Evaluation of performance and conditional information: the case of Spanish mutual funds

Luis Ferruz Agudo, Maria Vargas Magallon and Jose Sarto

Applied Financial Economics, 2006, vol. 16, issue 11, 803-817

Abstract: The 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.

Date: 2006
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DOI: 10.1080/09603100500397245

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