Sentences with phrase «contemporaneous factor returns»

Using monthly returns for 2,132 dead and 992 live hedge funds encompassing nine investment styles, and contemporaneous factor returns, during January 1994 through April 2014, they find that: Keep Reading

Not exact matches

Using monthly returns for 3,292 actively managed mutual funds focused on U.S. stocks and contemporaneous market, size, book - to - market and momentum factor returns during March 1993 to December 2014, they find that: Keep Reading

Using monthly returns for 3,292 actively managed mutual funds focused on U.S. stocks and contemporaneous market, size, book - to - market and momentum factor returns during March 1993 to December 2014, they find that: Keep Reading

Using monthly trading volumes, returns and assets (sizes) for 4,587 U.S. equity mutual funds and for 747 U.S. equity ETFs, and contemporaneous U.S. equity factor model returns, during January 2000 through December 2015, they find that: Keep Reading

Using daily returns and contemporaneous market, size and book - to - market factors for U.S. listed stocks during 1963 through 2008, she finds that: Keep Reading

Using monthly returns and firm fundamentals for a broad sample of U.S. stocks, and contemporaneous stock return model factor returns, during July 1963 through December 2012, they find that: Keep Reading