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The Journal of Finance, ISSN 0022-1082, 8/2014, Volume 69, Issue 4, pp. 1673 - 1704
To rationalize the well-known underperformance of the average actively managed mutual fund, we exploit the fact that retail funds in different market segments... 
Index funds | Investment funds | Investors | Mutual funds | Investment strategies | P values | Asset management | Actively managed funds | Portfolio management | Financial investments | BUSINESS, FINANCE | COSTS | SEARCH | RISK | ECONOMICS | FLOWS | BROKERS | Investment analysis | Financial markets | Distribution channels | Analysis
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 1999, Volume 52, Issue 3, pp. 293 - 340
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 09/2012, Volume 391, Issue 18, pp. 4342 - 4349
The existence of memory in financial time series has been extensively studied for several stock markets around the world by means of different approaches.... 
Ordinal time series analysis | Sovereign bond market efficiency | Permutation entropy | Complexity-entropy causality plane | Bandt and Pompe method | Permutation statistical complexity | PHYSICS, MULTIDISCIPLINARY | FORBIDDEN PATTERNS | ENTROPY | Financial markets | Stock markets | Credit market | Bonds | Permutations | Policies | Planes | Tools | Markets | Entropy | Bonding | Ratings
Journal Article
The European Physical Journal B, ISSN 1434-6028, 8/2015, Volume 88, Issue 8, pp. 1 - 9
This paper analyzes several interest rates time series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering... 
Condensed Matter Physics | Solid State Physics | Fluid- and Aerodynamics | Statistical and Nonlinear Physics | Physics, general | Statistical Physics, Dynamical Systems and Complexity | Physics | STATISTICAL COMPLEXITY | PHYSICS, CONDENSED MATTER | MODELS | STOCK-MARKET | TOMORROW | EXCHANGE | EFFICIENCY | ENTROPY | London Interbank Offered Rate
Journal Article
Molecular Psychiatry, ISSN 1359-4184, 11/2017, Volume 22, Issue 11, pp. 1641 - 1650
Journal Article
The Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 12/2008, Volume 43, Issue 4, pp. 907 - 936
We apply an event-study methodology on over 10,000 Morningstar star rating changes and find that Morningstar has substantial independent influence on the... 
Ratings downgrade | Investors | Forecasting standards | Mutual funds | Stars | Reporting standards | Performance metrics | Standard error | Quantitative analysis | Empirical evidence | BUSINESS, FINANCE | INDUSTRY | PERFORMANCE | TOURNAMENTS | RETURNS | ECONOMICS | INCENTIVES | EVENT | Evaluation | Benefit performances | Analysis
Journal Article
Economics Letters, ISSN 0165-1765, 09/2012, Volume 116, Issue 3, pp. 426 - 428
This letter investigates the time-varying behavior of long memory in sovereign and corporate bond indices of seven European Union countries from July 1998 to... 
Corporate bonds | Sovereign bonds | Long range dependence | Financial crisis | STOCK RETURNS | LIQUIDITY | LONG-RANGE DEPENDENCE | ESTIMATORS | FINANCIAL TIME-SERIES | ECONOMICS | Financial markets | Comparative analysis | Fixed income securities
Journal Article
Journal of Financial and Quantitative Analysis, ISSN 0022-1090, 12/2002, Volume 37, Issue 4, pp. 523 - 557
Journal Article
JLIS.it, ISSN 2038-5366, 05/2017, Volume 8, Issue 2, pp. 4 - 17
The article presents a reflection on the Archival Classification with specific reference to the role that this function plays in Digital Documentary Systems.... 
Sistemi documentari digitali | Classificazione archivistica | Record management | Piano di classificazione
Journal Article