Cash holdings and the performance of European mutual funds
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DOI: 10.1016/j.frl.2018.08.006
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References listed on IDEAS
- Carhart, Mark M, 1997. "On Persistence in Mutual Fund Performance," Journal of Finance, American Finance Association, vol. 52(1), pages 57-82, March.
- Xuemin (Sterling) Yan, 2006. "The Determinants and Implications of Mutual Fund Cash Holdings: Theory and Evidence," Financial Management, Financial Management Association International, vol. 35(2), pages 67-91, June.
- Mikhail Simutin, 2014. "Cash Holdings and Mutual Fund Performance," Review of Finance, European Finance Association, vol. 18(4), pages 1425-1464.
- Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
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Cited by:
- Kiracı, Kasım & Vasigh, Bijan, 2024. "A novel approach to determinants of corporate cash holdings: Evidence from the airline industry," Journal of Air Transport Management, Elsevier, vol. 120(C).
- Ben-Rubi, Shoham & Mugerman, Yevgeny & Wiener, Zvi, 2024. "Regulating cash holdings: Assessing lost returns in mutual funds✰," Finance Research Letters, Elsevier, vol. 62(PB).
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More about this item
Keywords
Cash holdings; Mutual funds; Performance evaluation;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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