TY  - JOUR
AU  - Vidal-Garcia, Javier
AU  - Vidal, Marta
AU  - Khuong Nguyen, Duc
PY  - 2016
DO  - 10.1007/s11156-014-0488-7
SN  - 0924-865X
UR  - https://hdl.handle.net/20.500.14352/109993
T2  - Review of quantitative finance and accounting
AB  - This paper examines the interaction of idiosyncratic risk, liquidity and return across time in determining fund performance, as well as across investment style portfolios of European mutual funds. This study utilizes a unique data set including...
LA  - eng
M2  - 213
PB  - SPRINGER
KW  - Mutual fund performance
KW  - Idiosyncratic risk
KW  - Liquidity
KW  - Style analysis
TI  - Do liquidity and idiosyncratic risk matter?: evidence from the european mutual fund market
TY  - journal article
VL  - 47
ER  -