Essays about: "Gross and Net Returns"
Showing result 1 - 5 of 11 essays containing the words Gross and Net Returns.
-
1. Skill, Scale and Investor Return in Established and Emerging Markets - An empirical study of equity mutual fund performance between markets with contrasting characteristics
University essay fromAbstract : In this report we empirically analyze the effects of returns to scale for equity mutual funds in the Nordic and Asian regions. We also investigate whether or not funds generate alpha (i.e., have skill). READ MORE
-
2. Examining the Existence of the Characteristic Liquidity Premium: A Study of the U.S. Stock Market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines the existence of a characteristic liquidity premium among U.S. stock returns between January 1964 and December 2021 after adjusting for transaction costs. Liquidity is estimated using four different measures in order to capture different dimensions of liquidity (price impact, trading cost, trading speed, and trading quantity). READ MORE
-
3. The Relationship between Herding and Skill – A Study of the Swedish Mutual Fund Industry
University essay from Göteborgs universitet/Graduate SchoolAbstract : The aim of the present thesis is to examine the presence of herding behavior among Swedish fund managers. It is further investigated whether herding is a sign of sophistication, or strictly a behavioral phenomenon. Strong evidence of small levels of fund herding on the Swedish mutual fund market is found. READ MORE
-
4. Hire or fire?
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Today fund investment options are endless. To be able to profit, talented fund managers are of great importance. The purpose of this thesis is to communicate the real performance of managers and if they are skilled enough to cover their costs. This analysis can contribute to the decision of hiring or firing a fund manager. READ MORE
-
5. Competition in the U.S. Mutual Fund Industry: A performance evaluation of actively managed domestic equity mutual funds
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : I evaluate a total of 204 U.S. equity mutual funds split into one major group and one additional group for the time period 2002-2016. The major group consists of the ten largest U. READ MORE