Essays about: "Mutual Fund Family"

Found 4 essays containing the words Mutual Fund Family.

  1. 1. Smart Money and Mutual Fund Family

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Zachary Matteucci; [2022]
    Keywords : Mutual Fund; Mutual Fund Family; Smart Money; Dumb Money; Mutual Fund Flow;

    Abstract : This paper studies the smart money effect within mutual fund families by looking at monthly US equity open-ended mutual fund data between 2011 and 2019. Investors' money is said to be smart when it is able to predict future performance. READ MORE

  3. 2. A Wolf In Sheep's Clothing, A study about potential closet indexing in the Swedish equity mutual fund industry.

    University essay from

    Author : Philip Dufwa; Johan Johansson; [2020-08-20]
    Keywords : Active Share; Tracking error; Fund activity; Fees; Mutual funds; Closet indexing; Index hugging;

    Abstract : We measure the activity of Swedish domiciled equity mutual funds with Sweden as geographical investment universe, by calculating their active share with respect to major market indices like OMX30 GI and OMX Small Cap TR and retrieving tracking error and r-squared from Bloomberg. Afterwards we calculate the cost to investors by comparing the cost of investing in comparable explicit index funds and the cost of the closet indexers. READ MORE

  4. 3. Star Phenomenon and Spillover Effects within Mutual Fund Families: - A study in China’s mutual fund industry

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Yuanyuan Ouyang; [2008]
    Keywords : Star fund; Fund family; Spillover effects; Fund money flow; China;

    Abstract : This paper examines Chinese investors’ preferences for star funds and further tests whether Chinese fund families benefit from star funds’ spillover effects at the family level. The empirical results indicate that neither the star phenomenon nor spillover effects within star families exist in China’s mutual fund industry. READ MORE

  5. 4. On the cross-subsidization within mutual fund families: Evidence from the Swedish mutual funds market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alex Wahllöf-Malinconico; [2005]
    Keywords : Mutual funds; Cross-subsidization; Sweden; Mutual fund families;

    Abstract : Mutual funds are nowadays perceived as common investments. Only in Sweden, 94% directly or indirectly invest in mutual funds. The huge shift of assets, from traditional bank savings towards delegated asset management, indeed signifies the importance of the mutual fund industry. READ MORE