Liquidity and performance of actively managed equity funds

QR Code

Liquidity and performance of actively managed equity funds

Most scholars have concluded that actively managed equity mutual funds as a whole underperform their passively managed counterparts, linked to some benchmarks. In other words, active equity fund managers on average do not have enough significant stock-picking abilities to add value for investors. Ho...

Full description

Bibliographic Details
Main Author:	Fang, Rong
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	2011
Subjects:	equity funds mutual funds fund managers bootstrap simulation liquidity
Online Access:	https://eprints.nottingham.ac.uk/12133/

Similar Items

An investigation into the performance and persistence of actively managed equity mutual funds in the U.S
by: Wu, Wendi
Published: (2018)

Performance Evaluation of Greek Domestic and International Equity Mutual Funds
by: Charkiolakis, Georgios
Published: (2016)

Evaluation of Mutual Fund Performance and Advisory Fees in China
by: Sun, Lu
Published: (2007)

An Empirical Study of Mutual Fund Performance and Its Relation with Fund Size
by: Lu, Daofen
Published: (2007)

Performance of Mutual Funds In INDIA: 2000 - 2006.
by: Kabra, Krishna
Published: (2006)

Hedge Funds or Mutual Funds, What proves Significant in the Long run? An Empirical Study
by: Jani, Vibhuti
Published: (2008)

The determinants of mutual fund performance: Evidence from the Vietnamese market
by: Nguyen, Van Nam
Published: (2018)

Mutual Fund Performance and Managerial Strategies: Evidence from India
by: Singh, Rupy
Published: (2007)

Closed-end Funds vs. Open-end Funds A Literature Review
by: Li, Wei Wei
Published: (2007)

Performance Evaluation of Mutual Funds in Pakistan for the Period 1998 - 2008.
by: Keshwani, Faysal
Published: (2008)

Performance of equity mutual funds in Thailand
by: Rujivipat, Anutra
Published: (2018)

The Performance of the Global Sharia Equity Mutual Funds in Indonesia
by: TJIPTONINGSIH, UMI KAWIRYANI
Published: (2017)

Performance Evaluation of Money Market Mutual Funds in Greece
by: Galetsas, Ioannis
Published: (2008)

Performance Analysis of Active and Passive Fund Management: Evidence from the UK
by: Ahmed, Mohammad Sharfaraz
Published: (2020)

The Training Needs of Unit Trust Agents of a Selected Fund Management Company
by: Lim, Tian Poh
Published: (1999)

investor sentiment and mutual fund performance
by: Zhang, Xiyue
Published: (2022)

A Comparative Analysis of Performance of Islamic and Conventional Unit Trusts in Malaysia
by: Abdullah, Fikriyah
Published: (2003)

GOOD INTENTIONS: AN EMPIRICAL COMPARISON BETWEEN THE PERFORMANCE OF GREEN AND CONVENTIONAL MUTUAL FUNDS
by: Blanchard, Camillo Thomas
Published: (2016)

Performance of Mutual Funds in India: (2002-2006)
by: Saboo, Manish
Published: (2006)

An Empirical Performance Evaluation of Open-end Funds in China
by: ZHOU, Weiwei
Published: (2007)

A Comparative Performance of Equity Funds, LTFs, and RMFs in Thailand
by: Taveesaengsakulthai, Piyawan
Published: (2008)

Evaluating the Performance of Chinese Mutual Funds: A Study of the Application of Value-at-Risk (VaR)
by: Feng, Jingyan
Published: (2008)

Mutual fund's trading and Chinese mergers and acquisitions
by: Bi, Xiao Gang, et al.
Published: (2014)

Volatility forecasting approach to risk assessment of private equity mutual funds in Malaysia
by: Wan, Cheong Kin
Published: (2021)

Unit trust in Malaysia : a study on the relationship between unit trust performance and the fund characteristics / Muhammad Khairul 'Ariffin Azhari
by: Azhari, Muhammad Khairul 'Ariffin
Published: (2018)

Sukuk as an attractive alternative of funding and investment in Tunisia / Hajer Chermia and Yacin Jerbi
by: Jerbi, Yacin
Published: (2015)

Ethical Screening and Financial Performance: Evidence from US Mutual Funds.
by: PRATVIEL, Héloïse
Published: (2016)

The Performance of Private Unit Trusts in Malaysia
by: Pang, Looi Fai
Published: (1998)

Do Open-end Funds Outperform Closed-end Funds? A Research on China's Mutual Funds Market.
by: ZHENG, YI
Published: (2006)

Index Fund Performance In China and Tracking Error Analysis
by: Zhu, Leting
Published: (2007)

Digital Funds of Identity: Funds of Knowledge 2.0 for the digital generation?
by: Poole, Adam
Published: (2016)

A Study on the Performance and Risk-Return Characteristics of Hedge Funds
by: Guleria, Arjun
Published: (2008)

Funds of knowledge 2.0: towards digital funds of identity
by: Poole, Adam
Published: (2017)

Hedge Funds & Their Impact on the Indian Capital Market
by: Tibrewal, Saket
Published: (2008)

The effect of macroeconomic variables on Islamic Unit Trust fund / Noor Shuaida Abu Bakar
by: Abu Bakar, Noor Shuaida
Published: (2014)

The readiness of China towards an economic phenomenon: A hedge fund industry perspective
by: Wang, Junyi
Published: (2007)

An Empirical Study of the Performance Persistence of China's Equity Open-end Funds
by: Li, Jin
Published: (2007)

Factors influencing the performance of government-linked investment companies in Malaysia / Nadhirah Farzana Rozman
by: Rozman, Nadhirah Farzana
Published: (2018)

Mutual Fund Performance in an Emerging Market: Evidence for Vietnam
by: Dinh, Khanh Duy
Published: (2018)

Relationship between RHB bond fund and macroeconomic variables / Hanif Hashim
by: Hashim, Hanif
Published: (2010)