Using a comprehensive data set on (surviving and non-surviving) UK equity mutual funds,
we use a cross-section bootstrap methodology to distinguish between ‘skill’ and ‘luck’ for …

The stomach bacterium Helicobacter pylori is one of the most prevalent human pathogens.
It has dispersed globally with its human host, resulting in a distinct phylogeographic pattern …

Purpose The Chinese fund market has witnessed significant developments in recent years.
However, although there has been a range of studies assessing fund performance in …

The paper provides a critical review of empirical findings on the performance of mutual funds,
mainly for the US and UK. Ex‐post, there are around 0‐5% of top performing UK and US …

Introduction ‘TikTok’ is a social media application based on the publication of short videos that
has accumulated over 1.1 billion users worldwide since its launch in 2016. With the use of …

The question of pre-neolithic tuberculosis is still open in paleopathological perspective. One
of the major interests is to explore what type of infection could have existed around the early …

We apply a recent nonparametric methodology to test the market timing skills of UK equity
and balanced mutual funds. The methodology has a number of advantages over the widely …

This paper surveys and critically evaluates the literature on the role of management effects
and fund characteristics in mutual fund performance. First, a brief overview of performance …

This study assesses whether the widely documented momentum profits can be attributed to
time-varying risk as described by a GJR-GARCH(1,1)-M model. We reveal that momentum …

In this paper we examine the characteristics of high frequency pairs trading using a sample
of FTSE100 constituent stocks for the period January to December 2007. We show that the …