Evaluation of performance and conditional information: the case of Spanish mutual funds
2006; Chapman and Hall London; Volume: 16; Issue: 11 Linguagem: Inglês
10.1080/09603100500397245
ISSN1466-4305
AutoresLuis Ferruz Agudo, María Vargas, José Luis Sarto,
Tópico(s)Auditing, Earnings Management, Governance
ResumoThe performance of Spanish domestic equities improves considerably when diverse public information variables are taken into consideration. We have taken up to eight independent variables into consideration to evaluate the performance of a largely unexplored market over a broad horizon.
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