Trading regularity and fund performance: Evidence in uncertain markets

Trading regularity and fund performance: Evidence in uncertain markets

High trading regularity funds outperform low trading regularity funds more during periods of low market returns and greater market and economic uncertainty. Their trading also has strong return predictability on stock returns during periods of greater uncertainty. They trade more around news events,...

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Bibliographic Details
Main Authors: TONG, Lin, ZHANG, Zhe
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2020
Subjects:
Trading Regularity
institutional investors
market uncertainty
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/6802
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7801/viewcontent/Trading_regularity_and_market_conditions_12212020.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/6802
https://ink.library.smu.edu.sg/context/lkcsb_research/article/7801/viewcontent/Trading_regularity_and_market_conditions_12212020.pdf

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