Detecting window dressing: An empirical study on the Philippine equity mutual fund using return gap and GARCH model

• Main Authors: Go, Jhazel Michaela D., Hong, Yahui, Tse, Gizyl Shannen G.
• Format: text
• Language: English
• Published: Animo Repository 2016
• Subjects: Mutual funds > Philippines
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/8495
• Institution: De La Salle University

A number of studies have already been conducted in other countries that have verified the existence of window dressing which posits a conflict of interest between the shareholders and the investors who are often deluded into thinking that the fund has been performing well which might probably turn o...