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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Main Author: Kumar, Suresh
Format: Thesis
Language:English
Published: 2023
Subjects:
Online Access:http://eprints.usm.my/60477/1/Pages%20from%20SURESH%20KUMAR%20-%20TESIS.pdf
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spelling my-usm-ep.604772024-04-30T02:09:52Z Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries 2023-03 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 http://eprints.usm.my/60477/ http://eprints.usm.my/60477/1/Pages%20from%20SURESH%20KUMAR%20-%20TESIS.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Pengurusan (School of Management)
institution Universiti Sains Malaysia
collection USM Institutional Repository
language English
topic HD28-70 Management
Industrial Management
spellingShingle HD28-70 Management
Industrial Management
Kumar, Suresh
Liquidity And Performance: Evidence From Actively Managed Open Ended Equity Funds Of Msci- Asian Emerging Countries
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
format Thesis
qualification_name Doctor of Philosophy (PhD.)
qualification_level Doctorate
author Kumar, Suresh
author_facet Kumar, Suresh
author_sort Kumar, Suresh
title 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_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_sort liquidity and performance: evidence from actively managed open ended equity funds of msci- asian emerging countries
granting_institution Universiti Sains Malaysia
granting_department Pusat Pengajian Pengurusan (School of Management)
publishDate 2023
url http://eprints.usm.my/60477/1/Pages%20from%20SURESH%20KUMAR%20-%20TESIS.pdf
_version_ 1804888944640262144