Aggregate mutual fund holdings and fund performance

In this paper we examine the differences in aggregate ownership of stocks held by passive equity funds and active equity funds and in the characteristics of stocks held by these funds. We find that holdings of passive funds do not mirror the holdings of active funds. There are systematic differences...

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Bibliographic Details
Main Authors: BHOJRAJ, Sanjeev, CHO, Young Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
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Online Access:https://ink.library.smu.edu.sg/soa_research/1859
https://ink.library.smu.edu.sg/context/soa_research/article/2886/viewcontent/SSRN_id3256430.pdf
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Institution: Singapore Management University
Language: English

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