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Mutual fund performance and management location

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Academic year: 2019

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Figure

Table 1: Sources of financial market indices for performance analysis This table shows the source of the benchmark indices for the performance models used in the paper
Table 2: Alpha Generation Analysis for Different Categories This table reports the average α and β statistics organised by different categories
Table 3: Alpha generation tests: Differences in mean alphas and alpha distributions  This table reports test statistics of differences between the mean alphas and differences in the alpha distributions reported in Table 2
Table 4:  Market Timing Results  This table reports the average statistics of the regression results for the market timing tests
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