How does oil market volatility impact mutual fund performance?

The aim of this paper is twofold. First, we investigate whether oil market volatility affects fund performance. Second, we examine whether oil volatility impacts fund managers' ability to select stocks and to time oil volatility. Our analysis is based on the Saudi Arabian market, a major develo...

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Bibliographic Details
Main Authors: Bader Jawid Alsubaiei, Giovanni Calice, Andrew Vivian
Format: Default Article
Published: 2023
Subjects:
Online Access:https://hdl.handle.net/2134/24081753.v1
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