Fund Manager Characteristics and Mutual Fund Performance

2013 ◽  
Author(s):  
Yi Fang ◽  
Haiping Wang
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Fund Manager

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 What impact does a change of fund manager have on mutual fund performance?

2014 ◽  
Vol 35 ◽  
pp. 167-177 ◽  
Author(s):  
Andrew Clare ◽  
Nick Motson ◽  
Svetlana Sapuric ◽  
Natasa Todorovic
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance ◽  
Fund Manager

Explaining Persistence in Mutual Fund Performance

CFA Digest ◽  
1999 ◽  
Vol 29 (2) ◽  
pp. 79-81
Author(s):  
Bruce D. Phelps
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance

Equity Lending, Investment Restrictions, and Mutual Fund Performance

2012 ◽  
Author(s):  
Richard B. Evans ◽  
Miguel A. Ferreira ◽  
Melissa Porras Prado
Keyword(s):  
Mutual Fund ◽  
Fund Performance ◽  
Mutual Fund Performance
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