Relationship between mutual fund flow and fund performance : a study in China
Name
750516892-MIT.pdf
Description
Full printable version
Size
5.79 MB
Format
Adobe PDF
Checksum (MD5)
d59470d197545b2524d4a91ccfa1c642
Author(s)
Liu, Jun, S.M. Massachusetts Institute of Technology
Advisor(s)
Scott Joslin.
Date Issued
2011
Publisher
Massachusetts Institute of Technology
Abstract
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.
Description
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 48).
Subjects
Sloan School of Management.
MIT Department
Sloan School of Management
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