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...

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Détails bibliographiques
Auteur principal: Kumar, Suresh
Format: Thèse
Langue:anglais
Publié: 2023
Sujets:
Accès en ligne:http://eprints.usm.my/60477/
Abstract Abstract here

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