Publications for Menahem Rosenberg menahem.rosenberg@touro.edu
Gottesman, A., Morey, M. R., & Rosenberg, M. (2013). Do active managers of retail mutual funds have an incentive to closet index in down markets? Fund performance and subsequent annual fund flows, 1997-2011. The Journal of Investment Consulting, 14(2), 47-58. This material can be found here.
Morey, M. R., & Rosenberg, M. (2012). Using annual panel data to examine the Monday effect. Journal of Applied Business Research, 28(4), 595-604. This material can be found here.
Rosenberg, M. (2004). The monthly effect in stock returns and conditional heteroskedasticity. The American Economist, 48(2), 67-73. This material can be found here.