我国封闭式基金规模与其净值收益率的相关性分析

The analysis of closed-end funds scale and yield of net value

采用实证分析方法．对我国2003年以前上市的54只封闭式基金的规模与其净值收益率的相关性进行了分析。笔者认为:规模在10亿元以下的封闭式基金与其净值收益率存在正相关性;规模在10-20亿元之间的封闭式基金与其净值收益率存在负相关性:规模在20亿元以上的基金与其净值收益率不存在相关性或者说相关性极弱。

By analysis on yield of net value of 54 closed-end funds listed on Shanghai and Shenzhen before 2003, the author points out that yield of net value is positively correlated to scale as scale is less than 1 billion Yuan, negatively correlated as scale is between 1 and 2 billion Yuan, and had none or little connection as scale is over 2 billion yuan.