[PDF] Top 20 A review of behavioural and management effects in mutual fund performance

... of management effects and fund characteristics in mutual fund ...of performance measures is ...of fund characteristics in explaining future returns are ...on fund ... See full document

... Permanent repository link: http://openaccess.city.ac.uk/13774/ Link to published version: http://dx.doi.org/10.1016/j.irfa.2016.01.016 Copyright and reuse: City Research Online aims to m[r] ... See full document

... the effects of individual manager characteristics on real estate mutual fund (REMF) ...the management of mutual ...and management fees on a series of fund variables and ... See full document

... the performance of both US and UK-based US equity ...momentum effects, Otten and Bams also use a conditional multi-factor ...the effects of tax treatment, fund objectives and investment ...in ... See full document

... on performance, and it was driven by gender diversity while age diversity had no strong ...adverse effects of cognitive ...the management and psychology literature, have investigated the ... See full document

... funds’ performance. How does performance depend on the size of the fund? There are several empirical researches that study in the effect of funds’ size with funds’ ...small fund can easily ... See full document

... the mutual fund performance for about 45 ...of mutual fund performance, it is important to consider time-varying exposures because when they are ignored, the persistence will be ... See full document

... ABSTRACT: Mutual Fund refers to trust which pools the savings of a large number of investors who share a common financial ...the performance of selective open ended equity diversified Mutual ... See full document

... bond fund management outlined major management issues, the scarce liquidity resulting from large holdings of structured notes still triggered significant redemptions upon Union Investment Trust and ... See full document

... across fund managers as a tournament where competitors only win if they obtain the highest rank: with more competing managers the probabil- ity of obtaining the highest rank by investing in the safer asset class ... See full document

... equity mutual funds across 32 countries over a period starting from 2002 to 2010 in order to examine the impact of indexing for active management on equity mutual ...Asset management companies ... See full document

... of fund turnover, my second ...between fund manager ownership and turnover would support the Dow and Gorton (1997) theory that one incentive conflict between managers and shareholders lies in fund ... See full document

... Our final hypothesis involves the decomposition of a fund’s overall level of style volatility into its direct and indirect parts. There is no reason to believe that the impact that these two components might have on ... See full document

... the Mutual Funds mutual funds ...the mutual funds industry is a strong pillar of the financial market, it got a boost with the emergence of a strong market ...economy. Mutual funds found ... See full document

... Mutual fund is an instrument for pooling the assets by issuing units to the financial specialists and putting reserves in securities as per targets as unveiled in offer ... See full document

... The top rows of Table III summarize the results of applying the standard 4-factor Carhart model to equity and mixed funds and the 1-factor bond model to bond funds. The first inspection of the results shows negative ... See full document

... Product performance satisfaction level can be referred to as the satisfaction level of mutual fund investors in terms of return, transparency, safety, liquidity, service quality, fund ... See full document

... investment performance of 80 mutual fund schemes for the Indian market over a four-year period ...regarding fund diversification, consistency of performance, parameter stationarity over ... See full document

... Peer Rater(s) refers to the co-employee(s) with same position title or functionally-related position of comparable level within the same organizational unit who may have either direct or indirect working relationships ... See full document

... following-year performance using the same augmented model (both with and without a control for the four-factor alpha of the liquidity ...skilled fund managers to a greater degree among midcap and smallcap ... See full document