Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries
First, this study looks for an additional expected return from illiquid funds (the least liquid funds) over liquid funds (the most liquid funds), called the liquidity premium. Second, using regression analysis, funds can be classified as sensitive funds (high liquidity beta funds) or insensitive fun...
| 第一著者: | |
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| フォーマット: | 学位論文 |
| 言語: | 英語 |
| 出版事項: |
2023
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| 主題: | |
| オンライン･アクセス: | http://eprints.usm.my/60477/ |
| Abstract | Abstract here |
| _version_ | 1855630392400281600 |
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| author | Kumar, Suresh |
| author_facet | Kumar, Suresh |
| author_sort | Kumar, Suresh |
| description | First, this study looks for an additional expected return from illiquid funds (the least liquid funds) over liquid funds (the most liquid funds), called the liquidity premium. Second, using regression analysis, funds can be classified as sensitive funds (high liquidity beta funds) or insensitive funds (low liquidity beta funds) to shocks in market liquidity in order to approach the liquidity risk premium |
| first_indexed | 2025-10-17T08:48:59Z |
| format | Thesis |
| id | usm-60477 |
| institution | Universiti Sains Malaysia |
| language | English |
| last_indexed | 2025-10-17T08:48:59Z |
| publishDate | 2023 |
| record_format | EPrints |
| record_pdf | Restricted |
| spelling | usm-604772024-04-30T02:09:52Z http://eprints.usm.my/60477/ Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries Kumar, Suresh HD28-70 Management. Industrial Management First, this study looks for an additional expected return from illiquid funds (the least liquid funds) over liquid funds (the most liquid funds), called the liquidity premium. Second, using regression analysis, funds can be classified as sensitive funds (high liquidity beta funds) or insensitive funds (low liquidity beta funds) to shocks in market liquidity in order to approach the liquidity risk premium 2023-03 Thesis NonPeerReviewed application/pdf en http://eprints.usm.my/60477/1/Pages%20from%20SURESH%20KUMAR%20-%20TESIS.pdf Kumar, Suresh (2023) Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries. PhD thesis, Universiti Sains Malaysia. |
| spellingShingle | HD28-70 Management. Industrial Management Kumar, Suresh Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
| thesis_level | PhD |
| title | Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
| title_full | Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
| title_fullStr | Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
| title_full_unstemmed | Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
| title_short | Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries |
| title_sort | liquidity and performance evidence from actively managed open ended equity funds of msci asian emerging countries |
| topic | HD28-70 Management. Industrial Management |
| url | http://eprints.usm.my/60477/ |
| work_keys_str_mv | AT kumarsuresh liquidityandperformanceevidencefromactivelymanagedopenendedequityfundsofmsciasianemergingcountries |