2026-09-20T04:36:59Zhttps://dspace.mit.edu/server/oai/requestoai:dspace.mit.edu:1721.1/658112022-01-13T07:54:52Zcom_1721.1_7582com_1721.1_7581col_1721.1_131023
Scott Joslin.
Liu, Jun, S.M. Massachusetts Institute of Technology
Sloan School of Management.
Sloan School of Management
a-cc---
2011-09-13T17:55:49Z
2011-09-13T17:55:49Z
2011
2011
http://hdl.handle.net/1721.1/65811
750516892
Thesis (S.M.)--Massachusetts Institute of Technology, Sloan School of Management, 2011.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 48).
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.
by Jun Liu.
S.M.
48 p.
eng
Massachusetts Institute of Technology
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.
http://dspace.mit.edu/handle/1721.1/7582
Sloan School of Management.
Relationship between mutual fund flow and fund performance : a study in China
Thesis
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<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.</Abstract>
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