Evaluation of performance and conditional information: the case of Spanish mutual funds

• Autores: Luis Ferruz Agudo, María Vargas Magallón, José Luis Sarto Marzal
• Localización: Applied financial economics, ISSN 0960-3107, Vol. 16, Nº. 11, 2006, págs. 803-817
• Idioma: inglés
• DOI: 10.1080/09603100500397245
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• Dialnet Métricas: 2 Citas
• Resumen

  • The performance of Spanish domestic equities improves considerably when diverse public information variables are taken into consideration. We have taken up to eight independent variables into consideration to evaluate the performance of a largely unexplored market over a broad horizon.