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

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.

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Bibliographische Detailangaben
Veröffentlicht in:	Applied financial economics 2006-07, Vol.16 (11), p.803-817
Hauptverfasser:	Agudo, Luis Ferruz, Magallón, María Vargas, Sarto, José L.
Format:	Artikel
Sprache:	eng
Schlagworte:	Assets Capital market Case studies Evaluation Financial economics Financial performance Investment trusts Measurement Mutual funds Portfolio performance Risk Spain Studies Variables
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Beschreibung
Zusammenfassung:	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.
ISSN:	0960-3107 1466-4305
DOI:	10.1080/09603100500397245