Studies in Economics and Finance: Volume 31 Issue 2

The forecasting ability of world mutual funds

Javier Rodriguez

– The paper aims to empirically examine the forecasting ability of US-based world mutual funds during the 2001-2007 time period.

An empirical analysis of the performance of pension funds: evidence from UK

Roberta Adami, Orla Gough, Suranjita Mukherjee, Sheeja Sivaprasad

This paper aims to examine the investment performance of pension funds in the UK using the three standard performance measurement models, the capital asset pricing model (CAPM)…

Money factors and EMU government bond markets' convergence

Dionisis Philippas, Costas Siriopoulos

– The authors aim to investigate the cointegrating relationship of the government bond yields, driven by the common money factors in European Monetary Union (EMU).

The effect of securitization on US bank lending and monetary policy transmission

Nesrine Ben Salah, Hassouna Fedhila

– The purpose of this paper is to assess the effect of securitization on US bank lending and monetary policy transmission.

Labor supply with Friedman-Savage preferences

Joseph G. Eisenhauer

Some labor supply curves exhibit inflection points at which they bend backward or fall forward; thus, some workers alternate between increasing and decreasing their labor hours as…

Can investing in corporate social responsibility lower a company's cost of capital?

Marcelo Cajias, Franz Fuerst, Sven Bienert

This paper aims to investigate the effect of corporate social responsibility (CSR) ratings on the ex ante cost of capital of more than 2,300 listed US companies in a panel from…

Is there a right time for corporate investment?

Min Maung, Reza H. Chowdhury

The purpose of this paper is to determine whether corporate investment in real fixed assets in hot issue markets leads to higher income to shareholders than that in other equity…

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