Mutual Funds: Does the Performance Erosion Effect Exist? Evidence from the Czech Republic, Hungary and Poland
Download full text from publisher
References listed on IDEAS
- Michael C. Jensen, 1968. "The Performance Of Mutual Funds In The Period 1945–1964," Journal of Finance, American Finance Association, vol. 23(2), pages 389-416, May.
- Boris Podobnik & Vanco Balen & Timotej Jagric & Marko Kolanovic, 2007. "Croatian and Slovenian Mutual Funds and Bosnian Investments Funds (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 57(3-4), pages 159-177, June.
- Jen Sin Lee & Shyan-Rong Chou & Ying-Jen Chen, 2008. "Longer Tenure, Greater Seniority, or Both? Evidence from Open-End Equity Mutual Fund Managers in Taiwan," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 4(2), pages 1-20.
- Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 2000.
"Performance and Characteristics of Swedish Mutual Funds,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 35(03), pages 409-423, September.
- Dahlquist, Magnus & Engström, Stefan & Söderlind, Paul, 1999. "Performance and Characteristics of Swedish Mutual Funds," SSE/EFI Working Paper Series in Economics and Finance 312, Stockholm School of Economics, revised 10 May 2000.
- Vijayakumar N & Muruganandan S & Chandra Sekhara Rao K, 2012. "The Relationship Between Fund Performance and Fund Characteristics: Evidence from India," The IUP Journal of Applied Finance, IUP Publications, vol. 18(2), pages 5-18, April.
- Bialkowski, Jedrzej & Otten, Roger, 2011. "Emerging market mutual fund performance: Evidence for Poland," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 118-130, August.
- Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik, 2004. "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization," American Economic Review, American Economic Association, vol. 94(5), pages 1276-1302, December.
- Payne, Thomas H. & Prather, Laurie & Bertin, William, 1999. "Value Creation and Determinants of Equity Fund Performance," Journal of Business Research, Elsevier, vol. 45(1), pages 69-74, May.
- Tang, Ke & Wang, Wenjun & Xu, Rong, 2012. "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 228-246.
- Dariusz Filip, 2013. "Returns and Persistence of Investment Fund Performance in the Czech Republic," Prague Economic Papers, University of Economics, Prague, vol. 2013(3), pages 324-342.
- Kraus, Alan & Litzenberger, Robert H, 1976. "Skewness Preference and the Valuation of Risk Assets," Journal of Finance, American Finance Association, vol. 31(4), pages 1085-1100, September.
- Ding, Bill & Shawky, Hany A. & Tian, Jianbo, 2009. "Liquidity shocks, size and the relative performance of hedge fund strategies," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 883-891, May.
More about this item
Keywordsperformance; mutual funds; fund size; quadratic regression; CEE markets;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fau:fauart:v:67:y:2017:i:6:p:512-538. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Lenka Herrmannova). General contact details of provider: http://edirc.repec.org/data/icunicz.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.