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

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  • Luis Ferruz Agudo
  • Maria Vargas Magallon
  • Jose Sarto

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.

Suggested Citation

  • Luis Ferruz Agudo & Maria Vargas Magallon & Jose Sarto, 2006. "Evaluation of performance and conditional information: the case of Spanish mutual funds," Applied Financial Economics, Taylor & Francis Journals, vol. 16(11), pages 803-817.
    • Handle: RePEc:taf:apfiec:v:16:y:2006:i:11:p:803-817
    DOI: 10.1080/09603100500397245
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    Cited by:

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    2. Ferruz Agudo, Luis & Vargas Magallón, María & Nievas López, J., 2008. "¿Utilizan los gestores españoles de fondos de inversión información privada en sus labores de gestión?," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 26, pages 257-278, Septiembr.

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