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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2019
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| Subjects: | |
| 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 |