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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| المؤلفون الرئيسيون: | , |
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2020
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| الوصول للمادة أونلاين: | 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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| المؤسسة: | Singapore Management University |
| اللغة: | English |