Trading regularity and fund performance

Trading regularity and fund performance

We construct a new measure of trading regularity, capturing the extent to which investors trade on a regular basis. Institutional investors that regularly trade outperform those that trade less regularly. The performance of funds that regularly trade persists for at least a year. Among those who tra...

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Bibliographic Details
Main Authors: BUSSE, Jeffrey, TONG, Lin, TONG, Qing, ZHANG, Zhe
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2019
Subjects:
Trade Frequency
Fund Performance
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/5339
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6338/viewcontent/TradingFrequency_FundPerformance_2016_pp.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/lkcsb_research/5339
https://ink.library.smu.edu.sg/context/lkcsb_research/article/6338/viewcontent/TradingFrequency_FundPerformance_2016_pp.pdf

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