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dc.contributor.authorChen, Dawei
dc.contributor.authorGan, C.
dc.contributor.authorHu, Baiding
dc.date.accessioned2013-07-10T02:52:55Z
dc.date.issued2013-07
dc.identifier.issn2324-5220en
dc.identifier.urihttps://hdl.handle.net/10182/5525
dc.description.abstractThis study evaluates equity mutual fund performance in the Chinese mutual funds industry by employing Goetzmann and Ibbotson’s (1994) method. The data set consists of all open-end equity mutual funds in China and is free of survivorship bias. The research period covers January 2002 to December 2010. Equity open-end funds selected for this study are not terminated or merged into other funds before the end of 2010. The results from this study reveal that the equity mutual fund managers in China have selective ability to earn excess returns, but do not have market timing ability.en
dc.format.extent1-19en
dc.language.isoen
dc.publisherLincoln University. Faculty of Commerce. Department of Accounting, Economics and Finance
dc.relationThe original publication is available from - Lincoln University. Faculty of Commerce. Department of Accounting, Economics and Financeen
dc.rightsCopyright © The Authors.
dc.subjectselective abilityen
dc.subjectmutual fund performanceen
dc.subjectmarket timing abilityen
dc.subjectChinaen
dc.titleAn empirical study of mutual funds performance in Chinaen
dc.typeWorking Paper
lu.contributor.unitLincoln University
lu.contributor.unitFaculty of Agribusiness and Commerce
lu.contributor.unitDepartment of Financial and Business Systems
lu.contributor.unitDepartment of Global Value Chains and Trade
pubs.organisational-group/LU
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce/FABS
pubs.organisational-group/LU/Faculty of Agribusiness and Commerce/GVCT
pubs.organisational-group/LU/Research Management Office
pubs.organisational-group/LU/Research Management Office/PE20
pubs.organisational-group/LU/Research Management Office/QE18
pubs.publication-statusPublisheden
lu.identifier.orcid0000-0002-5618-1651
lu.identifier.orcid0000-0002-0991-1375


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