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开放式基金规模效应文献述评 被引量:3

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摘要 开放式基金规模与费率、回报、现金流溢出之间存在着一定的关系。对国内外学者在开放式基金规模效应相关问题的主要研究成果进行了归纳和总结,提出了我国开放式基金的规模效应未来的研究方向。
作者 邓超 佘跃飞
机构地区 中南大学商学院
出处 《求索》 CSSCI 北大核心 2008年第3期10-12,共3页 Seeker
基金 国家自然科学基金(70701035) 湖南省社会科学基金(05BR22) 教育部2007年留学回国人员基金(07JD630023)
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参考文献32

  • 1Cicotello, C. Grant, C. ( 1996 ), Equity Fund Size and Growth : Implications for Performance and Selection, Financial Services Review, Vol. 5( 1 ) :pp1 - 12
  • 2Dahlquist, M. , Engstrom, S. , Soderlind, P. ( 2000 ) , Performante and Characteristics of Swedish Mutual Funds, Journal of Financial and Quantitative Analysis, Vol. 35 (3) : pp409 - 423
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二级参考文献23

  • 1李渝萍.ETFs优势分析与我国的上证50ETF[J].统计与决策,2005,21(09S):110-111. 被引量:4
  • 2刘媛媛,李金林.ETF在我国证券市场中的发展[J].金融与经济,2006(1):40-42. 被引量:5
  • 3付胜华,檀向球,杨丽霞.上证180指数ETF套利研究[J].生产力研究,2006(9):100-102. 被引量:7
  • 4[3]Grinblatt M, Titman S. A study of monthly fund return and performance evaluation techniques[J]. Journal of Financial and Quantitative Analysis, 1994, (3) : 419-444.
  • 5[4]Cicotello C, Grant C. Equity fund size and growth: implications for performance and selection[J]. Financial Services Review, 1996, (1): 1-12.
  • 6[5]Dahlquist M, Engstrom S. Soderlind. Performance and charac teristics of swedish mutual funds[J]. Journal of Financial and Quantitative Analysis, 2000, (3): 409-423.
  • 7[6]Sawicki J. Investors' response to the performance of profes sional managed fund managers: evidence from the australian wholesale funds market[J]. Australian Journal of Management, 2000, (1): 47-66.
  • 8[7]Gallagher. Investment manager characteristics, strategy, top management changes and fund performance[J]. Accounting and Finance, 2003, (3): 283-309.
  • 9[8]Wermers R. Mutual fund performance: an empirical decomposition into stock-picking talent, style, transactions costs and express[J]. Journal of Finance, 2000, (4) : 1655-1695.
  • 10[9]Indro D, Jiang C, Hu M, Lee W. Mutual fund performance:does fund size matter? [J]. Financial Analysis Journal, 1999,(3): 74-87.

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引证文献3

二级引证文献10

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