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Journal articles on the topic 'Mututal funds'

Author: Grafiati

Published: 4 June 2021

Last updated: 1 February 2022

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1

Rajan, G. B. Sabari, and R. Sivashanmugam R.Sivashanmugam. "Comparative Analysis of Mutual Fund Schemes in TATA Mutual Funds." Indian Journal of Applied Research 3, no. 6 (2011): 371–72. http://dx.doi.org/10.15373/2249555x/june2013/123.

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Avramov, Doron, Si Cheng, and Allaudeen Hameed. "Mutual Funds and Mispriced Stocks." Management Science 66, no. 6 (2020): 2372–95. http://dx.doi.org/10.1287/mnsc.2019.3319.

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We propose a new measure of fund investment skill, active fund overpricing (AFO), encapsulating the fund’s active share of investments, the direction of fund active bets with regard to mispriced stocks, and the dispersion of mispriced stocks in the fund’s investment opportunity set. We find that fund activeness is not sufficient for outperformance: high (low) AFO funds taking active bets on the wrong (right) side of stock mispricing achieve inferior (superior) fund performance. However, high AFO funds receive higher flows during periods of high investor sentiment, when the performance–flow rel

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Chen, Hsiu-lang, and George G. Pennacchi. "Does Prior Performance Affect a Mutual Fund’s Choice of Risk? Theory and Further Empirical Evidence." Journal of Financial and Quantitative Analysis 44, no. 4 (2009): 745–75. http://dx.doi.org/10.1017/s002210900999010x.

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AbstractRecent empirical studies of mutual fund competition examine the relation between a fund’s performance, the fund manager’s compensation, and the fund manager’s choice of portfolio risk. This paper models a manager’s portfolio choice for compensation rules that can be either a concave, linear, or convex function of the fund’s performance relative to that of a benchmark. For particular compensation structures, a manager increases the fund’s “tracking error” volatility as its relative performance declines. However, declining performance does not necessarily lead the manager to raise the vo

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Popescu, Marius, and Zhaojin Xu. "Market states and mutual fund risk shifting." Managerial Finance 43, no. 7 (2017): 828–38. http://dx.doi.org/10.1108/mf-09-2016-0278.

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Purpose The purpose of this paper is to explore the motivation behind mutual funds’ risk shifting behavior by examining its impact on fund performance, while jointly considering fund managers’ compensation incentives and career concerns. Design/methodology/approach The study uses a sample of US actively managed equity funds over the period 1980-2010. A fund’s risk shifting is estimated as the difference between the fund’s intended portfolio risk in the second half of the year and the realized portfolio risk in the first half of the year. Using the state of the market to identify the dominating

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Massa, Massimo, and Vijay Yadav. "Investor Sentiment and Mutual Fund Strategies." Journal of Financial and Quantitative Analysis 50, no. 4 (2015): 699–727. http://dx.doi.org/10.1017/s0022109015000253.

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AbstractWe show that mutual funds employ portfolio strategies based on market sentiment. We build a proxy for the degree of a fund’s sentiment beta (or FSB). The low-FSB funds outperform high-FSB funds, even after controlling for standard risk factors and fund characteristics. This effect is sizable and delivers a net-of-risk performance of 3.8% per year. Funds with a lower FSB follow more idiosyncratic strategies, suggesting that FSB is a deliberate, active choice of the fund manager. A sentiment contrarian strategy leads to high flows due to its superior performance, whereas a sentiment cate

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Hsieh, Lu-Chen, and Ying-Shing Lin. "Inflows and outflows of mutual funds: a performance comparison of funds offered by traditional banks, insurance companies and mutual fund companies." Investment Management and Financial Innovations 15, no. 4 (2018): 258–72. http://dx.doi.org/10.21511/imfi.15(4).2018.21.

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The transformations in internet technology and financial innovation have led to the prevalence of direct finance, causing indirect finance to contract and concerns among traditional banks and insurance channel operators to seek transformation to innovate traditional services with advanced technology applications. The research compares the sales revenue flows of traditional banks, insurance companies, and mutual fund institutions, using quantile regression methods with five mutual fund factors: Jensen’s indexes, expenses, risks, sizes, and turnover rates. The sample statistics from 2001 to 2016

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Nguyen, Hoa Thi, and Dung Thi Nguyet Nguyen. "The impact of country-level and fund-level factors on mutual fund performance in Vietnam." Journal of Economics and Development 21, no. 1 (2019): 42–56. http://dx.doi.org/10.1108/jed-06-2019-0007.

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Purpose The purpose of this paper is to examine the determinants of mutual funds’ performance at both a country level and a fund level in Vietnam. Design/methodology/approach The different types of funds with more than three-year operation are selected to remove outliers of the stock market boom from 2015 to 2018. The data set includes 54 mutual funds operating during the period from 2008 until November 2018. Findings The research finds that there is a positive relationship between macroeconomics and mutual funds’ performance. Furthermore, country-level governance such as regulation effectiven

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Swain, Susanta, and Dr Ansuman Sahoo. "Investors Perception and Growth Prospects of Mutual Funds: With Special Reference to SBI Mutual Fund." Indian Journal of Applied Research 3, no. 5 (2011): 339–40. http://dx.doi.org/10.15373/2249555x/may2013/101.

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Hu, Xiao, Yimeng Cang, Long Ren, and Jun Liu. "Fund Network Centrality, Hard-to-Value Portfolio, and Investment Performance." Complexity 2020 (December 17, 2020): 1–17. http://dx.doi.org/10.1155/2020/6641592.

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Based on the quarterly data of mutual funds in China from the fourth quarter of 2004 to the fourth quarter of 2019, this paper constructs a series of complex bipartite networks based on the overlapped portfolios of mutual funds and then explores the influences of fund network position on mutual fund’s investment behavior and performance. This paper finds that a mutual fund with shorter information transmission path to other entities in the fund network (i.e., having higher closeness centrality) or with stronger ties with those entities in important information positions (i.e., having higher ei

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10

Jiang, Xuanyu, Nianhang Xu, Qingbo Yuan, and Kam C. Chan. "Mutual-Fund-Affiliated Analysts and Stock Price Synchronicity: Evidence From China." Journal of Accounting, Auditing & Finance 33, no. 3 (2016): 435–60. http://dx.doi.org/10.1177/0148558x16658372.

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We contend that mutual-fund-affiliated analysts have conflicts of interest in their role of information production. Similar to the investment-bank-affiliated analysts (Malmendier & Shanthikumar, 2014), mutual-fund-affiliated analysts are very likely to speak in two tongues, issuing optimism-biased recommendations to please their mutual fund clients due to the clients’ holdings of the stocks but less optimistic forecasts for their covered firms to provide firm-specific information for mutual funds. The net effect of these mutual-fund-affiliated analysts’ conflicting actions is not clear. We

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Paek, Miyoun, and Kwangsoo Ko. "Do Frequent Tradings Add Value? Profitability of Equity Fund Investors." Journal of Derivatives and Quantitative Studies 23, no. 1 (2015): 41–72. http://dx.doi.org/10.1108/jdqs-01-2015-b0003.

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This study examines the effects of fund managers’ frequent tradings on equity mutual funds. Based on the findings, we suggest policy implications for mutual fund regulations. The empirical findings are as follows. First, frequent tradings cause poor performance of equity funds regardless of trading costs. Second, managers of underperforming funds buy and sell their portfolio holdings more frequently than those of outperforming funds. This implies that high trading cost is not the only source of the fund’s poor performance that exhibit frequent tradings. This phenomenon seems to be closely rela

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Devaney, Michael, Thibaut Morillon, and William Weber. "Mutual fund efficiency and tradeoffs in the production of risk and return." Managerial Finance 42, no. 3 (2016): 225–43. http://dx.doi.org/10.1108/mf-05-2015-0142.

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Purpose – The purpose of this paper is to estimate the performance of 188 mutual funds relative to the risk/return frontier accounting for the transaction costs of producing a portfolio of investments. Design/methodology/approach – The directional output distance function is used to estimate mutual fund performance. The method allows the data to define a frontier of return and risk accounting for the transaction costs associated with securities management and production of risky returns. Proxies for the transaction costs of producing a portfolio of securities include the turnover ratio, load,

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Schiozer, Rafael Felipe, and Diego Lins de Albuquerque Pennachi Tejerina. "Exposição a Risco e Captação em Fundos de Investimento: os Cotistas Monitoram a Alocação de Ativos?" Brazilian Review of Finance 11, no. 4 (2013): 527. http://dx.doi.org/10.12660/rbfin.v11n4.2013.10295.

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This study investigates the impact of asset allocation on the net flow of fixed income funds in the Brazilian market, by exploiting the exogenous variation in the risk perception of bank liabilities (CDs) caused by the financial turmoil that followed Lehman Brothers’ demise in September 2008. The central hypothesis is that the exposure to assets negatively affected by the crisis impacts negatively the fund’s net flow. We find that, for mutual funds, the larger proportion of assets negatively affected by the crisis the larger the net outflow of resources, indicating that shareholders monitor as

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Elton, Edwin J., Martin J. Gruber, and Andre de Souza. "Fund of Funds Selection of Mutual Funds." Critical Finance Review 7, no. 2 (2018): 241–72. http://dx.doi.org/10.1561/104.00000056.

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Trahan, Emery A. "Mutual fund governance and fund performance." Corporate Ownership and Control 5, no. 4 (2008): 384–92. http://dx.doi.org/10.22495/cocv5i4c3p5.

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The increased wealth invested in mutual funds and recent scandals at many fund firms have led to increased scrutiny of mutual fund governance. We examine measures of the strength of mutual fund governance and the relation of these measures to fund performance. We utilize the Morningstar Stewardship Grade and its determining factors to measure the quality of a fund’s governance and the information ratio to measure risk adjusted performance. We find that strong corporate governance is associated with better risk-adjusted performance, after controlling for investment objective, expenses, and fund

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Salganik-Shoshan, Galla. "Business cycle and investment flows of retail and institutional mutual funds." International Journal of Managerial Finance 13, no. 5 (2017): 498–520. http://dx.doi.org/10.1108/ijmf-02-2016-0023.

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Purpose The purpose of this paper is to investigate the dynamics of mutual fund investment flows across the business cycle. To account for the differences in the flow patterns of funds catered for institutional investors and those focusing on retail investors, the author conducts this investigation separately for flows of institutional and retail funds. Design/methodology/approach The author uses the sample of US equity mutual funds for the period between 1999 and 2012. For the samples of each type of fund, the author performs separate analyses for expansion and recession periods. Following Si

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Rao, Zia-ur-Rehman, Muhammad Zubair Tauni, Amjad Iqbal, and Muhammad Umar. "Emerging market mutual fund performance: evidence for China." Journal of Asia Business Studies 11, no. 2 (2017): 167–87. http://dx.doi.org/10.1108/jabs-10-2015-0176.

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Purpose The purpose of this paper is to find whether Chinese equity funds outperform the market and do Chinese fund managers possess positive market timing ability. This study also aims to investigate whether well-performing (worst) funds of last year continue to perform well (worst) in the following year. Design/methodology/approach Capital Asset Pricing Model and Carhart four-factor model are used for performance analysis, whereas for analyzing market timing ability, the Treynor and Mazuy (1966) and Henriksson and Merton (1981) models are applied. To investigate persistence in the performanc

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Bollen, Nicolas P. B., and Jeffrey A. Busse. "Tick Size and Institutional Trading Costs: Evidence from Mutual Funds." Journal of Financial and Quantitative Analysis 41, no. 4 (2006): 915–37. http://dx.doi.org/10.1017/s0022109000002696.

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AbstractThis paper measures changes in mutual fund trading costs following two reductions in the tick size of U.S. equity markets: the switch from eighths to sixteenths and the subsequent switch to decimals. We estimate trading costs by comparing a mutual fund's daily returns to the daily returns of a synthetic benchmark portfolio that matches the fund's holdings but has zero trading costs by construction. We find that the average change in trading costs of actively managed funds was positive following both reductions in tick size with a larger and statistically significant increase following

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Nguyen, Ann-Ngoc, Muhammad Sadiq Shahid, and David Kernohan. "Investor confidence and mutual fund performance in emerging markets." Journal of Economic Studies 45, no. 6 (2018): 1288–310. http://dx.doi.org/10.1108/jes-07-2017-0175.

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Purpose The purpose of this paper is to investigate the impact of investor confidence on mutual fund performance in two relatively vulnerable but leading emerging markets, India and Pakistan. Design/methodology/approach A pooled ordinary least squared (OLS) model is used to look at two alternative measures of investor confidence and test for the relationship between investor confidence and mutual fund returns. To check the robustness of the findings, the authors also implement two-stage least squares and generalized method of moments techniques to control for unobserved heterogeneity, simultan

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Kumawat, Sonal, Hemraj Kumawat, Vaishali Sharma, Pooja Verma, and Priyanka. "Mutual Funds." GIS Business 14, no. 4 (2019): 201–8. http://dx.doi.org/10.26643/gis.v14i4.6241.

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The Indian mutual fund industry witnessed a remarkable performance in the past 30 years. After independence, with the joint effort of the Indian government and the Reserve Bank of India, the establishment of Unit Trust of India marked the beginning of the mutual fund industry in India. With the opening of mutual fund industry in India, investors started taking the advantage of multiple investment opportunities. This leads to increase in savings to the funds along with banks. Mutual funds have given consistent favorable returns over the past year despite of slow growth. For making an investment

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Agus Astapa, I. Gede, Gede Suwardika, and I. Ketut Putu Suniantara. "ANALISIS DATA PANEL PADA KINERJA REKSADANA SAHAM." Jurnal VARIAN 1, no. 2 (2018): 59–69. http://dx.doi.org/10.30812/varian.v1i2.72.

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Mutual funds is another investment opportunity with a more measurable risk as well as return high enough with enough capital is affordable for the community. Mutual fund performance can be measured by several indicators.. Modeling the performance of mutual funds modeled by regression of the data panel. The regression model estimation data panel will do with the three approaches, namely the approach of common effect, fixed effects and random effects. This research purpose to know the performance of mutual funds from stock selection skill variable influences, market timing ability and level of r

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C. Huang, Carol. "Does rapid market growth enhance efficiency? An evaluation of the Chinese mutual fund market." Investment Management and Financial Innovations 16, no. 2 (2019): 383–94. http://dx.doi.org/10.21511/imfi.16(2).2019.32.

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In recent years, China’s mutual fund market has grown exponentially. With hundreds of new funds introduced into the market each year, an essential question to ask is whether this voluminous growth promotes funds’ efficiency, as funds compete for investment. To overcome the drawbacks of traditional portfolio performance metrics, this study utilizes a non-parametric model, data envelopment analysis (DEA), to assess the relative efficiency of equity and hybrid funds for 2016–2018. The empirical results show that despite the development in the fund industry, only a small portion of the funds are f

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Amin, Moch. "Performance Comparison of Islamic Mutual Funds with Conventional Mutual Funds." Jihbiz : jurnal ekonomi, keuangan dan perbankan syariah 3, no. 1 (2019): 38–54. http://dx.doi.org/10.33379/jihbiz.v3i1.787.

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The purpose of this study is to determine whether or not there is a difference in mutual fund performance between sharia mutual funds and conventional mutual funds from 2016 to 2018. The data used is secondary data in the form of NVA report data of 34 mutual funds consisting of 16 sharia mutual funds and 18 conventional mutual funds. The data analysis method used is the Jensen Index, Sharpe index, Treynor Index, MM Index, and TT Index methods and uses the t-test to see whether there are differences in mutual fund performance. The results of this study conclude that quantitatively there is no d

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Rout, Bishwajit, and Sangeeta Mohanty. "FACTORS INFLUENCING THE INVESTORS TO INVEST IN MUTUAL FUNDS: AN EMPIRICAL ANALYSIS." International Journal of Engineering Technologies and Management Research 6, no. 9 (2020): 45–52. http://dx.doi.org/10.29121/ijetmr.v6.i9.2019.450.

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Indian mutual fund industry started with traditional products like equity fund, debt fund and balanced fund and later significantly increased it’s product base. Today, the industry has introduced a wide range of products such as money market funds, sector specific funds, index funds, gilt funds, insurance linked funds, exchange traded funds, and marching towards reality funds. The different types of schemes offered by the Indian mutual fund industry provide several options of investment to common man. What is noteworthy is that bulk of the mobilization has been by the private sector mutual fun

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Agarwal, Vikas, Nicole M. Boyson, and Narayan Y. Naik. "Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds." Journal of Financial and Quantitative Analysis 44, no. 2 (2009): 273–305. http://dx.doi.org/10.1017/s0022109009090188.

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AbstractRecently, there has been rapid growth in the assets managed by “hedged mutual funds”—mutual funds mimicking hedge fund strategies. We examine the performance of these funds relative to hedge funds and traditional mutual funds. Despite using similar trading strategies, hedged mutual funds underperform hedge funds. We attribute this finding to hedge funds’ lighter regulation and better incentives. Conversely, hedged mutual funds outperform traditional mutual funds. Notably, this superior performance is driven by managers with experience implementing hedge fund strategies. Our findings ha

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Chen, Joseph, Harrison Hong, Ming Huang, and Jeffrey D. Kubik. "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization." American Economic Review 94, no. 5 (2004): 1276–302. http://dx.doi.org/10.1257/0002828043052277.

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We investigate the effect of scale on performance in the active money management industry. We first document that fund returns, both before and after fees and expenses, decline with lagged fund size, even after accounting for various performance benchmarks. We then explore a number of potential explanations for this relationship. This association is most pronounced among funds that have to invest in small and illiquid stocks, suggesting that these adverse scale effects are related to liquidity. Controlling for its size, a fund's return does not deteriorate with the size of the family that it b

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Barberà-Mariné, M. Glòria, Laura Fabregat-Aibar, and Antonio Terceño. "INVESTMENT OBJECTIVES AND FACTORS THAT INFLUENCE THE DISAPPEARANCE OF SPANISH MUTUAL FUNDS." Journal of Business Economics and Management 21, no. 1 (2020): 255–76. http://dx.doi.org/10.3846/jbem.2020.12016.

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This paper analyses which variables influence the disappearance of mutual funds in the Spanish market and whether these variables vary depending on the investment objectives. The following variables are tested: age, size, investment flows, return, volatility, Sharpe ratio, Morningstar rating, and fund family. The Kaplan-Meier estimator and an extension of the Cox model, the Andersen-Gill model are used and the results indicate that the impact of some variables on survival capacity is different depending on the fund’s investment objectives. The originality of this article is twofold. The analys

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Situngkir, Tiar Lina. "Sosialisasi Pengenalan Reksadana Sebagai Wadah Investasi Bagi Ibu Rumah Tangga." Abdimas Universal 1, no. 1 (2019): 58–62. http://dx.doi.org/10.36277/abdimasuniversal.v1i1.24.

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Community service activities suggestions for providing information on mutual fund investments that can be a place for housewives in middle-class communities in the Galuh Mas Arisan community in Karawang can be an alternative to allocating surplus funds available for more useful investments by storing them. in mutual funds and getting back or yields that increase income and financial well-being in the family. Delivered by presentations and explaining mutual fund definition, forms of mutual funds, types - mutual funds, and places to buy mutual funds. Incommunity serviceactivities carried out alm

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Apau, Richard, Paul-Francois Muzindutsi, and Peter Moores-Pitt. "Mutual fund flow-performance dynamics under different market conditions in South Africa." Investment Management and Financial Innovations 18, no. 1 (2021): 236–49. http://dx.doi.org/10.21511/imfi.18(1).2021.20.

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Questions regarding the specific factors that drive continuous cash allocations by investors into portfolios of actively managed funds, despite consistent underperformance, continue to remain an inexhaustive aspect of the literature that calls for further investigations. This study assesses the dynamic relationship between fund flow and performance of equity mutual funds in South Africa under different market conditions. The study employs a GMM technique to analyze the panel data of 52 South African equity mutual funds from 2006 to 2019. The analysis found that convexity is prevalent in the fl

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Kaprielyan, Margarita, Md Miran Hossain, and Charles Armah Danso. "Mutual fund trading around mergers and fund performance." International Journal of Managerial Finance 16, no. 1 (2019): 1–20. http://dx.doi.org/10.1108/ijmf-07-2017-0134.

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Purpose The purpose of this paper is to investigate whether mutual funds (MFs) take positions in companies that subsequently engage in M&As and whether fund managers adjust portfolio holdings in the same direction as wealth creation from mergers. Further, the study is the first to examine the relation between active trading surrounding M&As and risk-adjusted performance in MFs. Design/methodology/approach The sample includes mergers conducted by publicly traded acquirers of public and private targets over 2003–2016. Several measures of MF managerial activeness in M&As are introduce

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Gamble, James. "Can Expense Ratios Signal Performance? An Analysis of Equity ETFs & Mutual Funds." American Journal of Undergraduate Research 16, no. 4 (2020): 23–40. http://dx.doi.org/10.33697/ajur.2020.004.

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This study examines the impact of the emergence of exchange-traded funds (ETFs) as an alternative investment vehicle to mutual funds. As the number of ETFs continues to rise, we investigate potential risks and disadvantages posed by ETFs in comparison to traditional mutual funds. We compare the returns, performance, and expense ratios of ETFs to those of mutual funds. We find that expense ratios are positively correlated with actively managed mutual fund returns and that passive funds have outperformed active funds since their inception. There is downward pressure on mutual fund fees over tim

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Et. al., Govindappa Mani,. "Review of Mutual Funds Investment in India." Turkish Journal of Computer and Mathematics Education (TURCOMAT) 12, no. 2 (2021): 1326–30. http://dx.doi.org/10.17762/turcomat.v12i2.1224.

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The Indian mutual fund's industry, which started its excursion with the foundation of the Unit Trust of India in 1964, has seen unobtrusive development lately. There has been developing both regarding AUM just as the assortment of items advertised. As on December 2015, the investors in India have a choice to look over in excess of 1,000 of mutual funds plans spread across 44 fund houses with a complete AUM estimation of '13.46 lakh crores. The passage of unfamiliar players has prompted the presentation of an assortment of inventive items to suit the developing necessities of Indian investors.

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Rachmawati, Rina, Sugeng Wahyudi, Irene Rini Demi Pangestuti, and Najmudin . "Funds Manager and Mutual Funds Characteristics on Mutual Funds Performance: Empirical Evidence of Equity Mutual Funds in Indonesia." International Journal of Financial Research 11, no. 2 (2020): 77. http://dx.doi.org/10.5430/ijfr.v11n2p77.

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This study examines the effect of investment fund managers' characteristics in the form of tenure, and mutual fund characteristics with proxy turnover portfolios, market timing and stock selectivity on the performance of stock mutual funds. The research sample is 27 stock mutual funds in Indonesia that were active from 2013 to 2017. On the analysis of the relationships between the characteristics of investment managers and mutual funds characteristics on the performance of stock mutual funds, a series of OLS regressions were run. The panel data regression was included based on using the Eviews

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Shah, S. M. Aamir, and Syed Tahir Hijazi. "Performance Evaluation of Mutual Funds in Pakistan." Pakistan Development Review 44, no. 4II (2005): 863–76. http://dx.doi.org/10.30541/v44i4iipp.863-876.

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In Pakistan Mutual Funds were introduced in 1962, when the public offering of National Investment (Unit) Trust (NIT) was introduced which is an open-end mutual fund. In 1966 another fund that is Investment Corporation of Pakistan (ICP) was establishment. ICP subsequently offered a series of closed-end mutual funds. Up to early 1990s, twenty six (26) closed-end ICP mutual funds had been floated by Investment Corporation of Pakistan. After considering the option of restructuring the corporation, government decided to wind up ICP in June, 2000. In 2002, the Government started Privatisation of the

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Syauqiyah, Shafira Sa’adah, and Muhammad Nafik H. R. "PERBANDINGAN KINERJA REKSADANA SYARIAH DAN REKSADANA NON-SYARIAH DI INDONESIA BERDASARKAN RETURN, RESIKO, DAN KOEFISIEN VARIASI." Jurnal Ekonomi Syariah Teori dan Terapan 5, no. 2 (2019): 122. http://dx.doi.org/10.20473/vol5iss20182pp122-133.

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This research aims to find out the performance comparison between sharia mutual funds and non-sharia mutual funds in Indonesia during 2013-2015 by using return, risk, and coefficient of variation in the three types of mutual funds; equity mutual fund, mixed mutual fund, and fixed income mutual fund. The approach used is quantitative approach by using independent samples t-test or mann whitney in the test analysis with 5% significant level. The result of this study indicate that there is no significant difference between return, risk, and coefficient of variation of sharia mutual funds and non-

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Mulyawan, Setia. "Kinerja reksa dana syariah dan beberapa faktor yang memengaruhinya: studi di pasar modal Indonesia 2010-2013." IJTIHAD Jurnal Wacana Hukum Islam dan Kemanusiaan 16, no. 2 (2017): 217. http://dx.doi.org/10.18326/ijtihad.v16i2.217-236.

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The purpose of this study was to determine the effect of the characteristics on the performance ofIslamic mutual funds in Indonesia. By analyzing data from 27 Islamic mutual funds traded on theIndonesia Stock Exchange during the 48 months (January 2010-December 2013), and using panel dataas a technical analysis, the study came to the conclusion that the characteristics of Islamic mutual funds,represented by the turnover ratio, expenses ratio, fund size, fund age, and fund selection influence theperformance of Islamic mutual funds in Indonesia. Turnover ratio, fund size, fund age, and fundselec

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Filip, Dariusz. "An Overview of Fund Performance and Attributes: A Preliminary Relationship Analysis for Polish Mutual Funds." International Journal of Trade, Economics and Finance 10, no. 1 (2019): 1–7. http://dx.doi.org/10.18178/ijtef.2019.10.1.629.

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Thakkar, Prof Jyoti. "Investment in Mutual Funds." Indian Journal of Applied Research 2, no. 1 (2011): 21–23. http://dx.doi.org/10.15373/2249555x/oct2012/9.

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Adhi, Nurseto, Dewi Pratiwi Aji, and Winarni Winarni. "REKSADANA SYARIAH dan KONVENSIONAL DI INDONESIA." KEUNIS 9, no. 2 (2021): 120. http://dx.doi.org/10.32497/keunis.v9i2.2629.

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<p class="western" align="justify"><em><span lang="EN-US">This study aims to test the difference between the conventional mutual fund and the sharia mutual fund on performances and risk. The development of mutual fund products is based on 2 (two) categories, conventional mutual funds, and sharia mutual funds (www.ojk.go.id). Based on data from the Data Center and Statistics of Islamic Mutual Funds, the performance of Islamic mutual funds is still underperformed compared to conventional mutual funds. Therefore, testing the performance of Islamic mutual funds by testing the per

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Chakraborty, Suman, Satish Kumar, and Lumen Shawn Lobo. "A Factorial Analysis of Information Ratio and Its Causal Effect on Yearly Return of Net Asset Value – A Study of Indian Equity Diversified Mutual Fund Schemes." International Journal of Engineering & Technology 7, no. 4.36 (2018): 707. http://dx.doi.org/10.14419/ijet.v7i4.36.24227.

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Evaluation of performance of mutual fund schemes has gained a wide range of attention from both investors and academicians. The study aims at assessing the returns from equity mutual fund schemes in India by applying risk adjusted performance evaluation techniques. The study is based on secondary data collected for ten years for selected open ended equity diversified mutual funds. A comparative assessment of performance of public sector sponsored equity funds and non-government sponsored sector funds bring forth with an interesting inference. The present study also constitutes a modest attempt

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Azis, Nur Rohman, and Atina Shofawati. "PENGUKURAN METODE RASIO INFORMASI, RASIO SORTINO DAN ROY SAFETY FIRST RATIO PADA KINERJA REKSADANA SAHAM SYARIAH PERIODE 2015-2017." Jurnal Ekonomi Syariah Teori dan Terapan 6, no. 8 (2020): 1644. http://dx.doi.org/10.20473/vol6iss20198pp1644-1659.

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The Objective of this research is to identify whether there is a different level performance of mutual funds in syariah shares among Information Ratio, Sortino Ratio, and Roy Safety First Ratio. This analysis using qualitative descriptive. In this case, the authority of money service website mentions there are 21 mutual funds in syariah shares could be taken as the sample of the analysis by using purposive sampling method. Verification result is done by One-way Anova test. The measurement result of the mutual fund in syariah shares uses the method Information Ratio provides 3 mutual funds in s

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Basuki, Novianto, and Moh Khoiruddin. "Comparative Performance Islamic Shares Mutual Funds Between Indonesia And Malaysia." Ekuilibrium : Jurnal Ilmiah Bidang Ilmu Ekonomi 13, no. 1 (2018): 26. http://dx.doi.org/10.24269/ekuilibrium.v13i1.918.

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The objective of this study is to evaluate the performance of Islamic mutual funds in Indonesia and Malaysia. Research conducted on the types of shares mutual funds in the period 2014 until 2016. The technique sample used was purposive sampling method with 13 Islamic mutual funds in Indonesia and 72 Islamic mutual funds in Malaysia. Fund performance measured by Sharpe index, Treynor index, and Index of jenesen’s Alpha. The results of this study showed in 2014 and 2016 Islamic mutual fund performance be superior to Indonesia than Malaysia. While in 2015 Islamic mutual fund performance Malaysia

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Park, Heejin. "Mutual Fund Voting and Pension Ties : Evidence from Proxy Voting." Journal of Derivatives and Quantitative Studies 25, no. 2 (2017): 201–28. http://dx.doi.org/10.1108/jdqs-02-2017-b0002.

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Because mutual funds are the largest equity holders and because the retirement assets that are managed by mutual funds have been growing, mutual fund managers may have more incentives to support management in order to attract and retain pension business. I explore whether pension business ties have an impact on voting behaviors of mutual funds by examining the link pension business ties between mutual funds and the firms to actual mutual fund voting outcomes. At the fund family level, I find a positive relation between pension ties and mutual funds’ voting support for management. This relation

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Rakhal, Dhaneshwar. "Current Status of Mutual Fund Schemes in Nepal." Journal of Nepalese Business Studies 10, no. 1 (2018): 85–95. http://dx.doi.org/10.3126/jnbs.v10i1.19136.

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The development of the mutual fund industry is the greatest investment success story of the twentieth century in United States and this industry also emerged as the most dynamic segment of the Indian financial system on that time. But the history of mutual fund in Nepal started only with the establishment of "NCM Mutual Fund 2050" in 1993. Currently there are ten mutual fund schemes listed and traded in Nepal Stock Exchange that provide investment opportunities for investors in mutual funds market. In this context, the purpose of this paper is to provide necessary facts and figures related to

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Kaur, Inderjit. "Mutual fund investor’s behaviour towards information search and selection criteria." Qualitative Research in Financial Markets 10, no. 4 (2018): 395–414. http://dx.doi.org/10.1108/qrfm-09-2017-0084.

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PurposeThe fund selection process of investors in a mutual fund needs to be understood for designing better marketing strategies. Knowledge and perception about the mutual funds can affect investor’s behaviour towards information search and selection criteria during the decision process. Therefore, this study aims to examine Indian mutual fund investors under the framework of Theory of Planned Behaviour and consumer’s behaviour model.Design/methodology/approachThe data have been collected from mutual fund investors in the National Capital Region–Delhi, India, through structured questionnaire.

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Krishna, Dr V. Murali, Dr T. Hima Bindu, and Dr Ravikumar Gunakala. "A Critical Analysis of Selected Public and Private Mutual Fund Schemes in India." Restaurant Business 118, no. 8 (2019): 28–34. http://dx.doi.org/10.26643/rb.v118i8.7207.

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Mutual Fund Industry is one of the emerged dominant financial intermediaries in Indian Capital Market. The main objective of investing in a mutual fund is to diversify risk. Though the mutual fund invests in diversified portfolio, the fund managers take different levels of risk in order to achieve the schemes objectives. Mutual funds allow portfolio diversification and relative risk management through collection of funds from the savers/investors, the same investing in equity and debt stocks. This type of invested funds is managed by professional experts called as fund managers Funds are categ

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Sianipar, Rivandi Uchok Imanuel, Bambang Mulyana, and Sri Marti Pramudena. "Performance Evaluation of Equity Funds: 2017-2019." Journal of Business and Management Studies 3, no. 2 (2021): 43–54. http://dx.doi.org/10.32996/jbms.2021.3.2.5.

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Mutual funds are said to perform very well if they can provide a higher rate of return and minimize risk. This study aims to find out if the performance of stock mutual funds has a better performance than the market as a comparison (JCI) using sharpe and jensen methods and to find out if there is a difference in the rating of stock mutual fund performance measurement results between sharpe method and Jensen method.The analysis results using Sharpe method and Jensen method show that 30 mutual funds have a good performance where the performance value of stock mutual funds from sharpe and jensen

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Rosella, Michael, Bill Belitsky, and Alexandra Marghella. "SEC proposes sweeping new liquidity risk management rules for mutual funds and ETFs." Journal of Investment Compliance 17, no. 1 (2016): 74–82. http://dx.doi.org/10.1108/joic-02-2016-0010.

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Purpose To discuss a September 22, 2015 Securities and Exchange Commission (“SEC”) proposal for a set of broad and sweeping rules mandating that open-end mutual funds and exchange-traded funds (“ETFs”) develop and implement formalized and written liquidity risk management programs (“LRMPs”). Design/methodology/approach Describes the purpose of an LRMP, the six “liquidity buckets,” the nine factors that must be considered in determining an instrument’s liquidity, the need to continuously monitor the liquidity of each position, the set of eight mandated factors used to assess a fund’s liquidity

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Rodríguez, Javier, and Herminio Romero. "Global real estate mutual funds: regional exposure and forecasting skill." International Journal of Managerial Finance 10, no. 2 (2014): 168–79. http://dx.doi.org/10.1108/ijmf-02-2012-0018.

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Purpose – The purpose of this paper is to examine the risk-adjusted performance of US-based global real estate mutual funds (GREMFs) with emphasis on their ability to manage their domestic and foreign portfolios exposures. Design/methodology/approach – The paper applies common econometric measures of portfolio performance and implements a non-traditional methodology called attribution returns to measure forecasting ability. In this setting the paper compares the actual monthly fund return to what would have been earned by the set of indices that best reflects the fund's investment strategy dur

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Buana Putra, Bintang Pratama, and Imron Mawardi. "Perbandingan Kinerja Reksadana Syariah Di Indonesia Menggunakan Metode SHARPE (Studi Kasus Reksadana Syariah Saham, Reksadana Syariah Pendapatan Tetap dan Reksadana Syariah Campuran periode 2012-2014)." Jurnal Ekonomi Syariah Teori dan Terapan 3, no. 9 (2017): 683. http://dx.doi.org/10.20473/vol3iss20169pp683-698.

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This research aims to find out the comparison between the performance of Islamic mutual funds of stock, Islamic mutual funds of fixed income and combined Islamic mutual funds. The method of this measuring calculates upon the risk factors and the return rate of those three kinds of Islamic mutual fund. This research uses 21 samples of Islamic mutual fund in Indonesia which consist of seven Islamic mutual funds of stock, seven Islamic mutual funds of fixed income and seven combined Islamic mutual funds. The approach used is a quantitative approach with the analysis technique of ANOVA. The result

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