[PDF] Top 20 Performance and performance persistence of UK closed-end equity funds
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Performance and performance persistence of UK closed-end equity funds
... Closed-end funds, unlike open-end funds, are never forced to liquidate securities or purchase additional securities due to fund inflows and ...returns. Persistence in the ... See full document
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Performance Persistence in Sweden-based Equity Mutual Funds
... for performance persistence it is necessary to determine which length of period to perform them ...one-year persistence is the most prevalent one 8 , namely returns from the previous year are most ... See full document
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Italian Equity Funds: Efficiency and Performance Persistence
... The performance of these funds is an issue that has been well documented in the finance literature during the last two ...fund performance is limited (see Cesari and Panetta (1998, 2002)), and a ... See full document
24
An empirical study on mutual funds performance and performance persistence in China
... 23 equity mutual fund performance persistence in Denmark from 1996 to ...fund performance is measured based on the single-index alpha (Jensen, ...Mutual funds in the sample are then ... See full document
127
Performance and Performance Persistence of Socially Responsible Investment Funds in Europe and North America
... For performance persistence, we follow the approach in Gregory and Whittaker (2007) and Lean et ...the funds into three new portfolios on January 1 st of each year. The funds with the highest ... See full document
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PERFORMANCE PERSISTENCE IN INDIAN MUTUAL FUNDS USING DATA ENVELOPMENT ANALYSIS
... mutual funds for a longer ...positive persistence up to three ...(2011) performance persistence exists in the mutual ...mutual funds on the basis of their past ...past ... See full document
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Performance and performance persistence of UK closed-end equity funds
... Permanent repository link: http://openaccess.city.ac.uk/12497/ Link to published version: http://dx.doi.org/10.1016/j.irfa.2014.05.011 Copyright and reuse: City Research Online aims to m[r] ... See full document
6
Does risk explain persistence in private equity performance?
... fund performance persistence puzzle in private equity? Moreover, in addition to performance persistence, can we observe persistence in risk over follow-up funds? More ... See full document
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Performance Evaluation of Selected Equity Mutual Funds
... the performance persistence of 384 domestic closed-end funds in the United ...bond funds, 67 equity funds, and 202 municipal bond ...the persistence of ... See full document
17
Exploring the persistence of U.K. equity closed-end fund performance
... the end of June and by their BM ratio from the prior calendar ...of equity at the fiscal year- end (WC03501) during the previous calendar year from Worldscope and the year-end market ...the ... See full document
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Performance of Sharia Equity Funds and Conventional Equity Funds, Which one is better?
... Mutual Funds, Indonesia Mutual Funds are divided into 4 (four) categories, Money Market Mutual Funds, Fixed Income Funds, Equity Mutual Funds, and Mixed Mutual ...Mutual ... See full document
11
The short-term impact of director trading in UK closed-end funds
... the closed-end sector, this type of asymmetry is not likely to affect the majority of UK closed-end funds – as noted above, most funds have well defined mandates and ... See full document
31
Private Equity Zombie Funds : performance and fund characteristics : An empirical analysis of the global private equity market
... PE funds are ten-year limited partnerships (EVCA, ...other equity investments are the opportunities for committing additional capital and ...open-end funds investors have a continuing ... See full document
143
An empirical examination of the diversification benefits of U.K. international equity closed-end funds
... the funds can invest in illiquid assets but the underlying CEF shares can be ...fund performance (Edelen(1999)) and do not need to hold so much cash ...the performance-flow relation in OEF, fund ... See full document
48
The Market Timing Ability of UK Equity Mutual Funds
... surviving funds (626) and nonsurviving funds (216) in order to control for survivorship ...Nonsurviving funds are those which cease to exist at some point prior to the end of the sample ... See full document
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The Analysis of Mutual Fund Performance: Evidence from U.S. Equity Mutual Funds
... decile funds and find that there is a high level of persistence in the performance of mutual ...includes equity momentum (WML) as a fourth factor and concludes that persistence does not ... See full document
156
Exploring the persistence of U.K. equity closed-end fund performance
... the persistence in performance of U.S. mutual funds such as Grinblatt and Titman (1992), Elton, Gruber and Blake (1996), Carhart (1997), Cohen, Coval and Pastor (2005), Busse and Irvine (2006), Elton ... See full document
38
The Impact of Portfolio Manager Ownership on the Pricing of Closed-End Funds *
... for funds with and without fund manager ...the end of month during which the level of ownership is ...for equity and bond funds computed over the 2-year period before the ownership date (prior ... See full document
37
An examination of the benefits of dynamic trading strategies in U.K. closed-end funds
... in closed-end fund portfolios, using the most persistent lagged information variables, can deliver significant value added to ...before-cost performance and lower turnover compared to the alternative ... See full document
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The short-term impact of director trading in UK closed-end funds
... the closed-end sector, this type of asymmetry is not likely to affect the majority of UK closed-end funds – as noted above, most funds have well defined mandates and ... See full document
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