Prediction of mutual fund net value based on data mining model
Sign Up to like & getrecommendations! Published in 2018 at "Cluster Computing"
DOI: 10.1007/s10586-018-2272-2
Abstract: Unlike the previous study, an optimized neutral model, a new evolutionary calculation method, is applied in this study to predict the net value of domestic mutual funds. Firstly, 17 open-end balanced stock funds data will… read more here.
Keywords: net value; fund net; value; model ... See more keywords
Mutual fund herding and reputational concerns
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DOI: 10.1007/s12197-017-9405-y
Abstract: The article examines whether mutual fund managers’ career concerns contribute to their herding behavior. We find that mutual funds herd, on average, 71% more in down markets than in up markets. Furthermore, we find that… read more here.
Keywords: herd average; funds herd; mutual fund; performing funds ... See more keywords
#MeToo meets the mutual fund industry: productivity effects of sexual harassment
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DOI: 10.1016/j.frl.2020.101687
Abstract: Sexual harassment, a widespread problem in the workplace, arguably keeps female employees from optimally employing their human capital. We show that removing or diminishing this friction improves productivity. Specifically, using the male-dominated fund industry as… read more here.
Keywords: sexual harassment; fund industry; productivity; harassment ... See more keywords
Affiliated Mutual Fund Investments and Discretionary Accruals: Evidence from Korea
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DOI: 10.1016/j.frl.2021.101989
Abstract: Abstract This paper examines the effect of mutual fund investments on financial reporting quality by focusing on their affiliation with firms. Using Korean public companies between 2008 and 2014, we find that firms tend to… read more here.
Keywords: discretionary accruals; investments discretionary; mutual fund; affiliated mutual ... See more keywords
Do machines beat humans? Evidence from mutual fund performance persistence
Sign Up to like & getrecommendations! Published in 2021 at "International Review of Financial Analysis"
DOI: 10.1016/j.irfa.2021.101913
Abstract: Abstract We study the performance persistence of quantitative actively managed US equity funds. We show that the persistence of quantitative funds originates from poor performers and that there are reversals at the top of the… read more here.
Keywords: mutual fund; evidence mutual; performance; performance persistence ... See more keywords
Ethical strategy focus and mutual fund management: Performance and persistence
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Cleaner Production"
DOI: 10.1016/j.jclepro.2018.12.130
Abstract: Abstract The aim of this study is to analyze whether managers, practitioners and individual investors could obtain higher risk-adjusted returns by allocating their investments to funds that integrate specific levels of socially responsible (SR) criteria… read more here.
Keywords: ethical strategy; performance; performance persistence; mutual fund ... See more keywords
Mutual fund investments in private firms
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Financial Economics"
DOI: 10.1016/j.jfineco.2019.10.003
Abstract: Abstract Historically, a key advantage of being a public firm was broader access to capital, from a disperse group of shareholders. In recent years, such capital has increasingly become available to private firms as well.… read more here.
Keywords: capital; fund investments; investments private; private firms ... See more keywords
Mutual fund flows and fluctuations in credit and business cycles
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Financial Economics"
DOI: 10.1016/j.jfineco.2020.07.004
Abstract: Abstract Several measures of credit-market booms are known to precede downturns in real economic activity. We offer an early indicator for all known measures of credit booms. Our measure is based on intra-family flow shifts… read more here.
Keywords: fund flows; flows fluctuations; mutual fund; measures credit ... See more keywords
Does mutual fund family size matter? International evidence
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Multinational Financial Management"
DOI: 10.1016/j.mulfin.2021.100708
Abstract: Abstract We use data from 33 countries to study how a fund’s affiliation with large families shapes the flow–performance relationship internationally. Our results show that the effect of family size on the fund flows’ response… read more here.
Keywords: mutual fund; family size; performance; fund ... See more keywords
Coskewness timing ability in the mutual fund industry
Sign Up to like & getrecommendations! Published in 2020 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2020.101224
Abstract: Abstract The ability of mutual fund managers to time coskewness successfully can help them manage their portfolio’s exposure to potential losses and improve their fund’s performance. This study assesses whether mutual fund managers are able… read more here.
Keywords: fund managers; ability mutual; coskewness; fund ... See more keywords
Seasonal Asset Allocation: Evidence from Mutual Fund Flows
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DOI: 10.1017/s002210901600082x
Abstract: We analyze the flow of money between mutual fund categories, finding strong evidence of seasonality in investor risk aversion. Aggregate investor flow data reveal an investor preference for safe mutual funds in autumn and risky… read more here.
Keywords: asset allocation; seasonal asset; evidence; fund ... See more keywords