摘要
笔者以我国的封闭式基金为样本,利用面板数据建模,综合考量了基金折价率与基金绩效指标间相关关系。研究结果发现,基金绩效指标对当期折价指标有显著的负的影响;而当期的基金折价指标不能准确预测未来绩效水平,即基金折价率并没有提供对未来基金绩效的有价值信息。
Using the closed - end funds of our country as samples, the author makes a model of Chinese.closed - end funds with panel data, considering comprehensively the mutual relationship between discount rate of funds and fund performance index. The research result shows that the fund performance index has obvious negative effect on the discount index of the period and the fund discount index of a period cant predict accurately the future performance level, that is, fund discount rate doesnt provide valuable information about future fund performance.
出处
《经济经纬》
CSSCI
北大核心
2007年第6期67-70,共4页
Economic Survey
关键词
封闭式基金
折价率
绩效水平
closed - end fund
discount rate
performance level
