scholarly journals Mutual Fund Investment in Emerging Markets: An Overview

2001 ◽  
pp. 157-185 ◽  
Author(s):  
Graciela Kaminsky ◽  
Richard Lyons ◽  
Sergio Schmukler
Keyword(s):  
Emerging Markets ◽  
Mutual Fund ◽  
Fund Investment

scholarly journals Portfolio Preferences Across Markets: Evidence from Mutual Fund Ownership

2012 ◽  
Author(s):  
Wen-Hsiu Chou
Keyword(s):  
Economic Development ◽  
Emerging Markets ◽  
Mutual Funds ◽  
Mutual Fund ◽  
Investment Decisions ◽  
Firm Characteristics ◽  
Fund Managers ◽  
Portfolio Holdings ◽  
Fund Investment

This paper is about evaluating and comparing the portfolio preferences of domestic and foreign mutual funds in developed and emerging markets over the period 1998-2007. We find that foreign and domestic mutual funds have some different preferences toward firm characteristics and firm’s information enviroments, and economic development affects the preferences for both types of funds. A country’s characteristics and institutions also influence mutual fund investment decisions when fund managers from their portfolio holdings. Results further show that foreign and domestic mutual funds play a monitoring role in their portfolio firms, but foreign mutual funds cannot monitor firms effectively in emerging markets.  

scholarly journals Mutual Fund Investment in Emerging Markets: An Overview

2001 ◽  
Vol 15 (2) ◽  
pp. 315-340 ◽  
Author(s):  
G. L. Kaminsky
Keyword(s):  
Emerging Markets ◽  
Mutual Fund ◽  
Fund Investment

scholarly journals Mutual Fund Investment in Emerging Markets: An Overview

1999 ◽  
Author(s):  
Sergio Schmukler ◽  
Richard Lyons
Keyword(s):  
Emerging Markets ◽  
Mutual Fund ◽  
Fund Investment

Market Timing and Mutual Fund Investment Performance

1984 ◽  
Vol 57 (1) ◽  
pp. 57 ◽  
Author(s):  
Eric C. Chang ◽  
Wilbur G. Lewellen
Keyword(s):  
Mutual Fund ◽  
Market Timing ◽  
Investment Performance ◽  
Fund Investment

scholarly journals A comparative study of the performance of Saudi mutual funds

2016 ◽  
Vol 13 (4) ◽  
pp. 89-102 ◽  
Author(s):  
Ahmed El-Masry ◽  
Dalia A. El-Mosallamy
Keyword(s):  
Emerging Markets ◽  
Mutual Funds ◽  
Mutual Fund ◽  
Emerging Market ◽  
Explanatory Power ◽  
Fund Performance ◽  
The Other ◽  
Equity Fund ◽  
Evaluation Measures ◽  
Market Portfolio

This study examines the performance of 21 Saudi mutual funds using the CAPM and downside CAPM D-CAPM models over the period 2005-2011. Initially equity fund performance is examined against two benchmarks TASI and the GCCI Islamic index utilizing the traditional beta and CAPM performance evaluation measures. The evaluation is then replicated utilizing the downside beta and other tests of funds’ performance derived from the CAPM in the down side framework. The results indicate that the downside beta could be more relevant in terms of its higher explanatory power than the traditional beta and thus CAPM in the downside framework could be more relevant to report on funds’ performance in this emerging market. After exploring the aggregate performance by forming two fund portfolios; one representing the average Islamic mutual fund and the other is the average conventional fund, to examine the performance of the Islamic mutual funds portfolio compared to its conventional peers and to the overall market, the study finds, on average, Islamic mutual funds in outperform conventional mutual funds and the market portfolio. The study concludes that it is equally important for practitioners in emerging markets, to report performance using both CAPM measures and D-CAPM measures and if differences exist, then the D-CAPM could be the superior measure because of its suitability to the asymmetrical distribution of returns existing in emerging markets in general.

scholarly journals Managers, investors, and crises: mutual fund strategies in emerging markets

2004 ◽  
Vol 64 (1) ◽  
pp. 113-134 ◽  
Author(s):  
Graciela Kaminsky ◽  
Richard K. Lyons ◽  
Sergio L. Schmukler
Keyword(s):  
Emerging Markets ◽  
Mutual Fund

scholarly journals On Mutual Fund Investment Styles

10.3386/w7215 ◽  
1999 ◽  
Author(s):  
Louis K.C. Chan ◽  
Hsiu-Lang Chen ◽  
Josef Lakonishok
Keyword(s):  
Mutual Fund ◽  
Investment Styles ◽  
Fund Investment

scholarly journals Improved Mutual Fund Investment Choice Architecture

2018 ◽  
Vol 20 (1) ◽  
pp. 96-106 ◽  
Author(s):  
Philip W. S. Newall ◽  
Katie N. Parker
Keyword(s):  
Mutual Fund ◽  
Choice Architecture ◽  
Investment Choice ◽  
Fund Investment

scholarly journals Does mutual fund investment influence accounting fraud?

2019 ◽  
Vol 38 ◽  
pp. 142-158 ◽  
Author(s):  
Yang Wang ◽  
John K. Ashton ◽  
Aziz Jaafar
Keyword(s):  
Mutual Fund ◽  
Accounting Fraud ◽  
Fund Investment
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