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On the performance of emerging market equity mutual funds

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dc.contributor.coauthorHuij, Joop
dc.contributor.departmentGraduate School of Business
dc.contributor.facultymemberNo
dc.contributor.kuauthorPost, Gerrit Tjeerd
dc.contributor.schoolcollegeinstituteGRADUATE SCHOOL OF BUSINESS
dc.date.accessioned2024-11-09T23:10:59Z
dc.date.issued2011
dc.description.abstractWe document persistence in the performance of emerging market equity funds and find several notable differences compared to US equity funds. First, the contribution of winner funds to the return spread between winner and losers is substantially larger for emerging market funds. Second, only a small portion of the return spread between winners and losers can be attributed to momentum effects in emerging markets. Third, winner funds in emerging markets generate returns that are sufficiently large enough to cover their expenses. Overall, our findings suggest that emerging market funds generally display better performance than US funds.
dc.description.fulltextNo
dc.description.harvestedfromManual
dc.description.indexedbyWOS
dc.description.indexedbyScopus
dc.description.openaccessNO
dc.description.peerreviewstatusN/A
dc.description.publisherscopeInternational
dc.description.readpublishN/A
dc.description.sponsoredbyTubitakEuN/A
dc.description.studentonlypublicationNo
dc.description.studentpublicationNo
dc.description.versionN/A
dc.identifier.doi10.1016/j.ememar.2011.03.001
dc.identifier.embargoN/A
dc.identifier.endpage249
dc.identifier.issn1566-0141
dc.identifier.issue3
dc.identifier.quartileQ1
dc.identifier.scopus2-s2.0-79955157394
dc.identifier.startpage238
dc.identifier.urihttps://doi.org/10.1016/j.ememar.2011.03.001
dc.identifier.urihttps://hdl.handle.net/20.500.14288/9566
dc.identifier.volume12
dc.identifier.wos000292229900003
dc.keywordsEmerging markets
dc.keywordsEquity mutual funds
dc.keywordsPerformance persistence
dc.keywordsSize effect
dc.keywordsValue effect
dc.keywordsMomentum
dc.keywordsSurvivorship bias
dc.keywordsPersistence
dc.keywordsIndustry
dc.keywordsRisk
dc.language.isoeng
dc.publisherElsevier
dc.relation.affiliationKoç University
dc.relation.collectionKoç University Institutional Repository
dc.relation.ispartofEmerging Markets Review
dc.relation.openaccessN/A
dc.rightsN/A
dc.subjectBusiness
dc.subjectFinance
dc.subjectEconomics
dc.titleOn the performance of emerging market equity mutual funds
dc.typeJournal Article
dspace.entity.typePublication
local.contributor.kuauthorPost, Gerrit Tjeerd
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