Style Switching in the Speech of Transjordanians

2016 ◽  
Vol 57 (1) ◽  
pp. 51-71
Author(s):  
Brian Bompiani
Keyword(s):  
Style Switching

On the Style-Based Feedback Trading of Mutual Fund Managers

2016 ◽  
Vol 51 (3) ◽  
pp. 771-800 ◽  
Author(s):  
Bart Frijns ◽  
Aaron Gilbert ◽  
Remco C. J. Zwinkels
Keyword(s):  
Negative Feedback ◽  
Mutual Fund ◽  
Trading Behavior ◽  
Mutual Fund Managers ◽  
Switching Model ◽  
Fund Managers ◽  
Style Switching ◽  
Feedback Trading

AbstractThis paper examines the style-based feedback trading behavior of U.S. mutual fund managers. We provide an empirical version of Barberis and Shleifer’s style-switching model. We find style-based feedback trading for 77% of the funds, half of which is positive (negative) feedback trading. There is evidence for “twin style” switching, where capital is channeled between value and growth, and between large- and small-cap. Growth (value) funds apply more positive (negative) feedback trading. Funds that switch more aggressively are younger and have higher expense ratios. Finally, we find that positive (negative) feedback trading yields positive (negative) alpha.

scholarly journals Modeling Style Rotation: Switching and Re-switching

2014 ◽  
Vol 6 (2) ◽  
pp. 103-128
Author(s):  
Edward Golosov ◽  
Stephen Satchell
Keyword(s):  
Time Series ◽  
Empirical Data ◽  
Theoretical Framework ◽  
Statistical Properties ◽  
Relative Performance ◽  
Style Rotation ◽  
Potential Applications ◽  
Style Switching

Abstract: The purpose of this paper is to investigate the dynamics and statistics of style rotation based on the Barberis–Shleifer model of style switching. Investors in stocks regard the forecasting of style-relative performance, especially style rotation, as highly desirable but difficult to achieve in practice. Whilst we do not claim to be able to do this in an empirical sense, we do provide a theoretical framework for addressing these issues. We develop some new results from the Barberis–Shleifer model which allows us to understand some of the time series properties of styles’ relative performance and determine the statistical properties of the time until a switch between styles. In conclusion, we discuss potential applications of our findings to empirical data.

Style Switching in the Jacob and Laban Narratives

2014 ◽  
Vol 55 (1) ◽  
pp. 43-57
Author(s):  
Brian Bompiani
Keyword(s):  
Style Switching

A proposed adhesin AoMad1 helps nematode-trapping fungus Arthrobotrys oligospora recognizing host signals for life-style switching

2015 ◽  
Vol 81 ◽  
pp. 172-181 ◽  
Author(s):  
Lianming Liang ◽  
Renfei Shen ◽  
Yuanyuan Mo ◽  
Jinkui Yang ◽  
Xinglai Ji ◽  
...  
Keyword(s):  
Life Style ◽  
Arthrobotrys Oligospora ◽  
Style Switching ◽  
Host Signals
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