Performance persistence of Spanish pension funds : the best winners and losers usually repeat
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<subfield code="c">Luis Rerruz, Luis Vicente and Laura Andreu</subfield>
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<subfield code="a">In this paper is analyzed the persistence phenomenon on the returns obtained by Spanish equity pension funds in the period 1999-2006, an unexplored topic in the Spanish financial market, one of the most emerging pension fund industries in the European Union. Authors provide evidence fro a short-run persistence in some of the yearly periods analysed by using a contingency table approach</subfield>
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<subfield code="a">Sistemas de pensiones</subfield>
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<subfield code="a">The Geneva papers on risk and insurance</subfield>
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<subfield code="t">The Geneva papers on risk and insurance : issues and practice</subfield>
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<subfield code="g">nº 4, vol. 32, October 2007 ; p. 583-594</subfield>
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