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dai: 352268662
ssrn: 340546
scopus: 15922634600

Huij, J.J.

(Joop Huij)



return performance momentum portfolio market stock factor result month model period alpha table family value estimate sample decile strategy return momentum percent journal persistence expense regression fund performance panel fund i 0.97 0.00 study index equity exposure bayesian alphas low-marketing funds finance year t 0.96 marketing equity funds bayesian fund returns effect low-marketing style carhart benchmark trading analysis 0.95 trading costs momentum strategies manager 0.01 0.04 market beta reversal investor style portfolios point 0.02 0.98 management approach report growth relation load fees sharpe investment post-ranking bond funds performance persistence bottom ratio 0.12 premium measure high-marketing




10 Most Recent Publications

The Performance of European Index Funds and Exchange-Traded Funds (Article)
Blitz, D.C. Huij, J.J. Swinkels, L.A.P.
2012-09-01
Evaluating the performance of global emerging markets equity exchange-traded funds (Article)
Blitz, D.C. Huij, J.J.
2012-03-05
Another look at trading costs and short-term reversal profits (Article)
Groot, W. de Huij, J.J. Zhou, W.
2012-02-01
On the performance of emerging market equity mutual funds (Article)
Huij, J.J. Post, G.T.
2011-09-01
Residual Momentum (Article)
Blitz, D.C. Huij, J.J. Martens, M.P.E.
2011-06-01
Global equity fund performance, portfolio concentration, and the fundamental law of active management (Article)
Huij, J.J. Derwall, J.M.M.
2011-01-01
Residual momentum (Article)
Blitz, D.C. Huij, J.J. Martens, M.P.E.
2011-01-01
Lucky bets and hot hands - Is your fund manager really performing? (Article)
Huij, J.J. Brounen, D.
2010-01-01
REIT Momentum and the Performance of Real Estate Mutual Funds (Article)
Derwall, J.M.M. Huij, J.J. Marquering, W.A.
2009-11-01
On the Use of Multifactor Models to Evaluate Mutual Fund Performance (Article)
Huij, J.J. Verbeek, M.J.C.M.
2009-03-01
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