Comparison of Performance Persistence According to Single and Multi-Period Performance Rank of U.S. Equity Funds

2020 ◽  
Vol 24 (4) ◽  
pp. 3-26
Author(s):  
Yeonjeong Ha
Keyword(s):  
Performance Persistence ◽  
Equity Funds ◽  
Period Performance

MUTUAL FUND PERFORMANCE IN DEVELOPING AND ADVANCED WORLD NETWORKS

2019 ◽  
Vol 64 (02) ◽  
pp. 399-421 ◽  
Author(s):  
KEYI ZHANG ◽  
RAMAZAN GENÇAY
Keyword(s):  
Mutual Funds ◽  
Mutual Fund ◽  
Complete Information ◽  
Fund Performance ◽  
Performance Persistence ◽  
Mutual Fund Performance ◽  
Market Information ◽  
Fund Manager ◽  
Equity Funds

We propose a new determinant of mutual fund performance persistence. We argue that different funds have different abilities to generate persistent performance and that such heterogeneity across funds can be explained by fund manager access to market information. To justify this hypothesis, we construct a network of mutual funds based on the commonality of their stock holdings and use network features to characterize how well a fund acquires and utilizes market information. Based on a sample of U.S. equity funds from 2001 to 2014, we find that a mutual fund with more complete information is more likely to possess momentum in performance.

scholarly journals Performance and performance persistence of UK closed-end equity funds

2014 ◽  
Vol 34 ◽  
pp. 189-199 ◽  
Author(s):  
Don Bredin ◽  
Keith Cuthbertson ◽  
Dirk Nitzsche ◽  
Dylan C. Thomas
Keyword(s):  
Performance Persistence ◽  
Equity Funds ◽  
And Performance

scholarly journals Performance Persistence of Equity Funds in Hungary

2011 ◽  
Vol 5 (1) ◽  
pp. 18 ◽  
Author(s):  
Dariusz Filip Dariusz Filip
Keyword(s):  
Performance Persistence ◽  
Equity Funds
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