Applied Financial Economics · 2006 · 12 citations · 44 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInvestment ManagementAsset Pricing EmpiricsCapital MarketsInvestmentInvestment FundsMutual Fund ManagementMutual FundsConditional Mutual InformationIndependent VariablesInformational EfficiencyInvestment Market AnalysisInvestment Performance EvaluationMarket Efficiency TestsMarket Reaction To InformationMutual Fund Performance Evaluation
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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Common risk factors in the returns on stocks and bonds
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Predicting returns in the stock and bond markets
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Returns from Investing in Equity Mutual Funds 1971 to 1991
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