Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Irina B. Mateus"'
Publikováno v:
Mateus, C, Mateus, I B & Stojanovic, A 2020, ' Diversity on British boards and personal traits that impact career progression from AIM towards FTSE 100 ', Corporate Ownership and Control, vol. 17, no. 4, pp. 183-199 . https://doi.org/10.22495/cocv17i4art15
This study proposes a new approach to examining executive remuneration and manager characteristics disaggregated by market index peer clusters and analyses personal attributes that differentiate managers across companies of different market caps (pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8e757fa476a3e1b9fc0ac147a74c454
https://doi.org/10.22495/cocv17i4art15
https://doi.org/10.22495/cocv17i4art15
Autor:
Irina B. Mateus, Cesario Mateus
Publikováno v:
Mateus, C & Mateus, I B 2021, ' Does a VAT rise harm the tourism industry? Portuguese evidence ', Tourism Management, vol. 83, 104234 . https://doi.org/10.1016/j.tourman.2020.104234
This paper estimates consequences of the VAT increase on tourism industry, by analysing the impact of the significant VAT rise in Portugal on profitability and survival of firms related to food and beverage service activities. The analysis is divided
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::667f6b9cb34caee58c4206b11c56fbc3
https://vbn.aau.dk/da/publications/fa367312-47c1-4bf9-8858-7841e57890c5
https://vbn.aau.dk/da/publications/fa367312-47c1-4bf9-8858-7841e57890c5
Publikováno v:
SSRN Electronic Journal.
Standard Fama-French-Carhart models define ‘winners’ as those funds that generate highest excess returns given the factor risks involved; however they do not provide information on whether such winners are outperforming their prospectus benchmark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67176760403b9186a22ed17c4f63daac
https://doi.org/10.2139/ssrn.3879461
https://doi.org/10.2139/ssrn.3879461
Publikováno v:
Mateus, I B, Mateus, C & Soggiu, M 2020, ' Do smart beta ETFs deliver persistent performance? ', Journal of Asset Management, vol. 21, no. 5, pp. 413-427 . https://doi.org/10.1057/s41260-020-00174-1
This paper analyses smart beta ETF performance and provides the first evidence on the funds’ performance persistence. Our sample is comprised of 152 US equity smart beta ETFs over the period June 2000 to May 2017. We found that as per the risk-adju
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5abd07e792700bb6b965809df5b12b73
https://vbn.aau.dk/da/publications/7bc79836-cd15-44f7-bd2d-c2591c444a31
https://vbn.aau.dk/da/publications/7bc79836-cd15-44f7-bd2d-c2591c444a31
Publikováno v:
Journal of Asset Management. 20:15-30
This study examines the impact of mismatch between prospectus benchmark and fund objectives on benchmark-adjusted fund performance and ranking in a sample of 1281 US equity mutual funds. All funds in our sample report S&P500 index as a prospectus ben
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94088997a78e4cf690bac8d351982e9b
https://doi.org/10.1057/s41260-018-0101-z
https://doi.org/10.1057/s41260-018-0101-z
Autor:
Cesario Mateus, Irina B. Mateus
Publikováno v:
Corporate Ownership and Control. 17:4-6
This volume of the journal “Corporate Ownership and Control” is focused on corporate governance, corporate social responsibility, earnings and performance management, ownership concentration, institutional ownership, audit fees, audit quality and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ca63c9db18d1ecdee15ed430bea88e8e
https://doi.org/10.22495/cocv17i2_editorial
https://doi.org/10.22495/cocv17i2_editorial
The majority of UK style-specific mutual funds either report a broad market index as their prospectus benchmark or give no benchmark at all — a practice that may be a) strategic, or b) cultural and attributable to the lack of UK style-specific indi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7ab6fe855962a444027f6e0bb1d5b910
Publikováno v:
International Review of Financial Analysis. 44:98-110
In this study, we re-visit the performance of 887 active UK equity mutual funds using a new approach proposed by Angelidis, Giamouridis, and Tessaromatis. The authors argue that mutual funds stock selection is driven by the benchmark index, so if the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::423583c641407adde4d427c00585b87a
https://doi.org/10.1016/j.irfa.2016.01.004
https://doi.org/10.1016/j.irfa.2016.01.004
Publikováno v:
SSRN Electronic Journal.
In this paper we provide critical review of recent developments in the mutual fund performance evaluation literature. The new literature centres around two main themes: enhancing explanatory power of the standard Fama-French-Carhart factor models by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cfdc737d755c6d09c8e23e22b31eb447
https://doi.org/10.2139/ssrn.3273374
https://doi.org/10.2139/ssrn.3273374
Publikováno v:
University of Roehampton-PURE
We provide one of the first large sample studies to examine how firm-level characteristics and national-level institutions affect cash balances in privately held and publicly traded firms and investigate whether the determinants of cash holdings for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d5ba9a70e048b7455c68a1b6c1d6c15e
https://doi.org/10.1016/j.irfa.2013.11.002
https://doi.org/10.1016/j.irfa.2013.11.002