Leaders and followers in mutual funds: a dynamic Bayesian approach

DOI10.1002/ASMB.2524MaRDI QIDQ6578132

Laura Andreu, Pilar Gargallo, José Luis Sarto, Manuel Salvador

Publication date: 25 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Bayesian inferenceCAPMmutual fundsrolling windowleaders and followers

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A sharper Bonferroni procedure for multiple tests of significance
• Bayesian analysis of herding behaviour: an application to Spanish equity mutual funds
• Common risk factors in the returns on stocks and bonds
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