Is anti-herding always a smart choice? Evidence from mutual funds
Recent empirical studies document a negative relation between herding behaviour and the skill of mutual fund managers. We explore this relationship further by focusing on fund managers' contrarian buy and sell behaviour against the market. Our study reveals an asymmetry in the performance of mu...
Saved in:
Main Authors: | LEE, John Byong-Tek, MA, Jun, MARGARITIS, Dimitris, YANG, Wanyi |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2023
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/skbi/30 https://ink.library.smu.edu.sg/context/skbi/article/1029/viewcontent/Anti_herding_av.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Mutual fund herding and audit pricing
by: Ge, Yao, et al.
Published: (2023) -
A study on the existence of mutual fund herding in the Philippines for the period 2003-2010
by: Cheng, Alyssa Shannie C., et al.
Published: (2011) -
MUTUAL FUNDS: IS THERE AN OPTIMAL PORTFOLIO OF MUTUAL FUNDS?
by: VANITHA SRI D/O SIDAVAN
Published: (2022) -
MUTUAL FUNDS: IS THERE AN OPTIMAL PORTFOLIO OF MUTUAL FUNDS?
by: VANITHA SRI D/O SIDAVAN
Published: (2023) -
MUTUAL FUNDS: IS THERE AN OPTIMAL PORTFOLIO OF MUTUAL FUNDS?
by: VANITHA SRI D/O SIDAVAN
Published: (2023)