Fund Flows, Manager Change and Performance Persistence

2017 ◽  
Author(s):  
Wolfgang Bessler ◽  
David P. Blake ◽  
Peter Lueckoff ◽  
Ian Tonks
Keyword(s):  
Performance Persistence ◽  
Fund Flows ◽  
And Performance

scholarly journals Fund Flows, Manager Changes, and Performance Persistence*

2017 ◽  
Vol 22 (5) ◽  
pp. 1911-1947 ◽  
Author(s):  
Wolfgang Bessler ◽  
David Blake ◽  
Peter Lückoff ◽  
Ian Tonks
Keyword(s):  
Performance Persistence ◽  
Fund Flows ◽  
And Performance

Star Rating, Fund Flows and Performance Predictability - Evidence from Norway

2019 ◽  
Author(s):  
Linn K. Aasheim ◽  
Antonio Freitas Miguel ◽  
Sofia Brito Ramos
Keyword(s):  
Fund Flows ◽  
Star Rating ◽  
And Performance

scholarly journals Informational Hold-Up and Performance Persistence in Venture Capital

2010 ◽  
Author(s):  
Yael V. Hochberg ◽  
Alexander Ljungqvist ◽  
Annette Vissing-Jorgensen
Keyword(s):  
Venture Capital ◽  
Performance Persistence ◽  
And Performance

Fund Flow Volatility and Performance

2009 ◽  
Vol 45 (1) ◽  
pp. 223-237 ◽  
Author(s):  
David Rakowski
Keyword(s):  
Mutual Fund ◽  
Negative Relationship ◽  
Fund Flows ◽  
Cross Sectional ◽  
Fund Flow ◽  
Performance Differences ◽  
Significant Negative Relationship ◽  
Equity Funds ◽  
And Performance ◽  
The Impact

AbstractThis paper provides a detailed analysis of the impact of daily mutual fund flow volatility on fund performance. I document a significant negative relationship between the volatility of daily fund flows and cross-sectional differences in risk-adjusted performance. This relationship is driven by domestic equity funds, as well as small funds, well-performing funds, and funds that experience inflows over the sample period. My results are consistent with performance differences arising from the transaction costs of nondiscretionary trading driven by daily fund flows, but not with performance differences arising from the suboptimal cash holdings that arise from fund flows.

Cash Marketing Styles and Performance Persistence

2007 ◽  
Vol 89 (3) ◽  
pp. 624-636 ◽  
Author(s):  
Lewis T. Cunningham ◽  
B. Wade Brorsen ◽  
Kim B. Anderson
Keyword(s):  
Performance Persistence ◽  
And Performance
Sign in / Sign up

Export Citation Format

Share Document