death: acquired fund performance
Anni Lapatto, Vesa PuttonenThe purpose of this paper is to study how the target fund in mutual fund mergers performed compared to the acquiring funds had they not been merged but continued on their own as…
ISSN:
0307-4358e-ISSN:
1758-7743ISSN-L:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson