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Purchase and Redemption Patterns of US Equity Mutual Funds

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Author Info
Edward S. O’Neal
Abstract

I decompose net flows into purchase and redemption rates for a sample of equity funds. I find a strong relation between purchase rates and redemption rates indicating a significant clientele of rapid fund traders. I also find that investors punish poor performance with higher redemptions. Over my sample period, index funds display lower redemption rates than do actively managed funds. I find that load fund investors base fund-trading decisions on previous performance to a greater extent than do no-load fund investors. This result suggests that investment advisors and brokers play a significant role in increased mutual fund trading activity.

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Publisher Info
Article provided by Financial Management Association in its journal Financial Management.

Volume (Year): 33 (2004)
Issue (Month): 1 (Spring)
Pages:
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Handle: RePEc:fma:fmanag:oneal04

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