Relationship between mutual fund flow and fund performance : a study in China

Use publically available data set on Chinese stock oriented mutual funds, examine whether the fund flow within one period depends on the past performance of this individual fund, and if there's a relationship, then what the detailed linkage between the past performance and the current period fund flow is. Different models involving regression will be used to exam the significance of each factor that may contribute to the relationship. The results found by using Chinese market data will be compared to developed markets, for example, the U.S. market, see if similar patterns appear in both markets.

Department dc:contributor.department

Sloan School of Management.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2011

Author dc:creator

• Liu, Jun, S.M. Massachusetts Institute of Technology

Advisor dc:contributor.advisor

• Scott Joslin.

• Sloan School of Management.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/65811

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/65811