On the style switching behavior of mutual fund managers
This paper develops an empirically testable model that is closely related to theoretical model for style switching behavior of Barberis and Shleifer (2003). We implement this model to examine the style switching behavior of US domestic equity mutual fund managers. Using monthly data for 2,044 mutual...
| Main Authors: | , , |
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| Format: | Others |
| Published: |
Financial Management Association International,
2013-09-12T00:08:11Z.
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| Subjects: | |
| Online Access: | Get fulltext |