On mutual fund terminations, survivorship bias, and the smart money effect
My dissertation consists of three chapters covering mutual fund terminations, survivorship bias, and smart money effect, respectively. The first chapter examines domestic equity fund terminations through the determinants of the hazard function. It finds that the lagged 3-month return, the standard d...
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| Language: | ENG |
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ScholarWorks@UMass Amherst
2006
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| Online Access: | https://scholarworks.umass.edu/dissertations/AAI3216943 |