Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 89 for “"Mutual Fund"”.
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UK mutual fund performance
… set on (surviving and non-surviving) UK equity mutual funds (April 1975 - December 2002), this study uses a bootstrap methodology to distinguish between `skill' and `luck' in fund performance. This methodology allows for non-normality in the idiosyncratic risks of the funds -a major issue when …
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Mutual fund trading and liquidity
This thesis uses equities holdings snapshots of mutual funds to study their trading patterns. Using quarter and semi-annual holdings of mutual funds, I am able to extract a main trading component with the application of the asymptotic principle component method. This component demonstrates short …
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Two Essays on Mutual Fund Herding
… whether herding by actively managed equity funds affects their performance. For this purpose, first the effect of herding on stock returns is reexamined and evidence is found that, during the herding quarter, stocks bought intensely by herds outperform stocks sold intensely by herds. …
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Two Essays Relating to Mutual Fund Performance
… papers, we examine different aspects of mutual fund performance and other issues. In the first chapter, we look at exchange-traded funds (ETFs) and how they differ from index funds in performance and tracking error. Using daily data and a more comprehensive sample than past research, we …
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A Critical Analysis of Mutual Fund Performance
Made available in DSpace on 2014-12-11T23:19:40Z (GMT). No. of bitstreams: 1 7105210.pdf: 3376908 bytes, checksum: 10811f99087ba1e06de49df542603b06 (MD5) Previous issue date: 1970
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Clusters and the Boston mutual fund industry
Thesis (M.C.P.)--Massachusetts Institute of Technology, Dept. of Urban Studies and Planning, 1998.
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Familial support in the mutual fund performance competition
Numerous papers have presented evidence of mutual fund families engaging in self-interested behaviour, regardless of or contrary to the interests of its investors. Such findings have provoked industry backlash. Given the significance of the mutual fund industry in managing wealth (approx. US$31 …
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Actively Managed Mutual Fund Holdings and Fund Performance
I examine mutual fund performance using three different perspectives. I begin with Mutual Fund Holdings Batting Average, in which I analyze mutual fund performance through the creation of a new variable using funds’ stock holdings information. My results show that this new variable, Holdings …
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An examination of the factors influencing mutual fund performance
This study looks at some factors influencing mutual fund performance. Fund management location, family status and asset allocation and timing ability are examined. Using monthly returns on 4545 funds from Morningstar from January 1970 to June 2010, the study examines whether location influences the …
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An initial analysis of South African mutual fund expenses
… a set of data relating to characteristics of mutual funds within the South African Mutual Fund Industry, with a specific focus on expenses. In addition, this research aims to investigate certain relationships within the industry, again keeping a specific focus on expenses. The key data used in …
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Essays On Mutual Fund Governance And The Advisory Fee Contracts
… related to corporate governance of equity mutual funds in a framework of relations between the three closely interrelated actors of mutual fund industry. The mutual fund advisers, the shareholders and the mutual fund board being the advocate of shareholders rights. The first study analyzes …
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A Look at the Decision Making of Mutual Fund Families
I examine the motivations of mutual fund families when deciding what mutual funds to launch, when to launch them, and how they are going to be launched. I begin by analyzing the influence of investor preferences on the flow to open-end mutual funds by associating flow to a fund with the degree to …
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Mutual fund performance in emerging markets: the case of Thailand
The rate of growth of investment in mutual funds has increased dramatically over the past decade. Many studies have developed models for performance evaluation and have examined whether fund managers provide value added for investors. Most of these studies, however, have focused on the developed …
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An initial analysis of African Mutual Fund Fees and expenses
… objective of this study is to compile an African Mutual Fund database with a focus on fees charged, expenses borne and fund sizes. Until now, no consolidated database of African Mutual Fund expenses exists. The ancillary goal of the paper is to arrange the dataset in order to perform basic …
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The Role of Portfolio Disclosures in the Mutual Fund Industry
I study whether increased transparency of fund portfolio disclosures improves outcomes for mutual fund investors. Exploiting the staggered adoption of the SEC's Form N-PORT, which improved the quality and quantity of information on fund strategies and risk profiles, I find a reduction in …
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